0001752724-22-069342.txt : 20220323 0001752724-22-069342.hdr.sgml : 20220323 20220323160051 ACCESSION NUMBER: 0001752724-22-069342 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220131 FILED AS OF DATE: 20220323 PERIOD START: 20220131 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Virtus AllianzGI Diversified Income & Convertible Fund CENTRAL INDEX KEY: 0001636289 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23039 FILM NUMBER: 22763166 BUSINESS ADDRESS: STREET 1: 101 MUNSON STREET CITY: GREENFIELD STATE: MA ZIP: 01301 BUSINESS PHONE: (866) 270-7598 MAIL ADDRESS: STREET 1: 101 MUNSON STREET CITY: GREENFIELD STATE: MA ZIP: 01301 FORMER COMPANY: FORMER CONFORMED NAME: Virtus AllianzGI Diversified Income & Convertible DATE OF NAME CHANGE: 20210210 FORMER COMPANY: FORMER CONFORMED NAME: AllianzGI Diversified Income & Convertible Fund DATE OF NAME CHANGE: 20150325 FORMER COMPANY: FORMER CONFORMED NAME: AllianzGI Income & Growth Opportunities Fund DATE OF NAME CHANGE: 20150311 NPORT-P 1 primary_doc.xml NPORT-P false 0001636289 XXXXXXXX Virtus AllianzGI Diversified Income & Convertible Fund 811-23039 0001636289 5493008LTG04SBNLT367 101 MUNSON STREET GREENFIELD 01301-9668 800-254-5197 Virtus AllianzGI Diversified Income & Convertible Fund 5493008LTG04SBNLT367 2022-01-31 2022-01-31 N 395008764.42 112661642.04 282347122.38 0.00000000 0.00000000 25000000.00000000 0.00000000 0.00000000 0.00000000 50000000.00000000 0.00000000 0.00000000 0.00000000 276079.75000000 0.00000000 30000000.00000000 0.00000000 USD N Visa Inc 549300JZ4OKEHW3DPJ59 92826C839 7100.00000000 NS USD 1605807.00000000 0.568735033126 Long EC CORP US N 1 N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 89686QAB2 355000.00000000 PA USD 366147.00000000 0.129679734970 Long DBT CORP NL N 2 2027-08-15 Fixed 8.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599ED3 220000.00000000 PA USD 258172.20000000 0.091437871873 Long DBT CORP US N 2 2030-09-01 Fixed 6.62500000 N N N N N N ENVISTA HOLDINGS CORP 549300BX623VURJZ5269 29415FAB0 1045000.00000000 PA USD 2227809.38000000 0.789032082643 Long DBT CORP US N 2 2025-06-01 Fixed 2.37500000 N N N N Y Envista Holdings Corp USD XXXX N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 3332.00000000 NS USD 1574603.24000000 0.557683473706 Long EC CORP US N 1 N N N GUARDANT HEALTH INC 254900M8C3E5VC8BR186 40131MAB5 1035000.00000000 PA USD 879646.50000000 0.311547889202 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 Intuit Inc VI90HBPH7XSFMB9E4M29 461202103 2970.00000000 NS USD 1649033.10000000 0.584044592379 Long EC CORP US N 1 N N N APOLLO CMMRL REAL EST FI 549300E0AN7M2AQHSY29 03762UAB1 2375000.00000000 PA USD 2379400.35000000 0.842721657633 Long DBT CORP US N 2 2022-08-23 Fixed 4.75000000 N N N N N Apollo Commercial Real Estate USD XXXX N N N SELECT MEDICAL CORP 549300X05KS0JKR8CB50 816196AT6 280000.00000000 PA USD 287789.60000000 0.101927583881 Long DBT CORP US N 2 2026-08-15 Fixed 6.25000000 N N N N N N CCF Holdings LLC N/A 12509J208 1026972.00000000 NS USD 451867.68000000 0.160039768137 Long EC CORP US N 3 N N N CEDAR FAIR/CAN/MAGNUM/MI N/A 150190AB2 465000.00000000 PA USD 470812.50000000 0.166749530163 Long DBT CORP US N 2 2027-04-15 Fixed 5.37500000 N N N N N N Crowdstrike Holdings Inc 549300YBY08K9KM4HX32 22788C105 2880.00000000 NS USD 520243.20000000 0.184256597203 Long EC CORP US N 1 N N N LYFT INC 549300H7I5VN334XVZ52 55087PAB0 1140000.00000000 PA USD 1430507.53000000 