0001752724-24-148471.txt : 20240627
0001752724-24-148471.hdr.sgml : 20240627
20240627130713
ACCESSION NUMBER: 0001752724-24-148471
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240430
FILED AS OF DATE: 20240627
DATE AS OF CHANGE: 20240627
PERIOD START: 20241031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: ADVENT CONVERTIBLE & INCOME FUND
CENTRAL INDEX KEY: 0001219120
ORGANIZATION NAME:
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: 241077689
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
2024-10-31
2024-04-30
N
737438992.04
321805537.75
415633454.29
0.00000000
0.00000000
239018432.50000000
0.00000000
0.00000000
0.00000000
75002928.34000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
746427.80000000
CHF
EUR
HKD
USD
JPY
N
ICE BOFA US CONVERTIBLE INDEX
VXA0
Edenred SE
N/A
Edenred SE
N/A
12600.00000000
PA
825710.76000000
0.198663209488
Long
DBT
CORP
FR
N
2
2028-06-14
None
0.00000000
N
N
N
N
N
Edenred SE
Edenred SE
EUR
XXXX
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources, Inc.
17888HAB9
2638000.00000000
PA
USD
2801482.14000000
0.674027105153
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
8.75000000
N
N
N
N
N
N
HERBALIFE LTD
549300BA7TYPBSZZIA41
Herbalife Ltd.
42703MAE3
1044000.00000000
PA
USD
808473.60000000
0.194516007230
Long
DBT
CORP
KY
N
2
2028-06-15
Fixed
4.25000000
N
N
N
N
N
Herbalife Nutrition Ltd
Herbalife Nutrition Ltd
USD
XXXX
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank plc
06744EDH7
3608000.00000000
PA
USD
3657068.80000000
0.879878354894
Long
DBT
CORP
GB
N
2
2029-02-16
Fixed
1.00000000
N
N
N
N
N
Microsoft Corp
Microsoft Corp
USD
XXXX
N
N
N
H WORLD GROUP LTD
549300Y5ML31FVN83730
H World Group Ltd.
44332NAB2
1680000.00000000
PA
USD
1879920.00000000
0.452302378597
Long
DBT
CORP
KY
N
2
2026-05-01
Fixed
3.00000000
N
N
N
N
N
China Lodging Group Ltd
China Lodging Group Ltd
USD
XXXX
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
270090.00000000
NC
-4325.70000000
-0.00104074875
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
293655.89000000
USD
270090.00000000
EUR
2024-06-13
-4325.70000000
N
N
N
Organon & Co
549300AMCKY57OK2CO56
Organon & Co.
68622V106
125000.00000000
NS
USD
2326250.00000000
0.559687863426
Long
EC
CORP
US
N
1
N
N
N
FERTITTA ENTERTAINMENT
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Company, Inc.
31556TAC3
2359000.00000000
PA
USD
2057451.15000000
0.495015771412
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.75000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp.
1248EPBX0
4656000.00000000
PA
USD
4246151.88000000
1.021609746802
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034BA6
2879000.00000000
PA
USD
3133503.60000000
0.753910342792
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.12500000
N
N
N
N
Y
Live Nation Entertainment Inc
Live Nation Entertainment Inc
USD
XXXX
N
N
N
PLAYTIKA HOLDING CORP
254900E35Z4TKA4UFG64
Playtika Holding Corp.
72815LAA5
3013000.00000000
PA
USD
2595465.09000000
0.624460101373
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
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-780167.00000000
NC
-2589.55000000
-0.00062303695
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
780167.00000000
EUR
833153.60000000
USD
2024-06-13
-2589.55000000
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet, Inc.
02079K107
20000.00000000
NS
USD
3292800.00000000
0.792236516578
Long
EC
CORP
US
N
1
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver JPY
N/A
-112415000.00000000
NC
12589.51000000
0.003028993424
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
112415000.00000000
JPY
731881.83000000
USD
2024-06-13
12589.51000000
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
291940.00000000
NC
-8076.17000000
-0.00194309912
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
320812.87000000
USD
291940.00000000
EUR
2024-06-13
-8076.17000000
N
N
N
SAREPTA THERAPEUTICS INC
549300IKDPIED8J8IG21
Sarepta Therapeutics, Inc.
803607AD2
7144000.00000000
PA
USD
8188452.80000000
1.970113982761
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
1.25000000
N
N
N
N
N
Sarepta Therapeutics Inc
Sarepta Therapeutics Inc
USD
XXXX
N
N
N
ELIS SA
N/A
Elis S.A.
N/A
1600000.00000000
PA
2379138.16000000
0.572412575417
Long
DBT
CORP
FR
N
2
2029-09-22
Fixed
2.25000000
N
N
N
N
N
Elis SA
Elis SA
EUR
XXXX
N
N
N
BLOOM ENERGY CORP
549300XB5J9BFW5JXV97
Bloom Energy Corp.
093712AJ6
3518000.00000000
PA
USD
3185724.90000000
0.766474610529
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
3.00000000
N
N
N
N
Y
Bloom Energy Corp
Bloom Energy Corp
USD
XXXX
N
N
N
SINCLAIR TELEVISION GROU
549300CQGEN0CH65UD62
Sinclair Television Group, Inc.
829259BA7
1798000.00000000
PA
USD
1237671.28000000
0.297779513950
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-1103122.00000000
NC
11399.42000000
0.002742661805
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
1103122.00000000
EUR
1193103.66000000
USD
2024-06-13
11399.42000000
N
N
N
DOCMORRIS FINANCE BV
724500Q7LJ8AVRI4VE75
DocMorris Finance BV
ZB5595580
468000.00000000
PA
531557.96000000
0.127891043060
Long
DBT
CORP
NL
N
2
2029-05-03
Fixed
3.00000000
N
N
N
N
N
DocMorris AG
DocMorris AG
CHF
XXXX
N
N
N
CALUMET SPECIALTY PROD
N/A
Calumet Specialty Products Partners Limited Partnership / Calumet Finance Corp.
131477AW1
2150000.00000000
PA
USD
2068950.59000000
0.497782497690
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
9.75000000
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AD4
1679000.00000000
PA
USD
1370028.74000000
0.329624270101
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.50000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896BW9
1409000.00000000
PA
USD
1381524.50000000
0.332390110983
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.37500000
N
N
N
N
Y
CMS Energy Corp
CMS Energy Corp
USD
XXXX
N
N
N
OPKO HEALTH INC
529900A4S2D4OGOJLL02
OPKO Health, Inc.
68375NAE3
596000.00000000
PA
USD
669606.00000000
0.161104933466
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.75000000
N
N
N
N
Y
OPKO Health Inc
OPKO Health Inc
USD
XXXX
N
N
N
DAIFUKU CO
3538006FG1W4X3MYHL36
Daifuku Company Ltd.
ZI6411188
100000000.00000000
PA
740793.70000000
0.178232452742
Long
DBT
CORP
JP
N
2
2030-09-13
None
0.00000000
N
N
N
N
Y
Daifuku Co Ltd
Daifuku Co Ltd
JPY
XXXX
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corporation Ltd.
62886HBL4
2972000.00000000
PA
USD
3102337.06000000
0.746411778931
Long
DBT
CORP
BM
N
2
2028-02-01
Fixed
8.37500000
N
N
N
N
N
N
AETHON UN/AETHIN UN FIN
N/A
Aethon United BR Limited Partnership / Aethon United Finance Corp.
00810GAC8
1861000.00000000
PA
USD
1874806.76000000
0.451072150388
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.25000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353TAL4
5619000.00000000
PA
USD
6312946.50000000
1.518873525420
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.87500000
N
N
N
N
N
Uber Technologies Inc
Uber Technologies Inc
USD
XXXX
N
N
N
Davide Campari-Milano N.V.
N/A
Davide Campari-Milano N.V.
N/A
800000.00000000
PA
882341.16000000
0.212288291737
Long
DBT
CORP
NL
N
2
2029-01-17
Fixed
2.37500000
N
N
N
N
N
Davide Campari-Milano NV
Davide Campari-Milano NV
EUR
XXXX
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SCGEN RR 1.8825% 12/15/25
N/A
-56002928.34000000
PA
USD
-56002928.34000000
-13.4741146945
Short
RA
CORP
FR
N
2
Reverse repurchase
Y
1.88250100
2025-12-15
85769608.21000000
USD
85769608.21000000
USD
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
42900.00000000
NC
-502.22000000
-0.00012083242
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
46458.25000000
USD
42900.00000000
EUR
2024-06-13
-502.22000000
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857LAN8
272000.00000000
PA
USD
500316.80000000
0.120374525879
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.75000000
N
N
N
N
N
Booking Holdings Inc
Booking Holdings Inc
USD
XXXX
N
N
N
Invesco CLO LTD
2549000VWIHWVWECHQ22
Invesco US CLO Ltd.
46147KAD4
2750000.00000000
PA
USD
2776884.00000000
0.668108876063
Long
ABS-O
CORP
JE
N
2
2036-04-21
Floating
10.27500000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-476988.00000000
NC
7624.55000000
0.001834440880
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
476988.00000000
EUR
518591.37000000
USD
2024-06-13
7624.55000000
N
N
N
VERDE PURCHASER LLC
2549004HFEKMUGBG3Z35
Verde Purchaser LLC
92339LAA0
3016000.00000000
PA
USD
3181062.66000000
0.765352891391
Long
DBT
CORP
US
N
2
2030-11-30
Fixed
10.50000000
N
N
N
N
N
N
MATCH GROUP FINANCECO 3
5493003IEL8HSZKWUI17
Match Group Financeco 3, Inc.
44932KAA4
3260000.00000000
PA
USD
2664072.00000000
0.640966691324
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
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CH3
3800000.00000000
PA
USD
3597956.28000000
0.865656082989
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
Macy's Retail Holdings LLC
55617LAP7
1366000.00000000
PA
USD
1318631.08000000
0.317258167356
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
NMI HOLDINGS
529900KNNGFXJX1C3Z08
NMI Holdings, Inc.
629209AA5
1817000.00000000
PA
USD
1827772.99000000
0.439755984782
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.37500000
N
N
N
N
N
N
FREEDOM MORTGAGE CORP
549300LYRWPSYPK6S325
Freedom Mortgage Corp.
35640YAH0
1536000.00000000
PA
USD
1531317.04000000
0.368429688273
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.62500000
N
N
N
N
N
N
EXACT SCIENCES CORP
549300VM3X1FYD4N9Z14
Exact Sciences Corp.
30063PAE5
2403000.00000000
PA
USD
2203551.00000000
0.530166900006
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
1.75000000
N
N
N
N
N
Exact Sciences Corp
Exact Sciences Corp
USD
XXXX
N
N
N
QIAGEN NV
54930036WK3GMCN17Z57
QIAGEN N.V.
AV5355400
1600000.00000000
PA
USD
1613037.26000000
0.388091296153
Long
DBT
CORP
NL
N
2
2024-11-13
Fixed
1.00000000
N
N
N
N
Y
QIAGEN NV
QIAGEN NV
USD
XXXX
N
N
N
DEXCOM INC
549300YSK3QDSFR5EU59
Dexcom, Inc.