0.506648524674 Long DBT CORP US N 2 2025-05-15 Fixed 1.50000000 N N N N Y LYFT INC USD XXXX N N N ENPHASE ENERGY INC 5493008U7KIGMI59Z314 29355AAG2 2050000.00000000 PA USD 1890081.06000000 0.669417504264 Long DBT CORP US N 2 2026-03-01 None 0.00000000 N N N N Y Enphase Energy Inc USD XXXX N N N Cisco Systems Inc/Delaware 549300LKFJ962MZ46593 17275R102 16520.00000000 NS USD 919668.40000000 0.325722604235 Long EC CORP US N 1 N N N SIMMONS FOOD INC/SIMMONS N/A 82873MAA1 300000.00000000 PA USD 287625.00000000 0.101869286846 Long DBT CORP US N 2 2029-03-01 Fixed 4.62500000 N N N N N N BILL.COM HOLDINGS INC 549300IBF9VZZIGOZW63 090043AC4 1495000.00000000 PA USD 1346645.17000000 0.476946660071 Long DBT CORP US N 2 2027-04-01 None 0.00000000 N N N N N Bill.com Holdings Inc USD XXXX N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 09857L108 700.00000000 NS USD 1719291.00000000 0.608928111435 Long EC CORP US N 1 N N N Aon PLC 635400FALWQYX5E6QC64 000000000 3460.00000000 NS USD 956482.40000000 0.338761164603 Long EC CORP US N 1 N N N Devon Energy Corp 54930042348RKR3ZPN35 25179M103 35820.00000000 NS USD 1811417.40000000 0.641556883856 Long EC CORP US N 1 N N N EXPEDIA GROUP INC N/A 30212PBD6 3165000.00000000 PA USD 3697686.12000000 1.309624156545 Long DBT CORP US N 2 2026-02-15 None 0.00000000 N N N N Y Expedia Group Inc USD XXXX N N N CLARIVATE PLC 549300WDHIIODXFO0R55 000000000 13950.00000000 NS USD 962829.00000000 0.341008965093 Long EP CORP JE N 1 N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 023771S58 300000.00000000 PA USD 363129.00000000 0.128610837942 Long DBT CORP US N 2 2025-07-15 Fixed 11.75000000 N N N N N N HORIZON THERAPEUTICS USA N/A 44055PAA4 285000.00000000 PA USD 295331.25000000 0.104598639968 Long DBT CORP US N 2 2027-08-01 Fixed 5.50000000 N N N N N N FORTRESS TRANS & INFRAST 529900E7PUVK6BC8PE80 34960PAC5 265000.00000000 PA USD 290175.00000000 0.102772430458 Long DBT CORP US N 2 2027-08-01 Fixed 9.75000000 N N N N N N TESLA INC 54930043XZGB27CTOV49 88160RAG6 150000.00000000 PA USD 2261143.69000000 0.800838227406 Long DBT CORP US N 2 2024-05-15 Fixed 2.00000000 N N N N Y Tesla Inc USD XXXX N N N ANTERO MIDSTREAM PART/FI 529900HFO1BDEIT4QU11 03690AAH9 290000.00000000 PA USD 291911.10000000 0.103387311880 Long DBT CORP US N 2 2029-06-15 Fixed 5.37500000 N N N N N N UNITY SOFTWARE INC 549300D1ESJMGNQNG432 91332UAA9 3180000.00000000 PA USD 2660070.00000000 0.942127540588 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 Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M102 11540.00000000 NS USD 3615020.40000000 1.280346110676 Long EC CORP US N 1 N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BR2 290000.00000000 PA USD 278980.00000000 0.098807452914 Long DBT CORP PA N 2 2029-05-01 Fixed 6.00000000 N N N N N N IQVIA Holdings Inc 549300W3R20NM4KQPH86 46266C105 4935.00000000 NS USD 1208581.50000000 0.428048102566 Long EC CORP US N 1 N N N GRAY TELEVISION INC 529900TM5726KDN7UU35 389375AL0 455000.00000000 PA USD 436197.13000000 0.154489667301 Long DBT CORP US N 2 2030-10-15 Fixed 4.75000000 N N N N N N ETSY INC 54930089Q7XT501AEA40 29786AAM8 2110000.00000000 PA USD 2083625.00000000 0.737965729006 Long DBT CORP US N 2 2028-06-15 Fixed 0.25000000 N N N N Y Etsy Inc USD XXXX N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BF8 2155000.00000000 PA USD 2555773.63000000 0.905188481630 Long DBT CORP LR N 2 2023-11-15 Fixed 2.87500000 N N N N Y ROYAL CARIBBEAN CRUISES USD XXXX