252131AL1
6148000.00000000
PA
USD
6256898.05000000
1.505388458368
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
0.37500000
N
N
N
N
Y
DexCom Inc
DexCom Inc
USD
XXXX
N
N
N
HARVEST MIDSTREAM I LP
549300DW5M17KJOXCY66
Harvest Midstream I, LP
417558AB9
248000.00000000
PA
USD
248545.56000000
0.059799219103
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
7.50000000
N
N
N
N
N
N
Pikes Peak CLO
213800Z4RS2ZM3411T95
Pikes Peak CLO 15 2023 Ltd.
720922AJ2
3000000.00000000
PA
USD
3007722.00000000
0.723647716264
Long
ABS-O
CORP
JE
N
2
2036-10-20
Floating
9.77500000
N
N
N
N
N
N
LUMENTUM HOLDINGS INC
549300JLWRRC38DWEF52
Lumentum Holdings, Inc.
55024UAG4
1830000.00000000
PA
USD
1638047.97000000
0.394108788186
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
1.50000000
N
N
N
N
N
Lumentum Holdings Inc
Lumentum Holdings Inc
USD
XXXX
N
N
N
LITHIUM AMERICAS AR
529900Q9ENG7EHHZ5R75
Lithium Americas Argentina Corp.
53680QAA6
787000.00000000
PA
USD
594185.00000000
0.142958896563
Long
DBT
CORP
CA
N
2
2027-01-15
Fixed
1.75000000
N
N
N
N
N
Lithium Americas Argentina Corp
Lithium Americas Argentina Corp
USD
XXXX
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Companies, Inc.
55916AAB0
1498000.00000000
PA
USD
1099089.49000000
0.264437205103
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
7.87500000
N
N
N
N
N
N
NEXTERA ENERGY PARTNERS
5493008F4ZOQFNG3WN54
NextEra Energy Partners, LP
65341BAD8
790000.00000000
PA
USD
708432.50000000
0.170446457735
Long
DBT
CORP
US
N
2
2025-11-15
None
0.00000000
N
N
N
N
N
NextEra Energy Partners LP
NextEra Energy Partners LP
USD
XXXX
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746804
2165.00000000
NS
USD
2479877.60000000
0.596650143149
Long
EP
CORP
US
N
1
N
N
N
Crown City CLO
N/A
Crown City CLO V
22823AAJ5
3000000.00000000
PA
USD
3014976.00000000
0.725393004071
Long
ABS-O
CORP
KY
N
2
2034-04-20
Floating
10.97500000
N
N
N
N
N
N
VM CONSOLIDATED INC
549300GCTGJLEBXJUK89
VM Consolidated, Inc.
91835HAA0
1985000.00000000
PA
USD
1863177.97000000
0.448274302939
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-34562183.00000000
NC
931858.02000000
0.224201880378
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
34562183.00000000
EUR
37956120.25000000
USD
2024-06-13
931858.02000000
N
N
N
POSCO Holdings Inc.
N/A
POSCO Holdings Inc.
N/A
900000.00000000
PA
996831.41000000
0.239834257736
Long
DBT
CORP
KR
N
2
2026-09-01
None
0.00000000
N
N
N
N
N
POSCO Holdings Inc
POSCO Holdings Inc
EUR
XXXX
N
N
N
APOLLO GLOBAL MANAGEMENT
N/A
Apollo Global Management, Inc.
03769M304
15670.00000000
NS
USD
963705.00000000
0.231864155797
Long
EP
CORP
US
N
1
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
504813.00000000
NC
1351.50000000
0.000325166318
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
539422.47000000
USD
504813.00000000
EUR
2024-06-13
1351.50000000
N
N
N
RAYONIER AM PROD INC
549300ZGRDDK1QM6MM16
Rayonier AM Products, Inc.
75508EAB4
1283000.00000000
PA
USD
1137950.44000000
0.273787017925
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.62500000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBM1
2108000.00000000
PA
USD
1726575.32000000
0.415408168466
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.25000000
N
N
N
N
N
N
CIENA CORP
W0CZ7N0GH8UIGXDM1H41
Ciena Corp.
171779AL5
2478000.00000000
PA
USD
2175908.01000000
0.523516090329
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
4.00000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BQ4
552000.00000000
PA
USD
1575615.00000000
0.379087627268
Long
DBT
CORP
LR
N
2
2025-08-15
Fixed
6.00000000
N
N
N
N
N
Royal Caribbean Cruises Ltd
Royal Caribbean Cruises Ltd
USD
XXXX
N
N
N
NEXTERA ENERGY INC
254900RHL9MEUS5NKX63
NextEra Energy, Inc.
65339F713
66453.00000000
NS
USD
2712279.20000000
0.652565180209
Long
EP
CORP
US
N
1
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc.
911312106
30000.00000000
NS
USD
4424400.00000000
1.064495640168
Long
EC
CORP
US
N
1
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp.
N/A
6996000.00000000
PA
USD
6777375.00000000
1.630613447990
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.50000000
N
N
N
N
Y
ON Semiconductor Corp
ON Semiconductor Corp
USD
XXXX
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd.
N/A
8000.00000000
NS
USD
1989120.00000000
0.478575528381
Long
EC
CORP
US
N
1
N
N
N
MARRIOTT VACATION WORLDW
549300WA6BT5H4F7IO94
Marriott Vacations Worldwide Corp.
57164YAF4
3230000.00000000
PA
USD
2963525.00000000
0.713014067903
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.25000000
N
N
N
N
Y
Marriott Vacations Worldwide Corp
Marriott Vacations Worldwide Corp
USD
XXXX
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081103
100000.00000000
NS
USD
2562000.00000000
0.616408514174
Long
EC
CORP
US
N
1
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners Limited Partnership / Tallgrass Energy Finance Corp.
87470LAL5
2052000.00000000
PA
USD
2056134.78000000
0.494699057252
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.37500000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd.
80007RAF2
1617000.00000000
PA
USD
1599958.92000000
0.384944691887
Long
DBT
CORP
KY
N
2
2025-08-08
Fixed
5.12500000
N
N
N
N
N
N
DEALER TIRE LLC/DT ISSR
N/A
Dealer Tire LLC / DT Issuer LLC
24229JAA1
1464000.00000000
PA
USD
1443796.80000000
0.347372615244
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8.00000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AX7
2139000.00000000
PA
USD
1946450.00000000
0.468309271043
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.75000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAK7
2145000.00000000
PA
USD
2179107.65000000
0.524285912865
Long
DBT
CORP
NL
N
2
2028-03-01
Fixed
6.75000000
N
N
N
N
N
N
AMERICAN AIRLINES GROUP
N/A
American Airlines Group, Inc.
02376RAF9
5112000.00000000
PA
USD
5589496.79000000
1.344813977871
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.50000000
N
N
N
N
Y
American Airlines Group Inc
American Airlines Group Inc
USD
XXXX
N
N
N
ENVESTNET INC
549300HLWZ5OKIDM8737
Envestnet, Inc.
29404KAG1
809000.00000000
PA
USD
867652.50000000
0.208754249939
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
2.62500000
N
N
N
N
N
Envestnet Inc
Envestnet Inc
USD
XXXX
N
N
N
VMED O2 UK FINANCING I
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I plc
92858RAD2
1507000.00000000
PA
USD
1488318.17000000
0.358084305928
Long
DBT
CORP
GB
N
2
2032-04-15
Fixed
7.75000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SCGEN RR FLOAT 175 DY ROL
N/A
-52009490.00000000
PA
USD
-52009490.00000000
-12.5133069687
Short
RA
CORP
FR
N
2
Reverse repurchase
Y
6.57000000
2024-12-15
79653445.27000000
USD
79653445.27000000
USD
N
N
N
EXACT SCIENCES CORP
549300VM3X1FYD4N9Z14
Exact Sciences Corp.
30063PAD7
4652000.00000000
PA
USD
4803190.00000000
1.155631229975
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.00000000
N
N
N
N
Y
Exact Sciences Corp
Exact Sciences Corp
USD
XXXX
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp.
683715AD8
2668000.00000000
PA
USD
2337829.66000000
0.562473890364
Long
DBT
CORP
CA
N
2
2029-12-01
Fixed
3.87500000
N
N
N
N
N
N
ACURIS FIN US/ACURIS FIN
N/A
Acuris Finance US Incorporated / Acuris Finance SARL
00511BAA5
1206000.00000000
PA
USD
1095131.46000000
0.263484916504
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc.
89364MCC6
2904367.50000000
PA
USD
2909034.82000000
0.699903915330
Long
LON
CORP
US
N
2
2028-08-24
Floating
8.05900000
N
N
N
N
N
N
VIAVI SOLUTIONS INC
5493006K3E3N1QOBF092
Viavi Solutions, Inc.
925550AH8
355000.00000000
PA
USD
332590.63000000
0.080020178011
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.62500000
N
N
N
N
Y
Viavi Solutions Inc
Viavi Solutions Inc
USD
XXXX
N
N
N
WE SODA INV HOLDING PLC
984500SE38C07DB47A90
WE Soda Investments Holding plc
92943TAC7
2001000.00000000
PA
USD
2042410.70000000
0.491397090132
Long
DBT
CORP
GB
N
2
2031-02-14
Fixed
9.37500000
N
N
N
N
N
N
COINBASE GLOBAL INC
5493004G3J2SC154DU06
Coinbase Global, Inc.
19260QAE7
4085000.00000000
PA
USD
3709790.27000000
0.892562961837
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
0.25000000
N
N
N
N
Y
Coinbase Global Inc
Coinbase Global Inc
USD
XXXX
N
N
N
RAPID7 INC
549300GNVG5D60KEYN14
Rapid7, Inc.
753422AG9
724000.00000000
PA
USD
703583.20000000
0.169279732595
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
1.25000000
N
N
N
N
Y
Rapid7 Inc
Rapid7 Inc
USD
XXXX
N
N
N
MongoDB Inc
549300TPTG69WKWE1Z37
MongoDB, Inc.
60937P106
7000.00000000
NS
USD
2556260.00000000
0.615027489634
Long
EC
CORP
US
N
1
N
N
N
WAYFAIR INC
54930027N9ZAVYFDHK53
Wayfair, Inc.
94419LAP6
4432000.00000000
PA
USD
4893814.40000000
1.177435153375
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.25000000
N
N
N
N
Y
Wayfair Inc
Wayfair Inc
USD
XXXX
N
N
N
NICE LTD
254900YTY4EF5Z4W0A51
Nice Ltd.
653656AB4
1483000.00000000
PA
USD
1474102.00000000
0.354663943622
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
RAG-STIFTUNG
N/A
RAG-Stiftung
N/A
2200000.00000000
PA
2521222.81000000
0.606597660505
Long
DBT
CORP
DE
N
2
2029-11-16
Fixed
1.87500000
N
N
N
N
N
Evonik Industries AG
Evonik Industries AG
EUR
XXXX
N
N
N
Saipem SpA
N/A
Saipem SpA
N/A
2800000.00000000
PA
3995562.85000000
0.961318875744
Long
DBT
CORP
IT
N
2
2029-09-11
Fixed
2.87500000
N
N
N
N
N
Saipem SpA
Saipem SpA
EUR
XXXX
N
N
N
FREEDOM MORTGAGE CORP
549300LYRWPSYPK6S325
Freedom Mortgage Corp.