N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAD3 180000.00000000 PA USD 176661.00000000 0.062568726931 Long DBT CORP US N 2 2029-02-15 Fixed 4.75000000 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137206 21515.00000000 NS USD 2507358.10000000 0.888040961375 Long EP CORP US N 1 N N N M/A-COM TECH SOLUTIONS N/A 55405YAA8 2160000.00000000 PA USD 2230743.39000000 0.790071232600 Long DBT CORP US N 2 2026-03-15 Fixed 0.25000000 N N N N Y MACOM Technology Solutions Hol USD XXXX N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAC2 295000.00000000 PA USD 309634.95000000 0.109664638119 Long DBT CORP US N 2 2027-03-14 Fixed 7.25000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDJ6 805000.00000000 PA USD 807632.35000000 0.286042352120 Long DBT CORP US N 2 2028-10-01 Fixed 6.12500000 N N N N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 92769XAP0 225000.00000000 PA USD 229286.14000000 0.081207181453 Long DBT CORP GB N 2 2029-05-15 Fixed 5.50000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244109 2428.00000000 NS USD 238720.96000000 0.084548749067 Long EC CORP US N 1 N N N Adobe Inc FU4LY2G4933NH2E1CP29 00724F101 3360.00000000 NS USD 1795248.00000000 0.635830103337 Long EC CORP US N 1 N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AS3 295000.00000000 PA USD 303493.05000000 0.107489337040 Long DBT CORP US N 2 2029-03-01 Fixed 6.75000000 N N N N N N Tesla Inc 54930043XZGB27CTOV49 88160R101 3890.00000000 NS USD 3643840.80000000 1.290553546033 Long EC CORP US N 1 N N N CLEAR CHANNEL OUTDOOR HO N/A 18453HAD8 275000.00000000 PA USD 284968.75000000 0.100928512250 Long DBT CORP US N 2 2029-06-01 Fixed 7.50000000 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 94973VBG1 225000.00000000 PA USD 1406005.38000000 0.497970501044 Long DBT CORP US N 2 2042-10-15 Fixed 2.75000000 N N N N Y Anthem Inc USD XXXX N N N TECHTARGET INC 529900YQA5JL2H2VMB84 87874RAC4 2185000.00000000 PA USD 2008015.00000000 0.711186635469 Long DBT CORP US N 2 2026-12-15 None 0.00000000 N N N N Y TechTarget Inc USD XXXX N N N SILICON LABORATORIES INC 4PRDF8Q9TDHRVZKZSZ47 826919AD4 350000.00000000 PA USD 514201.07000000 0.182116632061 Long DBT CORP US N 2 2025-06-15 Fixed 0.62500000 N N N N Y Silicon Laboratories Inc USD XXXX N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 02406PAU4 390000.00000000 PA USD 401700.00000000 0.142271681968 Long DBT CORP US N 2 2027-04-01 Fixed 6.50000000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -4.00000000 NC USD -1600.00000000 -0.00056667834 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Thermo Fisher Scientific Inc Thermo Fisher Scientific Inc 100.00000000 620.00000000 USD 2022-02-18 XXXX -676.78000000 N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409V104 2775.00000000 NS USD 1152235.50000000 0.408091816303 Long EC CORP US N 1 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135F200 3655.00000000 NS USD 6694571.10000000 2.371042794263 Long EP CORP US N 1 N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 7550.00000000 NS USD 962323.00000000 0.340829753067 Long EC CORP US N 1 N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 28470RAH5 430000.00000000 PA USD 444951.10000000 0.157590095570 Long DBT CORP US N 2 2025-07-01 Fixed 6.25000000 N N N N N N KENNEDY-WILSON INC 5EA4464UK7FM5QNNKL62 489399AM7 395000.00000000 PA USD 389687.25000000 0.138017078663 Long DBT CORP US N 2 2031-03-01 Fixed 5.00000000 N N N N N N NEXTERA ENERGY INC N/A 65339F739 28685.00000000 NS USD 1474122.15000000 0.522095687596 Long EP CORP US N 1 N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAK7 1425000.00000000 PA USD 1521590.02000000 0.538907571351 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 AMERICAN AIRLINES GROUP N/A 02376RAF9 845000.00000000 PA USD 1117083.05000000 0.395641733687 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 MIDDLEBY CORP JDFO86U9VQRBKW5KYA35 596278AB7 1540000.00000000 PA USD 2342423.08000000 0.829625271281 Long DBT CORP US N 2 2025-09-01 Fixed 1.00000000 N N N N Y Middleby Corp/The USD XXXX N N N NIO INC 549300JBU4TV5OCKJV96 62914VAD8 935000.00000000 PA USD 765796.00000000 0.271225006136 Long DBT CORP KY N 2 2027-02-01 Fixed 0.50000000 N N N N N NIO Inc USD XXXX N N N SPLUNK INC 549300XGDSGBP6UEI867 848637AC8 2700000.00000000 PA USD 2937873.02000000 1.040518137828 Long DBT CORP US N 2 2023-09-15 Fixed 0.50000000 N N N N Y Splunk Inc USD XXXX N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189AR6 1415000.00000000 PA USD 1889196.91000000 0.669104361353 Long DBT CORP US N 2 2027-05-01 None 0.00000000 N N N N Y ON Semiconductor Corp USD XXXX N N N PDC ENERGY INC 5493008W8H2T511J5Y59 69327RAJ0 435000.00000000 PA USD 442873.50000000 0.156854263739 Long DBT CORP US N 2 2026-05-15 Fixed 5.75000000 N N N N N N BATH & BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AW4 325000.00000000 PA USD 348786.75000000 0.123531186385 Long DBT CORP US N 2 2030-10-01 Fixed 6.62500000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAK5 1070000.00000000 PA USD 1738207.47000000 0.615627832629 Long DBT CORP US N 2 2026-05-01 Fixed 1.75000000 N N N N Y EQT Corp USD XXXX N N N PENN NATIONAL GAMING INC N/A 707569AU3 270000.00000000 PA USD 579260.83000000 0.205159105259 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 CME Group Inc LCZ7XYGSLJUHFXXNXD88 12572Q105 3555.00000000 NS USD 815872.50000000 0.288960798722 Long EC CORP US N 1 N N N DISH DBS CORP N/A 25470XBF1 230000.00000000 PA USD 220091.58000000 0.077950707676 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -8.00000000 NC USD -520.00000000 -0.00018417046 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Darden Restaurants Inc Darden Restaurants Inc 100.00000000 150.00000000 USD 2022-02-18 XXXX -120.18000000 N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 3895.00000000 NS USD 1504950.10000000 0.533014144898 Long EC CORP US N 1 N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAG4 265000.00000000 PA USD 315707.75000000 0.111815465778 Long DBT CORP US N 2 2030-02-01 Variable 7.50000000 N N N N N N NEXSTAR MEDIA INC 5493006PK6I4I2OOT688 65343HAA9 445000.00000000 PA USD 456125.00000000 0.161547600044 Long DBT CORP US N 2 2027-07-15 Fixed 5.62500000 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAQ9 250000.00000000 PA USD 272500.00000000 0.096512405617 Long DBT CORP US N 2 2029-02-01 Fixed 7.62500000 N N N N N N ORGANON & CO/ORG 549300SH15FO4Y2G3V63 68622TAB7 295000.00000000 PA USD 295000.00000000 0.104481319842 Long DBT CORP US N 2 2031-04-30 Fixed 5.12500000 N N N N N N GLOBAL BLOOD THERAP 549300U4G0QKK99GRT15 37890UAA6 915000.00000000 PA USD 1072277.84000000 0.379772894783 Long DBT CORP US N 2 2028-12-15 Fixed 1.87500000 N N N N N Global Blood Therapeutics Inc USD XXXX N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AU3 3930000.00000000 PA USD 4895627.49000000 1.733903802076 Long DBT CORP US N 2 2025-02-15 Fixed 2.00000000 N N N N Y