35640YAL1
1536000.00000000
PA
USD
1667855.49000000
0.401280376443
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
12.25000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370CZ1
2984000.00000000
PA
USD
2982508.00000000
0.717581313346
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
N
ARRAY TECHNOLOGIES INC
549300JM5FECYJQ85V37
Array Technologies, Inc.
04271TAB6
4294000.00000000
PA
USD
3661708.50000000
0.880994650985
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
1.00000000
N
N
N
N
Y
Array Technologies Inc
Array Technologies Inc
USD
XXXX
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-135836.00000000
NC
-644.30000000
-0.00015501639
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
135836.00000000
EUR
144868.14000000
USD
2024-06-13
-644.30000000
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830109
8000.00000000
NS
USD
3719440.00000000
0.894884654160
Long
EC
CORP
US
N
1
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
Cinemark USA, Inc.
172441BD8
2994000.00000000
PA
USD
2966555.50000000
0.713743195929
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
PENN ENTERTAINMENT INC
N/A
Penn Entertainment, Inc.
707569AU3
1072000.00000000
PA
USD
1138200.26000000
0.273847123770
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
2.75000000
N
N
N
N
Y
Penn National Gaming Inc
Penn National Gaming Inc
USD
XXXX
N
N
N
MIDAS OPCO HOLDINGS LLC
984500904E015Z0C1F82
Stagwell Global LLC
59565JAA9
3025000.00000000
PA
USD
2711812.68000000
0.652452937079
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.62500000
N
N
N
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43283QAC4
1029000.00000000
PA
USD
1016803.67000000
0.244639515781
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
6.62500000
N
N
N
N
N
N
ANLLIAN CAPITAL LTD
529900WNC73E6N8L3G81
ANLLIAN Capital Ltd.
ZP4808231
1900000.00000000
PA
2150433.58000000
0.517387028836
Long
DBT
CORP
VG
N
2
2025-02-05
None
0.00000000
N
N
N
N
N
ANTA Sports Products Ltd
ANTA Sports Products Ltd
EUR
XXXX
N
N
N
ROCKET SOFTWARE INC
549300PVG26ISP5X1556
Rocket Software, Inc.
77314EAB4
1993000.00000000
PA
USD
2002735.81000000
0.481851446106
Long
DBT
CORP
US
N
2
2028-11-28
Fixed
9.00000000
N
N
N
N
N
N
DROPBOX INC
549300JCDF7UAR6TJR51
Dropbox, Inc.
26210CAD6
845000.00000000
PA
USD
773753.37000000
0.186162437603
Long
DBT
CORP
US
N
2
2028-03-01
None
0.00000000
N
N
N
N
Y
Dropbox Inc
Dropbox Inc
USD
XXXX
N
N
N
Sound Point CLO LTD
N/A
Sound Point CLO XXVII Ltd.
83611VBC1
2500000.00000000
PA
USD
2386965.00000000
0.574295686586
Long
ABS-O
CORP
KY
N
2
2034-10-25
Floating
8.93500000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-244282.00000000
NC
3634.13000000
0.000874359357
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
244282.00000000
EUR
265317.86000000
USD
2024-06-13
3634.13000000
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-130000.00000000
NC
2413.55000000
0.000580691947
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
130000.00000000
EUR
141674.26000000
USD
2024-06-13
2413.55000000
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
325364.00000000
NC
1724.82000000
0.000414985844
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
346816.88000000
USD
325364.00000000
EUR
2024-06-13
1724.82000000
N
N
N
NORTHERN OIL AND GAS INC
OKFF0PIZDDMNH4UCYE51
Northern Oil and Gas, Inc.
665530AB7
1542000.00000000
PA
USD
1625144.64000000
0.391004290734
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
8.75000000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd.
80007RAE5
1617000.00000000
PA
USD
1566833.22000000
0.376974760772
Long
DBT
CORP
KY
N
2
2028-08-08
Fixed
5.40000000
N
N
N
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group Limited Partnership / Uniti Group Finance Incorporated / CSL Capital LLC
91327TAA9
1790000.00000000
PA
USD
1855744.30000000
0.446485787139
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
10.50000000
N
N
N
N
N
N
COTY/HFC PRESTIGE/INT US
N/A
Coty Incorporated/HFC Prestige Products Inc/HFC Prestige International US LLC
222070AG9
2027000.00000000
PA
USD
1891449.24000000
0.455076274654
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.75000000
N
N
N
N
N
N
MERIT MEDICAL SYSTEMS IN
549300OYTY138SP2CE83
Merit Medical Systems, Inc.
589889AA2
1335000.00000000
PA
USD
1435125.00000000
0.345286209564
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.00000000
N
N
N
N
Y
Merit Medical Systems Inc
Merit Medical Systems Inc
USD
XXXX
N
N
N
PHINIA INC
254900HG6MORZE1FFM18
Phinia, Inc.
71880KAA9
2050000.00000000
PA
USD
2059661.65000000
0.495547610217
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.75000000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS
82VOJDD5PTRDMVVMGV31
Citigroup Global Markets Holdings Incorporated/United States
ZB0754315
1400000.00000000
PA
1537375.83000000
0.369887412606
Long
DBT
CORP
US
N
2
2029-04-09
Fixed
1.00000000
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
LVMH Moet Hennessy Louis Vuitton SE
EUR
XXXX
N
N
N
LIFE TIME INC
549300PALKE96VYH4X17
Life Time, Inc.
53190FAA3
3008000.00000000
PA
USD
2979199.00000000
0.716785179164
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.75000000
N
N
N
N
N
N
AIR TRANSPORT SERVICES G
5493000F3MSFGIXTQE27
Air Transport Services Group, Inc.
00922RAC9
1149000.00000000
PA
USD
934366.80000000
0.224805484341
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
Air Transport Services Group Inc
Air Transport Services Group Inc
USD
XXXX
N
N
N
SUPER MICRO COMPUTER INC
54930022CZO1N2UGVW07
Super Micro Computer, Inc.
86800UAA2
3978000.00000000
PA
USD
4069494.00000000
0.979106459789
Long
DBT
CORP
US
N
2
2029-03-01
None
0.00000000
N
N
N
N
Y
Super Micro Computer Inc
Super Micro Computer Inc
USD
XXXX
N
N
N
WOLFSPEED INC
549300OGU88P3AW3TO93
Wolfspeed, Inc.
977852AD4
1218000.00000000
PA
USD
704308.50000000
0.169454237316
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
1.87500000
N
N
N
N
Y
Wolfspeed Inc
Wolfspeed Inc
USD
XXXX
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353TAE0
2526000.00000000
PA
USD
2573943.48000000
0.619282074970
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.50000000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066G104
2500.00000000
NS
USD
2160050.00000000
0.519700706886
Long
EC
CORP
US
N
1
N
N
N
Fortress Credit BSL Limited
N/A
Fortress Credit BSL Ltd.
34965DAJ2
3000000.00000000
PA
USD
3010992.00000000
0.724434467178
Long
ABS-O
CORP
JE
N
2
2036-04-23
Floating
11.49600000
N
N
N
N
N
N
ALLIANCE RES OP/FINANCE
N/A
Alliance Resource Operating Partners Limited Partnership / Alliance Resource Finance Corp.
01879NAA3
1885000.00000000
PA
USD
1883307.70000000
0.453117447732
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.50000000
N
N
N
N
N
N
HAWAIIAN BRAND INTELLECT
N/A
Hawaiian Brand Intellectual Property Ltd. / HawaiianMiles Loyalty Ltd.
41984LAA5
2000000.00000000
PA
USD
1877853.60000000
0.451805209762
Long
DBT
CORP
KY
N
2
2026-01-20
Fixed
5.75000000
N
N
N
N
N
N
ZIFF DAVIS INC
5493008OJYGLHD7MXA18
Ziff Davis, Inc.
48123VAE2
733000.00000000
PA
USD
666571.88000000
0.160374934481
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
1.75000000
N
N
N
N
Y
Ziff Davis Inc
Ziff Davis Inc
USD
XXXX
N
N
N
AMERICAN GREETINGS CORP
549300WMJOT8C9DNMF90
American Greetings Corp.
02639DAN6
995000.00000000
PA
USD
992512.50000000
0.238795142632
Long
LON
CORP
US
N
2
2029-10-30
Floating
11.07020000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SCGEN RR FLOAT 175 DY ROL
N/A
-49008942.50000000
PA
USD
-49008942.50000000
-11.7913854128
Short
RA
CORP
FR
N
2
Reverse repurchase
Y
6.57000000
2024-12-15
75058086.57000000
USD
75058086.57000000
USD
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787AP2
376000.00000000
PA
USD
1103466.00000000
0.265490178572
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.25000000
N
N
N
N
Y
Exxon Mobil Corp
Exxon Mobil Corp
USD
XXXX
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162100
10000.00000000
NS
USD
2739400.00000000
0.659090352743
Long
EC
CORP
US
N
1
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems, Inc.
85205TAP5
384000.00000000
PA
USD
496896.00000000
0.119551492997
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.25000000
N
N
N
N
Y
Spirit AeroSystems Holdings Inc
Spirit AeroSystems Holdings Inc
USD
XXXX
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
20000.00000000
NS
USD
3500000.00000000
0.842088134117
Long
EC
CORP
US
N
1
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAB4
1525000.00000000
PA
USD
1329996.88000000
0.319992740303
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
4.87500000
N
N
N
N
N
N
NORTHERN OIL AND GAS INC
OKFF0PIZDDMNH4UCYE51
Northern Oil and Gas, Inc.
665531AJ8
1274000.00000000
PA
USD
1576001.70000000
0.379180665976
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.62500000
N
N
N
N
Y
Northern Oil and Gas Inc
Northern Oil and Gas Inc
USD
XXXX
N
N
N
MONGODB INC
549300TPTG69WKWE1Z37
MongoDB, Inc.
60937PAD8
1818000.00000000
PA
USD
3232334.81000000
0.777688796856
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.25000000
N
N
N
N
Y
MongoDB Inc
MongoDB Inc
USD
XXXX
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
582949.00000000
NC
-6955.62000000
-0.00167349859
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
631431.70000000
USD
582949.00000000
EUR
2024-06-13
-6955.62000000
N
N
N
ADTALEM GLOBAL EDUCATION
549300Z467EZLMODV621
Adtalem Global Education, Inc.
00737WAA7
2669000.00000000
PA
USD
2538485.90000000
0.610751101432
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BV3
4721000.00000000
PA
USD
6656610.00000000
1.601557798414
Long
DBT
CORP
PA
N
2
2027-12-01
Fixed
5.75000000
N
N
N
N
Y
Carnival Corp
Carnival Corp
USD
XXXX
N
N
N
1988 CLO Ltd.
N/A
1988 CLO 2 Ltd.
653947AG6
3000000.00000000
PA
USD
3008382.00000000
0.723806510026
Long
ABS-O
CORP
JE
N
2
2038-04-15
Floating
11.72900000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd.