Live Nation Entertainment Inc USD XXXX N N N NCR CORP 549300YKTY8JX1DV2R67 62886EBA5 285000.00000000 PA USD 284375.85000000 0.100718522506 Long DBT CORP US N 2 2029-04-15 Fixed 5.12500000 N N N N N N ZSCALER INC. 529900MZ0RTK1BWRNF46 98980GAB8 895000.00000000 PA USD 1616625.93000000 0.572566816467 Long DBT CORP US N 2 2025-07-01 Fixed 0.12500000 N N N N Y Zscaler Inc USD XXXX N N N LIONS GATE CAPITAL HOLD 549300MWJHNLR35C0837 53627NAE1 410000.00000000 PA USD 407486.70000000 0.144321180455 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 32995.00000000 NS USD 5766866.10000000 2.042473835535 Long EC CORP US N 1 N N N AVIS BUDGET CAR/FINANCE N/A 053773BF3 420000.00000000 PA USD 420873.60000000 0.149062471914 Long DBT CORP US N 2 2029-03-01 Fixed 5.37500000 N N N N N N WR GRACE HOLDING LLC N/A 92943GAA9 285000.00000000 PA USD 275025.00000000 0.097406694880 Long DBT CORP US N 2 2029-08-15 Fixed 5.62500000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 7895.00000000 NS USD 2897307.10000000 1.026150745074 Long EC CORP US N 1 N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106103 9090.00000000 NS USD 1345956.30000000 0.476702680252 Long EC CORP US N 1 N N N CLOUDFLARE INC 5493007DY18BGNLDWU14 18915MAD9 3150000.00000000 PA USD 2924307.54000000 1.035713597981 Long DBT CORP US N 2 2026-08-15 None 0.00000000 N N N N Y Cloudflare Inc USD XXXX N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 428040DB2 285000.00000000 PA USD 274426.50000000 0.097194721761 Long DBT CORP US N 2 2029-12-01 Fixed 5.00000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BL0 345000.00000000 PA USD 346725.00000000 0.122800968211 Long DBT CORP US N 2 2027-11-15 Fixed 5.50000000 N N N N N N SPLUNK INC 549300XGDSGBP6UEI867 848637AF1 430000.00000000 PA USD 390458.75000000 0.138290323878 Long DBT CORP US N 2 2027-06-15 Fixed 1.12500000 N N N N Y Splunk Inc USD XXXX N N N FRONTIER COMMUNICATIONS N/A 35908MAB6 150000.00000000 PA USD 144780.00000000 0.051277306734 Long DBT CORP US N 2 2030-01-15 Fixed 6.00000000 N N N N N N PALO ALTO NETWORKS 549300QXR2YVZV231H43 697435AD7 810000.00000000 PA USD 1584983.55000000 0.561359909263 Long DBT CORP US N 2 2023-07-01 Fixed 0.75000000 N N N N Y Palo Alto Networks Inc USD XXXX N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAJ9 3600000.00000000 PA USD 3371207.98000000 1.193994099030 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 CITGO PETROLEUM CORP YX52P86PXMLYDOTUQ225 17302XAM8 135000.00000000 PA USD 134325.00000000 0.047574417924 Long DBT CORP US N 2 2026-06-15 Fixed 6.37500000 N N N N N N CCF HLDGS LLC WT CCF HLDGS LLC WTS C N/A 000000000 363920.00000000 NC USD 83701.60000000 0.029644927596 N/A DE CORP US N 3 CCF HLDGS LLC WT CCF HLDGS LLC WTS C N/A Call Purchased CCF Holdings LLC CCF Holdings LLC 1.00000000 0.00000000 USD 2024-04-01 XXXX 83701.60000000 N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MAZ5 125000.00000000 PA USD 119400.00000000 0.042288371488 Long DBT CORP US N 2 2024-10-01 Fixed 4.35000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 12660.00000000 NS USD 1881276.00000000 0.666298981247 Long EC CORP US N 1 N N N MATCH GROUP FINANCECO 2 549300IPGK4BWL134U96 44932FAA5 1505000.00000000 PA USD 2163099.40000000 0.766113492415 Long DBT CORP US N 2 2026-06-15 Fixed 0.87500000 N N N N Y Match Group Inc USD XXXX N N N OKTA INC 549300N8J06I8MRHU620 679295AF2 2055000.00000000 PA USD 2287794.16000000 0.810277130050 Long DBT CORP US N 2 2026-06-15 Fixed 