30251GBC0
2942000.00000000
PA
USD
2593262.38000000
0.623930136814
Long
DBT
CORP
AU
N
2
2031-04-01
Fixed
4.37500000
N
N
N
N
N
N
ZTO EXPRESS KY INC
549300SCJPK3YZJTJR78
ZTO Express Cayman, Inc.
98980AAB1
1265000.00000000
PA
USD
1226101.25000000
0.294995803957
Long
DBT
CORP
KY
N
2
2027-09-01
Fixed
1.50000000
N
N
N
N
N
ZTO Express Cayman Inc
ZTO Express Cayman Inc
USD
XXXX
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
369205.00000000
NC
-1850.00000000
-0.00044510372
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
397355.77000000
USD
369205.00000000
EUR
2024-06-13
-1850.00000000
N
N
N
DRAFTKINGS HOLDINGS INC
5493008P45UYYL683Z97
DraftKings Holdings, Inc.
26142RAB0
830000.00000000
PA
USD
690975.00000000
0.166246242420
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
KOHL'S CORPORATION
549300JF6LPRTRJ0FH50
Kohl's Corp.
500255AU8
1485000.00000000
PA
USD
1453177.34000000
0.349629541366
Long
DBT
CORP
US
N
2
2025-07-17
Fixed
4.25000000
N
N
N
N
N
N
CENTRAL GARDEN & PET CO
5493004DVZLD37DJ0H83
Central Garden & Pet Co.
153527AP1
2193000.00000000
PA
USD
1898899.18000000
0.456868704961
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
4.12500000
N
N
N
N
N
N
FIVE9 INC
254900MXP6EWY0SFFR59
Five9, Inc.
338307AE1
2507000.00000000
PA
USD
2481303.25000000
0.596993149706
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
1.00000000
N
N
N
N
Y
Five9 Inc
Five9 Inc
USD
XXXX
N
N
N
ENOVA INTERNATIONAL INC
549300O8XOCQSB49UO63
Enova International, Inc.
29357KAH6
2291000.00000000
PA
USD
2433177.17000000
0.585414178018
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
11.25000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAQ7
2533000.00000000
PA
USD
2554606.49000000
0.614629660734
Long
DBT
CORP
CA
N
2
2031-01-15
Fixed
6.75000000
N
N
N
N
N
N
GlobalWafers CO., LTD.
N/A
GlobalWafers CO., LTD.
N/A
700000.00000000
PA
723966.29000000
0.174183834945
Long
DBT
CORP
DE
N
2
2029-01-23
Fixed
1.50000000
N
N
N
N
N
Siltronic AG
Siltronic AG
EUR
XXXX
N
N
N
INGEVITY CORP
5493009UTFC4B5IMGF87
Ingevity Corp.
45688CAB3
2118000.00000000
PA
USD
1886888.50000000
0.453978976072
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.87500000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp.
29261AAE0
2862000.00000000
PA
USD
2571662.12000000
0.618733187489
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.62500000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
55000.00000000
NS
USD
2171950.00000000
0.522563806542
Long
EC
CORP
US
N
1
N
N
N
ARETEC GROUP INC
549300NV2T8A33L0PQ58
Aretec Group, Inc.
04020JAA4
1001000.00000000
PA
USD
1087016.93000000
0.261532588096
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
10.00000000
N
N
N
N
N
N
DAIWA HOUSE IND CO LTD
353800K9WXR9XRZJZI46
Daiwa House Industry Company Ltd.
ZF2943743
220000000.00000000
PA
1385791.00000000
0.333416616419
Long
DBT
CORP
JP
N
2
2030-03-29
None
0.00000000
N
N
N
N
Y
Daiwa House Industry Co Ltd
Daiwa House Industry Co Ltd
JPY
XXXX
N
N
N
AHEAD DB HOLDINGS LLC
254900L07WFL833JX193
Ahead DB Holdings LLC
00867FAA6
2342000.00000000
PA
USD
2130423.72000000
0.512572724358
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
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-536985.00000000
NC
-3356.81000000
-0.00080763710
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
536985.00000000
EUR
571880.97000000
USD
2024-06-13
-3356.81000000
N
N
N
PRESTIGE BRANDS INC
549300JBVP4J6D42I235
Prestige Brands, Inc.
74112BAM7
2668000.00000000
PA
USD
2272859.60000000
0.546842314193
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.75000000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
660540.00000000
NC
2684.58000000
0.000645900846
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
704909.79000000
USD
660540.00000000
EUR
2024-06-13
2684.58000000
N
N
N
MCGRAW-HILL EDUCATION
254900U6YJ9QZ4IQOR26
McGraw-Hill Education, Inc.
57767XAB6
2402000.00000000
PA
USD
2208937.33000000
0.531462832743
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
8.00000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBJ6
3068000.00000000
PA
USD
2742209.08000000
0.659766207868
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp.
03040WBB0
660000.00000000
PA
USD
644655.00000000
0.155101807457
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.62500000
N
N
N
N
Y
American Water Works Co Inc
American Water Works Co Inc
USD
XXXX
N
N
N
ARETEC GROUP INC
549300NV2T8A33L0PQ58
Aretec Group, Inc.
040133AA8
2012000.00000000
PA
USD
1898560.64000000
0.456787253384
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
7.50000000
N
N
N
N
N
N
ETSY INC
54930089Q7XT501AEA40
Etsy, Inc.
29786AAJ5
2285000.00000000
PA
USD
2409532.50000000
0.579725350577
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.12500000
N
N
N
N
Y
Etsy Inc
Etsy Inc
USD
XXXX
N
N
N
ZILLOW GROUP INC
2549002XEELQDIR6FU05
Zillow Group, Inc.
98954MAG6
1271000.00000000
PA
USD
1473089.00000000
0.354420219256
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.37500000
N
N
N
N
Y
Zillow Group Inc
Zillow Group Inc
USD
XXXX
N
N
N
JACOBS ENTERTAINMENT INC
5493004U9JIWY3HSUO63
Jacobs Entertainment, Inc.
469815AK0
2454000.00000000
PA
USD
2331701.20000000
0.560999403665
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.75000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Company LLC
654740BS7
2668000.00000000
PA
USD
2463684.64000000
0.592754171872
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
2.00000000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-2903563.00000000
NC
77588.37000000
0.018667498777
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
2903563.00000000
EUR
3187990.22000000
USD
2024-06-13
77588.37000000
N
N
N
KONTOOR BRANDS INC
549300M0CPXV65RFF271
Kontoor Brands, Inc.
50050NAA1
2005000.00000000
PA
USD
1782904.59000000
0.428960799858
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.12500000
N
N
N
N
N
N
AKAMAI TECHNOLOGIES INC
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc.
00971TAM3
2300000.00000000
PA
USD
2273550.00000000
0.547008422092
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
1.12500000
N
N
N
N
Y
Akamai Technologies Inc
Akamai Technologies Inc
USD
XXXX
N
N
N
NIPPON STEEL CORP
35380065QWQ4U2V3PA33
Nippon Steel Corp.
BR4845219
50000000.00000000
PA
459918.02000000
0.110654716373
Long
DBT
CORP
JP
N
2
2026-10-05
None
0.00000000
N
N
N
N
N
Nippon Steel Corp
Nippon Steel Corp
JPY
XXXX
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457108
2000.00000000
NS
USD
1562200.00000000
0.375860023748
Long
EC
CORP
US
N
1
N
N
N
NEW FORTRESS ENERGY INC
254900EICTYTCHA5X705
New Fortress Energy, Inc.
644393AA8
1038000.00000000
PA
USD
1026264.68000000
0.246915802712
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
6.75000000
N
N
N
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries, Inc.
16115Q407
59997.00000000
NS
USD
3563821.80000000
0.857443442825
Long
EP
CORP
US
N
1
N
N
N
XEROX HOLDINGS CORP
5493000Y33XDVO2CXC18
Xerox Holdings Corp.
98421MAC0
1516000.00000000
PA
USD
1453367.22000000
0.349675225850
Long
DBT
CORP
US
N
2
2029-11-30
Fixed
8.87500000
N
N
N
N
N
N
Take-Two Interactive Software
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054109
15000.00000000
NS
USD
2142150.00000000
0.515394027571
Long
EC
CORP
US
N
1
N
N
N
ALNYLAM PHARMACEUTICALS
529900S3ZI14OWRJII50
Alnylam Pharmaceuticals, Inc.
02043QAB3
2426000.00000000
PA
USD
2232647.80000000
0.537167491441
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
1.00000000
N
N
N
N
N
Alnylam Pharmaceuticals Inc
Alnylam Pharmaceuticals Inc
USD
XXXX
N
N
N
MRT MID PART/MRT MID FIN
N/A
Martin Midstream Partners Limited Partnership / Martin Midstream Finance Corp.
573334AK5
2145000.00000000
PA
USD
2294838.25000000
0.552130302869
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
11.50000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665RAL0
2964000.00000000
PA
USD
2571747.50000000
0.618753729627
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.12500000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-120000.00000000
NC
1538.97000000
0.000370270964
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
120000.00000000
EUR
130087.32000000
USD
2024-06-13
1538.97000000
N
N
N
SOFI TECHNOLOGIES INC
549300SW81JCMVZDDY09
SoFi Technologies, Inc.
83406FAC6
1758000.00000000
PA
USD
1641400.66000000
0.394915434034
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
1.25000000
N
N
N
N
N
SoFi Technologies Inc
SoFi Technologies Inc
USD
XXXX
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean, Inc.
893830BX6
1915200.00000000
PA
USD
1999078.10000000
0.480971413481
Long
DBT
CORP
KY
N
2
2030-02-15
Fixed
8.75000000
N
N
N
N
N
N
CELLNEX TELECOM SA
5493008T4YG3AQUI7P67
Cellnex Telecom S.A.
AZ3212430
1500000.00000000
PA
1634956.34000000
0.393364952489
Long
DBT
CORP
ES
N
2
2028-07-05
Fixed
0.50000000
N
N
N
N
N
Cellnex Telecom SA
Cellnex Telecom SA
EUR
XXXX
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries, Inc.
62957HAL9
3072000.00000000
PA
USD
2259148.80000000
0.543543542196
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
1.75000000
N
N
N
N
Y
Nabors Industries Ltd
Nabors Industries Ltd
USD
XXXX
N
N
N
ILLUMINATE BUYER/HLDG
N/A
Illuminate Buyer LLC / Illuminate Holdings IV, Inc.
45232TAA9
2272000.00000000
PA
USD
2226918.29000000
0.535788990759
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
9.00000000
N
N
N
N
N
N
LAND O LAKES CAP TRST I
N/A
Land O'Lakes Capital Trust I
514665AA6
3057000.00000000
PA
USD
3008485.41000000
0.723831390122
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
7.45000000
N
N
N
N
N
N
ALTERRA MOUNTAIN COMPANY
549300C5O4FSVNUEI843
Alterra Mountain Co.