0.37500000 N N N N Y Okta Inc USD XXXX N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BK7 290000.00000000 PA USD 280256.00000000 0.099259378894 Long DBT CORP LR N 2 2027-07-15 Fixed 5.37500000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBA7 430000.00000000 PA USD 448812.50000000 0.158957702921 Long DBT CORP US N 2 2026-03-15 Fixed 8.25000000 N N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466CAC0 480000.00000000 PA USD 495705.60000000 0.175566018106 Long DBT CORP US N 2 2027-09-30 Fixed 5.50000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBC4 3320000.00000000 PA USD 3156813.83000000 1.118061272730 Long DBT CORP BM N 2 2027-02-15 Fixed 1.12500000 N N N N Y NCL CORPORATION LTD USD XXXX N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABW4 295000.00000000 PA USD 287781.35000000 0.101924661945 Long DBT CORP US N 2 2031-04-15 Fixed 3.50000000 N N N N N N APTIV PLC N/A 000000000 15160.00000000 NS USD 2361624.80000000 0.836426020599 Long EP CORP JE N 1 N N N Dreyfus Government Cash Management 5493000Q69I5Q3QZIA91 262006208 19009606.19000000 NS USD 19009606.19000000 6.732707608195 Long STIV RF US N 1 N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50076QAN6 440000.00000000 PA USD 588742.81000000 0.208517375717 Long DBT CORP US N 2 2040-02-09 Fixed 6.50000000 N N N N N N AIRBNB INC 549300HMUDNO0RY56D37 009066AA9 3770000.00000000 PA USD 3581526.73000000 1.268483524751 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Airbnb Inc USD XXXX N N N DANAHER CORP S4BKK9OTCEWQ3YHPFM11 235851300 2755.00000000 NS USD 5251718.75000000 1.860022055734 Long EP CORP US N 1 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -18.00000000 NC USD -693.00000000 -0.00024544255 N/A DE CORP US N 2 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written DuPont de Nemours Inc DuPont de Nemours Inc 100.00000000 86.00000000 USD 2022-02-18 XXXX -237.45000000 N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 16115QAD2 460000.00000000 PA USD 983020.55000000 0.348160286428 Long DBT CORP US N 2 2024-11-15 Fixed 1.00000000 N N N N Y Chart Industries Inc USD XXXX N N N FORTRESS TRANS & INFRAST 529900E7PUVK6BC8PE80 34960PAD3 150000.00000000 PA USD 145162.50000000 0.051412778276 Long DBT CORP US N 2 2028-05-01 Fixed 5.50000000 N N N N N N TENNECO INC 549300U0EXXFAQFAD785 880349AR6 290000.00000000 PA USD 268982.25000000 0.095266510149 Long DBT CORP US N 2 2026-07-15 Fixed 5.00000000 N N N N N N RBC BEARINGS INC N/A 75524B203 17125.00000000 NS USD 1640403.75000000 0.580988301269 Long EP CORP US N 1 N N N DATADOG INC 549300F6JNO0KRPO1K63 23804LAB9 485000.00000000 PA USD 830572.02000000 0.294166986013 Long DBT CORP US N 2 2025-06-15 Fixed 0.12500000 N N N N Y Datadog Inc USD XXXX N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 19655.00000000 NS USD 6112311.90000000 2.164821744410 Long EC CORP US N 1 N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348106 4200.00000000 NS USD 1203342.00000000 0.426192408074 Long EC CORP US N 1 N N N Agilent Technologies Inc QUIX8Y7A2WP0XRMW7G29 00846U101 8617.00000000 NS USD 1200520.44000000 0.425193084980 Long EC CORP US N 1 N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAJ0 425000.00000000 PA USD 422003.75000000 0.149462741622 Long DBT CORP US N 2 2030-07-15 Fixed 5.25000000 N N N N N N CONMED CORP Z6C0YCECH9DCU5ZIQW84 207410AF8 840000.00000000 PA USD 1356180.00000000 0.480323648623 Long DBT CORP US N 2 2024-02-01 Fixed 2.62500000 N N N N Y