46124CAN7
2728399.77000000
PA
USD
2738631.27000000
0.658905398911
Long
LON
CORP
US
N
2
2028-08-17
Floating
8.57700000
N
N
N
N
N
N
WINNEBAGO INDUSTRIES
549300B7OYKYJLTE3G11
Winnebago Industries, Inc.
974637AE0
400000.00000000
PA
USD
394100.00000000
0.094819123901
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.25000000
N
N
N
N
N
Winnebago Industries Inc
Winnebago Industries Inc
USD
XXXX
N
N
N
NEXSTAR MEDIA INC
5493006PK6I4I2OOT688
Nexstar Media, Inc.
65336YAN3
2450000.00000000
PA
USD
2177065.59000000
0.523794600152
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.75000000
N
N
N
N
N
N
NCR ATLEOS LLC
N/A
NCR Atleos Corp.
638962AA8
2306000.00000000
PA
USD
2453127.41000000
0.590214138125
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
9.50000000
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
501797AL8
2336000.00000000
PA
USD
2322921.90000000
0.558887133849
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.87500000
N
N
N
N
N
N
KAKAO CORP
988400FTKUBQXKVZP434
Kakao Corp.
ZB6511206
700000.00000000
PA
USD
724570.00000000
0.174329085525
Long
DBT
CORP
KR
N
2
2029-04-29
Fixed
2.62500000
N
N
N
N
N
Kakao Corp
Kakao Corp
USD
XXXX
N
N
N
GOLDMAN SACHS FIN C INTL
549300KQWCT26VXWW684
Goldman Sachs Finance Corporation International Ltd.
ZD4389940
700000.00000000
PA
USD
758870.00000000
0.182581549239
Long
DBT
CORP
JE
N
2
2027-03-15
None
0.00000000
N
N
N
N
N
Tencent Holdings Ltd
Tencent Holdings Ltd
USD
XXXX
N
N
N
BRIDGEBIO PHARMA INC
54930028YG89VTY2J114
Bridgebio Pharma, Inc.
10806XAB8
1568000.00000000
PA
USD
1559532.80000000
0.375218304470
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
2.50000000
N
N
N
N
Y
Bridgebio Pharma Inc
Bridgebio Pharma Inc
USD
XXXX
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625H100
15000.00000000
NS
USD
2876100.00000000
0.691979909296
Long
EC
CORP
US
N
1
N
N
N
PRIMO WATER HOLDINGS INC
9845008F9A5F2E1D4832
Primo Water Holdings, Inc.
74168LAA4
2047000.00000000
PA
USD
1870497.83000000
0.450035436438
Long
DBT
CORP
US
N
2
2029-04-30
Fixed
4.37500000
N
N
N
N
N
N
HALOZYME THERAPEUTICS IN
529900242I3SV9AGM753
Halozyme Therapeutics, Inc.
40637HAF6
2219000.00000000
PA
USD
2092517.00000000
0.503452496039
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
1.00000000
N
N
N
N
N
Halozyme Therapeutics Inc
Halozyme Therapeutics Inc
USD
XXXX
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
249770.00000000
NC
-4694.87000000
-0.00112956980
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
272257.54000000
USD
249770.00000000
EUR
2024-06-13
-4694.87000000
N
N
N
AFFIRM HOLDINGS INC
N/A
Affirm Holdings, Inc.
00827BAB2
2478000.00000000
PA
USD
2063678.40000000
0.496514026650
Long
DBT
CORP
US
N
2
2026-11-15
None
0.00000000
N
N
N
N
Y
Affirm Holdings Inc
Affirm Holdings Inc
USD
XXXX
N
N
N
TRINET GROUP INC
5299003FJVBETSFKE990
TriNet Group, Inc.
896288AA5
3077000.00000000
PA
USD
2700664.75000000
0.649770782915
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
BNP Paribas SA/New York NY
N/A
1200000.00000000
PA
1639463.32000000
0.394449316598
Long
DBT
CORP
FR
N
2
2025-05-13
None
0.00000000
N
N
N
N
N
BNP Paribas SA
BNP Paribas SA
EUR
XXXX
N
N
N
ADAPTHEALTH LLC
N/A
AdaptHealth LLC
00653VAE1
2090000.00000000
PA
USD
1775060.62000000
0.427073567269
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.12500000
N
N
N
N
N
N
SPIE SA
N/A
SPIE S.A.
N/A
1600000.00000000
PA
1970541.32000000
0.474105560960
Long
DBT
CORP
FR
N
2
2028-01-17
Fixed
2.00000000
N
N
N
N
N
SPIE SA
SPIE SA
EUR
XXXX
N
N
N
RH
5493008MTS3OGGMHGK69
RH
74967X103
5000.00000000
NS
USD
1235250.00000000
0.297196962191
Long
EC
CORP
US
N
1
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries, Inc.
62957HAJ4
2027000.00000000
PA
USD
2013238.51000000
0.484378360119
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.37500000
N
N
N
N
N
N
720 East CLO Ltd.
N/A
720 East CLO Ltd.
81785EAJ9
4000000.00000000
PA
USD
4009424.00000000
0.964653821442
Long
ABS-O
CORP
KY
N
2
2036-04-15
Floating
11.17900000
N
N
N
N
N
N
INSMED INC
529900Q55QAG41CCAC11
Insmed, Inc.
457669AB5
1332000.00000000
PA
USD
1361198.53000000
0.327499751511
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.75000000
N
N
N
N
Y
Insmed Inc
Insmed Inc
USD
XXXX
N
N
N
IMMUNOCORE HOLDINGS
213800IUE3DFS84BVN18
Immunocore Holdings plc
45258DAA3
597000.00000000
PA
USD
591180.28000000
0.142235971117
Long
DBT
CORP
GB
N
2
2030-02-01
Fixed
2.50000000
N
N
N
N
N
Immunocore Holdings PLC
Immunocore Holdings PLC
USD
XXXX
N
N
N
DIRECTV FIN LLC/COINC
N/A
Directv Financing LLC / Directv Financing Company-Obligor, Inc.
25461LAA0
3100000.00000000
PA
USD
2892323.87000000
0.695883317415
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
RAKUTEN GROUP INC
529900IMXUCQKUL1H943
Rakuten Group, Inc.
75102WAG3
3667000.00000000
PA
USD
3820940.48000000
0.919305325536
Long
DBT
CORP
JP
N
2
2027-02-15
Fixed
11.25000000
N
N
N
N
N
N
BRIGHTSPRING HEALTH SERV
N/A
BrightSpring Health Services, Inc.
10950A205
16037.00000000
NS
USD
693279.51000000
0.166800699713
Long
EP
CORP
US
N
2
N
N
N
Ibiden Co. Ltd.
N/A
Ibiden Co. Ltd.
N/A
100000000.00000000
PA
667238.59000000
0.160535342646
Long
DBT
CORP
JP
N
2
2031-03-14
None
0.00000000
N
N
N
N
N
Ibiden Co Ltd
Ibiden Co Ltd
JPY
XXXX
N
N
N
JPMorgan Chase Financial Co LLC
N/A
JPMorgan Chase Financial Co LLC
N/A
800000.00000000
PA
967039.65000000
0.232666461281
Long
DBT
CORP
US
N
2
2025-04-29
None
0.00000000
N
N
N
N
N
Deutsche Telekom AG
Deutsche Telekom AG
EUR
XXXX
N
N
N
PEDIATRIX MEDICAL GROUP
N/A
Pediatrix Medical Group, Inc.
58502BAE6
2613000.00000000
PA
USD
2288974.94000000
0.550719610361
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.37500000
N
N
N
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR Voyix Corp.
62886EBA5
1627000.00000000
PA
USD
1496722.53000000
0.360106366451
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAD1
2917000.00000000
PA
USD
2574303.84000000
0.619368776365
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
4.37500000
N
N
N
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp.
958102AQ8
2052000.00000000
PA
USD
1734912.03000000
0.417413952628
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
2.85000000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix, Inc.
ZK0252450
1400000.00000000
PA
USD
2200800.00000000
0.529505018733
Long
DBT
CORP
KR
N
2
2030-04-11
Fixed
1.75000000
N
N
N
N
N
SK Hynix Inc
SK Hynix Inc
USD
XXXX
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBK6
984000.00000000
PA
USD
1181784.00000000
0.284333223854
Long
DBT
CORP
KY
N
2
2028-06-01
Fixed
3.50000000
N
N
N
N
N
Seagate Technology Holdings PLC
Seagate Technology Holdings PLC
USD
XXXX
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co.
163851AH1
1503000.00000000
PA
USD
1292784.26000000
0.311039510091
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
1666524.00000000
NC
-26675.68000000
-0.00641807817
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
1811916.55000000
USD
1666524.00000000
EUR
2024-06-13
-26675.68000000
N
N
N
ROHM COMPANY LTD
5493009V2FGDEP7JFE59
Rohm Company Ltd.
ZB3092036
110000000.00000000
PA
715981.27000000
0.172262666205
Long
DBT
CORP
JP
N
2
2031-04-24
None
0.00000000
N
N
N
N
Y
Rohm Co Ltd
Rohm Co Ltd
JPY
XXXX
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG, Inc.
92332YAB7
2936000.00000000
PA
USD
3015277.87000000
0.725465632969
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
8.37500000
N
N
N
N
N
N
SCRIPPS ESCROW II INC
N/A
Scripps Escrow II, Inc.
81105DAA3
1504000.00000000
PA
USD
1112626.11000000
0.267694069983
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.87500000
N
N
N
N
N
N
ADVANCED ENERGY IND
549300756XI3QLFT2U27
Advanced Energy Industries, Inc.
007973AD2
2253000.00000000
PA
USD
2237848.59000000
0.538418783883
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
2.50000000
N
N
N
N
Y
Advanced Energy Industries Inc
Advanced Energy Industries Inc
USD
XXXX
N
N
N
AMN HEALTHCARE INC
549300H27NUKBFFQEE84
AMN Healthcare, Inc.
00175PAB9
2005000.00000000
PA
USD
1885563.95000000
0.453660293832
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.62500000
N
N
N
N
N
N
PRA GROUP INC
549300Q5HW3JSSB86K27
PRA Group, Inc.
69354NAD8
2842000.00000000
PA
USD
2353611.96000000
0.566271058238
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
SNAP INC
549300JNC0L6VP8A2Q35
Snap, Inc.
83304AAB2
2045000.00000000
PA
USD
2129356.25000000
0.512315894695
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.75000000
N
N
N
N
Y
Snap Inc
Snap Inc
USD
XXXX
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDR8
2985000.00000000
PA
USD
2712982.32000000
0.652734348498
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.37500000
N
N
N
N
N
N
FLUOR CORP
CQ7WZ4NOFWT7FAE6Q943
Fluor Corp.
343412AH5
1548000.00000000
PA
USD
1689255.00000000
0.406429025999
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
1.12500000
N
N
N
N
N
Fluor Corp
Fluor Corp
USD
XXXX
N
N
N
NEWS CORP
549300ITS31QK8VRBQ14
News Corp.
65249BAB5
3242000.00000000
PA
USD
2974304.82000000
0.715607656048
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
5.12500000
N
N
N
N
N
N
AMADEUS IT GROUP SA
9598004A3FTY3TEHHN09
Amadeus IT Group S.A.
BH5506184
1700000.00000000
PA
2107625.36000000
0.507087516234
Long
DBT
CORP
ES
N
2
2025-04-09
Fixed
1.50000000
N
N
N
N
N
Amadeus IT Group SA
Amadeus IT Group SA
EUR
XXXX
N
N
N
DATADOG INC
549300F6JNO0KRPO1K63
Datadog, Inc.
23804LAB9
1546000.00000000
PA
USD
2211553.00000000
0.532092154077
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
LANTHEUS HOLDINGS INC
5299005HUB5IOJGO7S39
Lantheus Holdings, Inc.
516544AA1
2420000.00000000
PA
USD
2737747.48000000
0.658692762033
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
2.62500000
N
N
N
N
Y
Lantheus Holdings Inc
Lantheus Holdings Inc
USD
XXXX
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I Limited Partnership / Hilcorp Finance Co.
431318AZ7
2535000.00000000
PA
USD
2444727.64000000
0.588193181941
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.25000000
N
N
N
N
N
N
Katayma CLO Ltd
254900I6JJYMZNFX8987
Katayma CLO I Ltd.
48585JAJ9
2000000.00000000
PA
USD
2024986.00000000
0.487204766387
Long
ABS-O
CORP
JE
N
2
2036-10-20
Floating
10.57500000
N
N
N
N
N
N
JFE Holdings
N/A
JFE Holdings
N/A
150000000.00000000
PA
1014679.25000000
0.244128387531
Long
DBT
CORP
JP
N
2
2028-09-28
None
0.00000000
N
N
N
N
N
JFE Holdings Inc
JFE Holdings Inc
JPY
XXXX
N
N
N
CYBERARK SOFTWARE LTD
529900YEXNDM894PWS93
CyberArk Software Ltd.
23248VAB1
883000.00000000
PA
USD
1358054.00000000
0.326743188254
Long
DBT
CORP
IL
N
2
2024-11-15
None
0.00000000
N
N
N
N
Y
CyberArk Software Ltd
CyberArk Software Ltd
USD
XXXX
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978V103
40000.00000000
NS
USD
6369600.00000000
1.532504165450
Long
EC
CORP
US
N
1
N
N
N
PARKLAND CORP
549300UY5C6HUV0XLS53
Parkland Corp.
70137WAL2
2512000.00000000
PA
USD
2272541.09000000
0.546765681766
Long
DBT
CORP
CA
N
2
2030-05-01
Fixed
4.62500000
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112103
20000.00000000
NS
USD
2259200.00000000
0.543555860742
Long
EC
CORP
US
N
1
N
N
N
EDGEWELL PERSONAL CARE
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co.
28035QAB8
3264000.00000000
PA
USD
2956647.07000000
0.711359261263
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.12500000
N
N
N
N
N
N
Rheinmetall AG
N/A
Rheinmetall AG
N/A
600000.00000000
PA
1119257.54000000
0.269289569558
Long
DBT
CORP
DE
N
2
2030-02-07
Variable
2.25000000
N
N
N
N
N
Rheinmetall AG
Rheinmetall AG
EUR
XXXX
N
N
N
VAREX IMAGING CORPORATIO
549300CWYWPVCT8E9W67
Varex Imaging Corp.
92214XAC0
2094000.00000000
PA
USD
2133750.40000000
0.513373112288
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.87500000
N
N
N
N
N
N
RAND PARENT LLC
N/A
Rand Parent LLC
753272AA1
2350000.00000000
PA
USD
2340968.95000000
0.563229192895
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
8.50000000
N
N
N
N
N
N
ENPHASE ENERGY INC
5493008U7KIGMI59Z314
Enphase Energy, Inc.
29355AAF4
610000.00000000
PA
USD
884380.21000000
0.212778880254
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.25000000
N
N
N
N
Y
Enphase Energy Inc
Enphase Energy Inc
USD
XXXX
N
N
N
TETRA TECH INC
549300UJ1LP7JGJC5P32
Tetra Tech, Inc.
88162GAA1
1435000.00000000
PA
USD
1627361.75000000
0.391537719883
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
2.25000000
N
N
N
N
Y
Tetra Tech Inc
Tetra Tech Inc
USD
XXXX
N
N
N
BRIGHTLINE EAST LLC
N/A
Brightline East LLC
093536AA8
1485000.00000000
PA
USD
1471980.71000000
0.354153568440
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
11.00000000
N
N
N
N
N
N
VIASAT INC
UFC8NYMNFSYIHNSM2I38
Viasat, Inc.
92552VAL4
1513000.00000000
PA
USD
1386133.13000000
0.333498931737
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.62500000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAC5
2527000.00000000
PA
USD
2413669.10000000
0.580720602513
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.87500000
N
N
N
N
N
N
Barrow Hanley CLO I Ltd
N/A
Barrow Hanley CLO I Ltd.
068751AJ5
3000000.00000000
PA
USD
3030303.00000000
0.729080628309
Long
ABS-O
CORP
KY
N
2
2035-04-20
Floating
11.48500000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co.
254687106
20000.00000000
NS
USD
2222000.00000000
0.534605666859
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
30000.00000000
NS
USD
4879200.00000000
1.173918978282
Long
EC
CORP
US
N
1
N
N
N
VICTORIA'S SECRET & CO
5493006T3O70U3UWVF17
Victoria's Secret & Co.
926400AA0
2169000.00000000
PA
USD
1706651.19000000
0.410614490336
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.62500000
N
N
N
N
N
N
LIBERTY MEDIA CORP
549300ZKUTPIBZLWLL89
Liberty Media Corp.
531229AP7
2618000.00000000
PA
USD
2824822.00000000
0.679642596341
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.75000000
N
N
N
N
Y
Liberty Media Corp-Liberty SiriusXM
Liberty Media Corp-Liberty SiriusXM
USD
XXXX
N
N
N
EVERGREEN ACQCO/TVI INC
N/A
Evergreen Acqco 1 Limited Partnership / TVI, Inc.
30015DAA9
2313000.00000000
PA
USD
2464702.73000000
0.592999120874
Long
DBT
CORP
US
N
2
2028-04-26
Fixed
9.75000000
N
N
N
N
N
N
ENPHASE ENERGY INC
5493008U7KIGMI59Z314
Enphase Energy, Inc.
29355AAK3
1470000.00000000
PA
USD
1221516.37000000
0.293892697373
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
JAZZ INVESTMENTS I LTD
N/A
Jazz Investments I Ltd.
472145AF8
1678000.00000000
PA
USD
1621367.50000000
0.390095523655
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
MINERAL RESOURCES LTD
5299007V1ACKFFX2P066
Mineral Resources Ltd.
603051AE3
2558000.00000000
PA
USD
2685974.18000000
0.646236281578
Long
DBT
CORP
AU
N
2
2028-10-01
Fixed
9.25000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corporation Ltd.
62886HBD2
697000.00000000
PA
USD
640595.28000000
0.154125052588
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
1.12500000
N
N
N
N
Y
Norwegian Cruise Line Holdings Ltd
Norwegian Cruise Line Holdings Ltd
USD
XXXX
N
N
N
INSULET CORPORATION
549300TZTYD2PYN92D43
Insulet Corp.
45784PAK7
3176000.00000000
PA
USD
3274776.46000000
0.787900113958
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
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BQ4
1666000.00000000
PA
USD
1529496.29000000
0.367991621996
Long
DBT
CORP
PA
N
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings, Inc.
18972EAB1
2199000.00000000
PA
USD
2128142.72000000
0.512023923491
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
8.75000000
N
N
N
N
N
N
CYTOKINETICS INC
549300BE5DY1HW7IHA64
Cytokinetics, Inc.
23282WAC4
1533000.00000000
PA
USD
2192898.76000000
0.527604007176
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
3.50000000
N
N
N
N
N
Cytokinetics Inc
Cytokinetics Inc
USD
XXXX
N
N
N
Sarepta Therapeutics Inc
549300IKDPIED8J8IG21
Sarepta Therapeutics, Inc.
803607100
25000.00000000
NS
USD
3166500.00000000
0.761849164766
Long
EC
CORP
US
N
1
N
N
N
VEOLIA ENVIRONNEMENT SA
969500LENY69X51OOT31
Veolia Environnement S.A.
ZR4789767
58552.00000000
PA
1957268.78000000
0.470912232833
Long
DBT
CORP
FR
N
2
2025-01-01
None
0.00000000
N
N
N
N
N
Veolia Environnement SA
Veolia Environnement SA
EUR
XXXX
N
N
N
DYE & DURHAM LIMITED
N/A
Dye & Durham Ltd.
267486AA6
1997000.00000000
PA
USD
2018215.71000000
0.485575857566
Long
DBT
CORP
CA
N
2
2029-04-15
Fixed
8.62500000
N
N
N
N
N
N
BMFXBR
N/A
Safran S.A.
N/A
6060.00000000
PA
1389677.01000000
0.334351577250
Long
DBT
CORP
FR
N
2
2028-04-01
None
0.00000000
N
N
N
N
N
Safran SA
Safran SA
EUR
XXXX
N
N
N
ROCKET LAB USA
254900B4DEYFZJ980A14
Rocket Lab USA, Inc.
773122AA4
922000.00000000
PA
USD
904136.26000000
0.217532118906
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.25000000
N
N
N
N
N
Rocket Lab USA Inc
Rocket Lab USA Inc
USD
XXXX
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAN1
2065000.00000000
PA
USD
1957099.85000000
0.470871588848
Long
DBT
CORP
KY
N
2
2034-12-01
Fixed
5.75000000
N
N
N
N
N
N
EVERI HOLDINGS INC
5299006DK5S7BG10K532
Everi Holdings, Inc.
30034TAA1
1286000.00000000
PA
USD
1263542.07000000
0.304003938315
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
IRHYTHM TECHNOLOGIES INC
549300FJI72RJGDQS384
iRhythm Technologies, Inc.
450056AA4
2766000.00000000
PA
USD
2813022.00000000
0.676803556346
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
1.50000000
N
N
N
N
Y
iRhythm Technologies Inc
iRhythm Technologies Inc
USD
XXXX
N
N
N
STMICROELECTRONICS NV
213800Z8NOHIKRI42W10
STMicroelectronics N.V.
BK6867067
1800000.00000000
PA
USD
1937762.06000000
0.466218982134
Long
DBT
CORP
NL
N
2
2027-08-04
None
0.00000000
N
N
N
N
Y
STMicroelectronics NV
STMicroelectronics NV
USD
XXXX
N
N
N
VIAVI SOLUTIONS INC
5493006K3E3N1QOBF092
Viavi Solutions, Inc.
925550AG0
946000.00000000
PA
USD
886283.75000000
0.213236865524
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.62500000
N
N
N
N
Y
Viavi Solutions Inc
Viavi Solutions Inc
USD
XXXX
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp.