CONMED Corp USD XXXX N N N KKR & CO INC 549300JOHU21WRN2Z451 48251W401 27865.00000000 NS USD 2473297.40000000 0.875977548186 Long EP CORP US N 1 N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAF6 1410000.00000000 PA USD 1374987.99000000 0.486984949026 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y DISH Network Corp USD XXXX N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAN8 1660000.00000000 PA USD 2478596.86000000 0.877854478950 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 PARK-OHIO INDUSTRIES INC 5493006LQUO5SLMNYM18 700677AR8 620000.00000000 PA USD 558000.00000000 0.197629072786 Long DBT CORP US N 2 2027-04-15 Fixed 6.62500000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAA0 575000.00000000 PA USD 577127.50000000 0.204403535313 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N REPAY HOLDINGS N/A 76029LAA8 395000.00000000 PA USD 341872.50000000 0.121082339043 Long DBT CORP US N 2 2026-02-01 None 0.00000000 N N N N Y Repay Holdings Corp USD XXXX N N N DuPont de Nemours Inc 5493004JF0SDFLM8GD76 26614N102 6870.00000000 NS USD 526242.00000000 0.186381215988 Long EC CORP US N 1 N N N MONGODB INC 549300TPTG69WKWE1Z37 60937PAD8 850000.00000000 PA USD 1700850.00000000 0.602396789336 Long DBT CORP US N 2 2026-01-15 Fixed 0.25000000 N N N N Y MongoDB Inc USD XXXX N N N PALO ALTO NETWORKS 549300QXR2YVZV231H43 697435AF2 2695000.00000000 PA USD 4764526.07000000 1.687471092263 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 NUTANIX INC 549300X7J6E8TKVIXW09 67059NAG3 3083000.00000000 PA USD 2611461.84000000 0.924911795801 Long DBT CORP US N 2 2027-10-01 Fixed 0.25000000 N N N N Y Nutanix Inc USD XXXX N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 857691AH2 145000.00000000 PA USD 137750.00000000 0.048787463756 Long DBT CORP US N 2 2031-12-01 Fixed 4.62500000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -20.00000000 NC USD -900.00000000 -0.00031875656 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Target Corp Target Corp 100.00000000 240.00000000 USD 2022-02-18 XXXX 1220.95000000 N N N TEGNA INC 549300YC5EDBGX85AO10 87901JAH8 280000.00000000 PA USD 275564.80000000 0.097597877986 Long DBT CORP US N 2 2029-09-15 Fixed 5.00000000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 71376LAE0 300000.00000000 PA USD 281493.00000000 0.099697492089 Long DBT CORP US N 2 2029-08-01 Fixed 4.25000000 N N N N N N CONFLUENT INC 254900MRZ83YWUV7SN74 20717MAA1 780000.00000000 PA USD 764282.47000000 0.270688953213 Long DBT CORP US N 2 2027-01-15 None 0.00000000 N N N N Y Confluent Inc USD XXXX N N N SAREPTA THERAPEUTICS INC 549300IKDPIED8J8IG21 803607AB6 1040000.00000000 PA USD 1318365.94000000 0.466930893039 Long DBT CORP US N 2 2024-11-15 Fixed 1.50000000 N N N N Y Sarepta Therapeutics Inc USD XXXX N N N Horizon Therapeutics Plc 529900P0GSQ79OOZEV53 000000000 6540.00000000 NS USD 610378.20000000 0.216180067590 Long EC CORP US N 1 N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 2095.00000000 NS USD 512332.25000000 0.181454744670 Long EC CORP US N 1 N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAH3 290000.00000000 PA USD 303050.00000000 0.107332420265 Long DBT CORP US N 2 2027-07-01 Fixed 6.50000000 N N N N N N LOGMEIN INC 549300D12V5KRBV00592 541056AA5 430000.00000000 PA USD 418175.00000000 0.148106698051 Long DBT CORP US N 2 2027-09-01 Fixed 5.50000000 N N N N N N WOLFSPEED INC 549300OGU88P3AW3TO93 225447AD3 855000.00000000 PA USD 1823287.50000000 