12653CAK4
2411000.00000000
PA
USD
2440877.11000000
0.587266757477
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.37500000
N
N
N
N
N
N
CABLEVISION LIGHTPATH
5493002ZVBLRLGES1R71
Cablevision Lightpath LLC
12687GAB5
1914000.00000000
PA
USD
1547295.59000000
0.372274073231
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
5.62500000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank plc
BT5210856
1600000.00000000
PA
1771305.53000000
0.426170105345
Long
DBT
CORP
GB
N
2
2025-01-24
None
0.00000000
N
N
N
N
N
Mercedes-Benz Group AG
Mercedes-Benz Group AG
EUR
XXXX
N
N
N
BORR DRILLING LTD
213800J2JPCTXLHQ5R78
Borr Drilling Ltd.
100015AA4
800000.00000000
PA
USD
860960.00000000
0.207144057128
Long
DBT
CORP
BM
N
2
2028-02-08
Fixed
5.00000000
N
N
N
N
N
Borr Drilling Ltd
Borr Drilling Ltd
USD
XXXX
N
N
N
ZSCALER INC.
529900MZ0RTK1BWRNF46
Zscaler, Inc.
98980GAB8
2538000.00000000
PA
USD
3225798.00000000
0.776116062531
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
ORGANON & CO/ORG
549300SH15FO4Y2G3V63
Organon & Company / Organon Foreign Debt Co-Issuer BV
68622TAB7
2565000.00000000
PA
USD
2219595.56000000
0.534027166747
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.12500000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One, Inc.
12685JAC9
2141000.00000000
PA
USD
1637469.56000000
0.393969624701
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.00000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300VCB8LYR1RGV869
Dryden 49 Senior Loan Fund
26244QAU7
4000000.00000000
PA
USD
3976708.00000000
0.956782462757
Long
ABS-O
CORP
KY
N
2
2030-07-18
Floating
8.98900000
N
N
N
N
N
N
BENTLEY SYSTEMS INC
549300WVEHPGE0Z56F71
Bentley Systems, Inc.
08265TAB5
2001000.00000000
PA
USD
2033016.00000000
0.489136757163
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
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505682
6425.00000000
NS
USD
7388750.00000000
1.777708200275
Long
EP
CORP
US
N
1
N
N
N
HARVEST MIDSTREAM I LP
549300DW5M17KJOXCY66
Harvest Midstream I, LP
417558AA1
2162000.00000000
PA
USD
2169897.79000000
0.522070051773
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
7.50000000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
386400.00000000
NC
-7360.07000000
-0.00177080788
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
421285.74000000
USD
386400.00000000
EUR
2024-06-13
-7360.07000000
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
50000.00000000
NS
USD
1972000.00000000
0.474456514422
Long
EC
CORP
US
N
1
N
N
N
KOHL'S CORPORATION
549300JF6LPRTRJ0FH50
Kohl's Corp.
500255AX2
991000.00000000
PA
USD
818853.16000000
0.197013294177
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
4.62500000
N
N
N
N
N
N
HUBSPOT INC
529900BLNVEW0MVKJB37
HubSpot, Inc.
443573AD2
285000.00000000
PA
USD
615315.00000000
0.148042702927
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.37500000
N
N
N
N
Y
HubSpot Inc
HubSpot Inc
USD
XXXX
N
N
N
MICROSTRATEGY INC
549300WQTWEJUEHXQX21
MicroStrategy, Inc.
594972AE1
2623000.00000000
PA
USD
2673451.83000000
0.643223446622
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
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671D857
30000.00000000
NS
USD
1498200.00000000
0.360461840724
Long
EC
CORP
US
N
1
N
N
N
SGL CARBON SE
52990038IB31TYK07X63
SGL Carbon SE
BZ0459447
1000000.00000000
PA
1137227.79000000
0.273613150785
Long
DBT
CORP
DE
N
2
2027-09-21
Fixed
5.75000000
N
N
N
N
N
SGL Carbon SE
SGL Carbon SE
EUR
XXXX
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
1715099.00000000
NC
7778.35000000
0.001871444639
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
1829497.82000000
USD
1715099.00000000
EUR
2024-06-13
7778.35000000
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-430258.00000000
NC
6257.58000000
0.001505552533
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
430258.00000000
EUR
467165.53000000
USD
2024-06-13
6257.58000000
N
N
N
Duerr AG
N/A
Duerr AG
N/A
1200000.00000000
PA
1254546.23000000
0.301839569710
Long
DBT
CORP
DE
N
2
2026-01-15
Fixed
0.75000000
N
N
N
N
N
Duerr AG
Duerr AG
EUR
XXXX
N
N
N
AKAMAI TECHNOLOGIES INC
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc.
00971TAL5
2548000.00000000
PA
USD
2597686.00000000
0.624994444789
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.37500000
N
N
N
N
Y
Akamai Technologies Inc
Akamai Technologies Inc
USD
XXXX
N
N
N
SCHNEIDER ELECTRIC SE
969500A1YF1XUYYXS284
Schneider Electric SE
ZG2586276
800000.00000000
PA
1008820.31000000
0.242718746430
Long
DBT
CORP
FR
N
2
2030-11-27
Fixed
1.97000000
N
N
N
N
N
Schneider Electric SE
Schneider Electric SE
EUR
XXXX
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver JPY
N/A
-115920000.00000000
NC
11330.79000000
0.002726149659
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
115920000.00000000
JPY
753050.01000000
USD
2024-06-13
11330.79000000
N
N
N
KEDRION SPA
81560047FA58E1BEDF67
Kedrion SpA
49272YAB9
2638000.00000000
PA
USD
2386071.00000000
0.574080593217
Long
DBT
CORP
IT
N
2
2029-09-01
Fixed
6.50000000
N
N
N
N
N
N
CSG SYSTEMS INTERNATIONA
549300D7FJZUOHHXUA81
CSG Systems International, Inc.
126349AG4
616000.00000000
PA
USD
585973.38000000
0.140983208630
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.87500000
N
N
N
N
Y
CSG Systems International Inc
CSG Systems International Inc
USD
XXXX
N
N
N
MIRUM PHARMACEUTICALS
254900YZKR40F7F27K81
Mirum Pharmaceuticals, Inc.
604749AA9
1630000.00000000
PA
USD
1841248.00000000
0.442998026505
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.00000000
N
N
N
N
Y
Mirum Pharmaceuticals Inc
Mirum Pharmaceuticals Inc
USD
XXXX
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings S.A.
45824TBC8
2622000.00000000
PA
USD
2507750.81000000
0.603356342978
Long
DBT
CORP
LU
N
2
2030-03-15
Fixed
6.50000000
N
N
N
N
N
N
MOBIUS MERGER SUB
N/A
Mobius Merger Sub, Inc.
606950AA1
2381000.00000000
PA
USD
2351812.80000000
0.565838186441
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
9.00000000
N
N
N
N
N
N
ANA HOLDINGS INC
N/A
ANA Holdings, Inc.
N/A
180000000.00000000
PA
1275378.90000000
0.306851839484
Long
DBT
CORP
JP
N
2
2031-12-10
None
0.00000000
N
N
N
N
N
ANA Holdings Inc
ANA Holdings Inc
JPY
XXXX
N
N
N
SCHNEIDER ELECTRIC SE
969500A1YF1XUYYXS284
Schneider Electric SE
BM6028963
3335.00000000
PA
786038.81000000
0.189118272816
Long
DBT
CORP
FR
N
2
2026-06-15
None
0.00000000
N
N
N
N
N
Schneider Electric SE
Schneider Electric SE
EUR
XXXX
N
N
N
Empower CLO Ltd.
N/A
Empower CLO Ltd.
29247BAL1
1500000.00000000
PA
USD
1539925.50000000
0.370500854564
Long
ABS-O
CORP
KY
N
2
2036-07-15
Floating
10.72900000
N
N
N
N
N
N
CATHAY PACIFIC FIN III
549300K30Y0MI5T0HV31
Cathay Pacific Finance III Ltd.
BN7879487
14000000.00000000
PA
1952002.25000000
0.469645123570
Long
DBT
CORP
KY
N
2
2026-02-05
Fixed
2.75000000
N
N
N
N
N
Cathay Pacific Airways Ltd
Cathay Pacific Airways Ltd
HKD
XXXX
N
N
N
Enphase Energy Inc
5493008U7KIGMI59Z314
Enphase Energy, Inc.
29355A107
20000.00000000
NS
USD
2175200.00000000
0.523345745523
Long
EC
CORP
US
N
1
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467AS8
1920000.00000000
PA
USD
1827123.48000000
0.439599714878
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.37500000
N
N
N
N
N
N
ENOVIS CORP
635400OP2DYYYMOIYL17
Enovis Corp.
194014AA4
1733000.00000000
PA
USD
2053605.00000000
0.494090400761
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
3.87500000
N
N
N
N
Y
Enovis Corp
Enovis Corp
USD
XXXX
N
N
N
PIRELLI & C SPA
815600A0C9AFC1F2A709
Pirelli & C SpA
BN0747038
1300000.00000000
PA
1496063.27000000
0.359947750730
Long
DBT
CORP
IT
N
2
2025-12-22
None
0.00000000
N
N
N
N
N
Pirelli & C SpA
Pirelli & C SpA
EUR
XXXX
N
N
N
PALO ALTO NETWORKS
549300QXR2YVZV231H43
Palo Alto Networks, Inc.
697435AF2
628000.00000000
PA
USD
1838470.00000000
0.442329649123
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
LSF9 ATL HLDG/VICTRA FIN
N/A
LSF9 Atlantis Holdings LLC / Victra Finance Corp.
50220MAA8
2014000.00000000
PA
USD
1980543.43000000
0.476512034716
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.75000000
N
N
N
N
N
N
Block Inc
549300OHIIUWSTIZME52
Block, Inc.
852234103
22000.00000000
NS
USD
1606000.00000000
0.386398155255
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp
N/A
Chevron Corp.
166764100
18000.00000000
NS
USD
2902860.00000000
0.698418274572
Long
EC
CORP
US
N
1
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corporation Ltd.
62886HAX9
2152000.00000000
PA
USD
2651264.00000000
0.637885129946
Long
DBT
CORP
BM
N
2
2025-08-01
Fixed
5.37500000
N
N
N
N
N
Norwegian Cruise Line Holdings Ltd
Norwegian Cruise Line Holdings Ltd
USD
XXXX
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
Schlumberger N.V.
806857108
45000.00000000
NS
USD
2136600.00000000
0.514058716387
Long
EC
CORP
US
N
1
N
N
N
SEAWORLD PARKS & ENTERTA
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment, Inc.
81282UAG7
2687000.00000000
PA
USD
2494335.33000000
0.600128623972
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.25000000
N
N
N
N
N
N
LYFT INC
549300H7I5VN334XVZ52
Lyft, Inc.
55087PAC8
2541000.00000000
PA
USD
2623941.11000000
0.631311335244
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.62500000
N
N
N
N
Y
Lyft Inc
Lyft Inc
USD
XXXX
N
N
N
MODIVCARE ESCROW ISSUER
N/A
ModivCare Escrow Issuer, Inc.
60783XAA2
1461000.00000000
PA
USD
1017391.53000000
0.244780952904
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
FERROTEC CORP
3538005N4KWZD4R07U97
Ferrotec Holdings Corp.
ZK9152453
150000000.00000000
PA
1046849.68000000
0.251868483923
Long
DBT
CORP
JP
N
2
2028-06-23
None
0.00000000
N
N
N
N
N
Ferrotec Holdings Corp
Ferrotec Holdings Corp
JPY
XXXX
N
N
N
WOLFSPEED INC
549300OGU88P3AW3TO93
Wolfspeed, Inc.
225447AD3
791000.00000000
PA
USD
736816.50000000
0.177275551906
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
1.75000000
N
N
N
N
Y
Wolfspeed Inc
Wolfspeed Inc
USD
XXXX
N
N
N
ATI INC
ZW1LRE7C3H17O2ZN9B45
ATI, Inc.
01741RAK8
232000.00000000
PA
USD
896332.00000000
0.215654440408
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.50000000
N
N
N
N
Y
Allegheny Technologies Inc
Allegheny Technologies Inc
USD
XXXX
N
N
N
CONSENSUS CLOUD SOLUTION
N/A
Consensus Cloud Solutions, Inc.
20848VAB1
2500000.00000000
PA
USD
2191496.50000000
0.527266628174
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.50000000
N
N
N
N
N
N
ASGN INCORPORATED
LZBNYYCBUKY537072438
ASGN, Inc.
00191UAA0
2683000.00000000
PA
USD
2506026.37000000
0.602941448560
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.62500000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAN9
3127000.00000000
PA
USD
3165193.18000000
0.761534748305
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.12500000
N
N
N
N
N
N
Morgan Stanley Institutional Liquidity Government Portfolio - Institutional Class
N/A
Morgan Stanley Institutional Liquidity Government Portfolio - Institutional Class
N/A
24385465.83000000
NS
USD
24385465.83000000
5.867060405822
Long
STIV
RF
US
N
1
N
N
N
VIASAT INC
UFC8NYMNFSYIHNSM2I38
Viasat, Inc.
92552VAR1
1754000.00000000
PA
USD
1241003.24000000
0.298581172230
Long
DBT
CORP
US
N
2
2031-05-30
Fixed
7.50000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc.
37940XAT9
3879000.00000000
PA
USD
3875121.00000000
0.932340974963
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
1.50000000
N
N
N
N
Y
Global Payments Inc
Global Payments Inc
USD
XXXX
N
N
N
ENDO FINANCE HOLDINGS
N/A
Endo Finance Holdings, Inc.
29281RAA7
2117000.00000000
PA
USD
2153579.64000000
0.518143960206
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
8.50000000
N
N
N
N
N
N
LANTHEUS HOLDINGS INC
5299005HUB5IOJGO7S39
Lantheus Holdings, Inc.
516544AB9
923000.00000000
PA
USD
1044190.46000000
0.251228684607
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
2.62500000
N
N
N
N
Y
Lantheus Holdings Inc
Lantheus Holdings Inc
USD
XXXX
N
N
N
LENOVO
N/A
Lenovo
N/A
1631000.00000000
PA
USD
1960054.25000000
0.471582407472
Long
DBT
CORP
HK
N
2
2029-08-26
Fixed
2.50000000
N
N
N
N
N
Lenovo Group Ltd
Lenovo Group Ltd
USD
XXXX
N
N
N
EVOLENT HEALTH INC
549300CZOCFHQ2BBTR11
Evolent Health, Inc.
30050BAG6
1087000.00000000
PA
USD
1136748.22000000
0.273497767869
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.50000000
N
N
N
N
N
Evolent Health Inc
Evolent Health Inc
USD
XXXX
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas Limited Partnership / Ferrellgas Finance Corp.
315289AC2
2245000.00000000
PA
USD
2129386.32000000
0.512323129435
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
VERMILION ENERGY INC
WT03B8BB1IX8WI9ZGV02
Vermilion Energy, Inc.
923725AD7
1957000.00000000
PA
USD
1906526.62000000
0.458703841166
Long
DBT
CORP
CA
N
2
2030-05-01
Fixed
6.87500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
3038000.00000000
PA
USD
1932690.90000000
0.464998878230
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
DELIVERY HERO AG
529900C3EX1FZGE48X78
Delivery Hero SE
ZL0636734
1100000.00000000
PA
1057634.40000000
0.254463250992
Long
DBT
CORP
DE
N
2
2030-02-21
Fixed
3.25000000
N
N
N
N
N
Delivery Hero SE
Delivery Hero SE
EUR
XXXX
N
N
N
OZLM Ltd
N/A
OZLM XXIV Ltd.
67113DBJ2
2500000.00000000
PA
USD
2456887.50000000
0.591118803032
Long
ABS-O
CORP
KY
N
2
2032-07-20
Floating
8.98600000
N
N
N
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp.
958102AS4
3655000.00000000
PA
USD
5530015.00000000
1.330502860855
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
3.00000000
N
N
N
N
Y
Western Digital Corp
Western Digital Corp
USD
XXXX
N
N
N
CITIGROUP GLOBAL MARKETS
82VOJDD5PTRDMVVMGV31
Citigroup Global Markets Holdings Incorporated/United States
17331H5G7
2969000.00000000
PA
USD
3132888.80000000
0.753762423997
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
0.25000000
N
N
N
N
N
Halliburton Co
Halliburton Co
USD
XXXX
N
N
N
URBAN ONE INC
549300PLGIGPBRQUP240
Urban One, Inc.
91705JAC9
4592000.00000000
PA
USD
3746864.90000000
0.901482992123
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.37500000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corp.
69331CAK4
3647000.00000000
PA
USD
3657029.25000000
0.879868839299
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.25000000
N
N
N
N
Y
PG&E Corp
PG&E Corp
USD
XXXX
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd.
98313RAJ5
3009000.00000000
PA
USD
3242799.30000000
0.780206517672
Long
DBT
CORP
KY
N
2
2029-03-07
Fixed
4.50000000
N
N
N
N
N
Wynn Macau Ltd
Wynn Macau Ltd
USD
XXXX
N
N
N
MP MATERIALS CORP
89450063PHPS61USMT84
MP Materials Corp.
553368AC5
1708000.00000000
PA
USD
1693994.40000000
0.407569309571
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.00000000
N
N
N
N
N
MP Materials Corp
MP Materials Corp
USD
XXXX
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp.
25470MAG4
1339000.00000000
PA
USD
1353633.93000000
0.325679734397
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
11.75000000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-102960.00000000
NC
861.75000000
0.000207334128
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
102960.00000000
EUR
111156.23000000
USD
2024-06-13
861.75000000
N
N
N
Parallel Ltd
N/A
Parallel Ltd.
69915NAD0
2500000.00000000
PA
USD
2547285.00000000
0.612868135061
Long
ABS-O
CORP
KY
N
2
2036-07-20
Floating
11.49500000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
Staples, Inc.
855030AP7
1540000.00000000
PA
USD
1417308.66000000
0.340999658562
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.75000000
N
N
N
N
N
N
CARNIVAL HLDGS BM LTD
N/A
Carnival Holdings Bermuda Ltd.
14366RAA7
1348000.00000000
PA
USD
1462444.04000000
0.351859077970
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
10.37500000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy Limited Partnership / Genesis Energy Finance Corp.
37185LAM4
2527000.00000000
PA
USD
2559737.29000000
0.615864113819
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
Park Blue CLO Ltd
N/A
Park Blue CLO Ltd.
70019AAJ8
3400000.00000000
PA
USD
3462682.40000000
0.833109646073
Long
ABS-O
CORP
KY
N
2
2036-04-20
Floating
10.72500000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver JPY
N/A
-912808100.00000000
NC
470768.82000000
0.113265382067
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
912808100.00000000
JPY
6311411.61000000
USD
2024-06-13
470768.82000000
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-702330.00000000
NC
6761.88000000
0.001626885403
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
702330.00000000
EUR
759123.21000000
USD
2024-06-13
6761.88000000
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corporation International
817565CF9
2686000.00000000
PA
USD
2279109.68000000
0.548346062251
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.37500000
N
N
N
N
N
N
SHIFT4 PAYMENTS INC
N/A
Shift4 Payments, Inc.
82452JAB5
3373000.00000000
PA
USD
3489031.20000000
0.839449078024
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
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CBY0
1292000.00000000
PA
USD
1284564.34000000
0.309061825207
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.12500000
N
N
N
N
Y
Duke Energy Corp
Duke Energy Corp
USD
XXXX
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver JPY
N/A
-25718000.00000000
NC
11953.45000000
0.002875959544
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
25718000.00000000
JPY
176511.20000000
USD
2024-06-13
11953.45000000
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LifePoint Health, Inc.
53219LAV1
2155000.00000000
PA
USD
2249929.91000000
0.541325508516
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
9.87500000
N
N
N
N
N
N
MCAFEE CORP
2549009UKR8UEZYVCR93
McAfee Corp.
579063AB4
2390000.00000000
PA
USD
2216533.66000000
0.533290483988
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.37500000
N
N
N
N
N
N
NEW FORTRESS ENERGY INC
254900EICTYTCHA5X705
New Fortress Energy, Inc.
644393AB6
2110000.00000000
PA
USD
2022147.41000000
0.486521811256
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
6.50000000
N
N
N
N
N
N
ALBEMARLE CORP
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012653200
69843.00000000
NS
USD
3849047.73000000
0.926067834596
Long
EP
CORP
US
N
2
N
N
N
SCRIPPS ESCROW II INC
N/A
Scripps Escrow II, Inc.
81105DAB1
513000.00000000
PA
USD
303145.65000000
0.072935815649
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.37500000
N
N
N
N
N
N
COPT DEFENSE PROP LP
H0TWO5VRNEP6CQAWPX27
COPT Defense Properties, LP
22003BAQ9
884000.00000000
PA
USD
913614.00000000
0.219812431018
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
5.25000000
N
N
N
N
N
COPT Defense Properties
COPT Defense Properties
USD
XXXX
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver HKD
N/A
-14787308.00000000
NC
2080.22000000
0.000500493879
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
14787308.00000000
HKD
1895354.32000000
USD
2024-06-13
2080.22000000
N
N
N
VENTAS REALTY LP
32SXKSJ72K64GM3HOU64
Ventas Realty, LP
92277GAY3
3151000.00000000
PA
USD
3149424.50000000
0.757740857357
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.75000000
N
N
N
N
Y
Ventas Inc
Ventas Inc
USD
XXXX
N
N
N
Galaxy CLO Ltd
549300XTB6S9P2VMDV60
Galaxy 31 CLO Ltd.
36320HAJ8
3400000.00000000
PA
USD
3442602.00000000
0.828278369911
Long
ABS-O
CORP
KY
N
2
2036-04-15
Floating
10.57900000
N
N
N
N
N
N
HLF FIN SARL LLC/HERBALI
N/A
HLF Financing Sarl LLC / Herbalife International, Inc.
40390DAD7
1747000.00000000
PA
USD
1675385.23000000
0.403092006359
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
12.25000000
N
N
N
N
N
N
2024-05-30
Advent Convertible and Income Fund
Robert White
Robert White
Treasurer and CFO