0.645760964245 Long DBT CORP US N 2 2026-05-01 Fixed 1.75000000 N N N N Y Cree Inc USD XXXX N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AP2 2020000.00000000 PA USD 4187712.50000000 1.483178742783 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 TENNECO INC 549300U0EXXFAQFAD785 880349AS4 130000.00000000 PA USD 138145.80000000 0.048927645812 Long DBT CORP US N 2 2029-01-15 Fixed 7.87500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153AZ5 181000.00000000 PA USD 200318.40000000 0.070947562104 Long DBT CORP LR N 2 2025-06-01 Fixed 11.50000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CY4 2875000.00000000 PA USD 3900206.95000000 1.381351762016 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 1011778 BC / NEW RED FIN N/A 68245XAM1 300000.00000000 PA USD 277701.00000000 0.098354464412 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N DIGITALBRIDGE OPERATE 5493003D7P9HVU22YM89 19626LAA5 360000.00000000 PA USD 1183958.18000000 0.419327163677 Long DBT CORP US N 2 2025-07-15 Fixed 5.75000000 N N N N N DigitalBridge Group Inc USD XXXX N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAQ2 270000.00000000 PA USD 289806.26000000 0.102641832350 Long DBT CORP US N 2 2028-01-15 Fixed 6.62500000 N N N N N N FRONTIER COMMUNICATIONS N/A 35906ABF4 265000.00000000 PA USD 262350.00000000 0.092917539866 Long DBT CORP US N 2 2028-05-01 Fixed 5.00000000 N N N N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAK1 465000.00000000 PA USD 532425.00000000 0.188571073617 Long DBT CORP US N 2 2026-03-01 Fixed 7.62500000 N N N N N N MIWD HLDCO II/MIWD FIN N/A 55337PAA0 165000.00000000 PA USD 163503.45000000 0.057908665270 Long DBT CORP US N 2 2030-02-01 Fixed 5.50000000 N N N N N N BAUSCH HEALTH AMERICAS KOO0397YRO83WY5MGD97 91911XAW4 550000.00000000 PA USD 556187.50000000 0.196987132474 Long DBT CORP US N 2 2027-01-31 Fixed 8.50000000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAH8 305000.00000000 PA USD 329915.45000000 0.116847463228 Long DBT CORP US N 2 2030-10-01 Fixed 6.37500000 N N N N N N JAZZ INVESTMENTS I LTD N/A 472145AF8 3415000.00000000 PA USD 3992330.37000000 1.413979478999 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 II-VI INC 549300O5C25A0MMHHU33 902104AC2 270000.00000000 PA USD 269473.50000000 0.095440498110 Long DBT CORP US N 2 2029-12-15 Fixed 5.00000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAR0 20000.00000000 PA USD 20307.00000000 0.007192210718 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513105 14270.00000000 NS USD 1251479.00000000 0.443241280254 Long EC CORP US N 1 N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 000000000 -41.00000000 NC USD -2624.00000000 -0.00092935248 N/A DE CORP US N 1 NASDAQ, INC. 549300L8X1Q78ERXFD06 Call Written AbbVie Inc AbbVie Inc 100.00000000 145.00000000 USD 2022-02-18 XXXX -592.45000000 N N N TANDEM DIABETES CARE INC 549300JEPFOD0K4D3I05 875372AA2 380000.00000000 PA USD 481840.00000000 0.170655183569 Long DBT CORP US N 2 2025-05-01 Fixed 1.50000000 N N N N Y Tandem Diabetes Care Inc USD XXXX N N N 2020 CASH EXCH TRUST N/A 901375105 2175.00000000 NS USD 2163244.57000000 0.766164907850 Long EP CORP US N 2 N N N DICK'S SPORTING GOODS 529900SSBV5I4LWSK313 253393AD4 450000.00000000 PA USD 1603092.43000000 0.567773603104 Long DBT CORP US N 2 2025-04-15 Fixed 3.25000000 N N N N Y Dick's Sporting Goods Inc USD XXXX N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 395000.00000000 PA USD 410728.90000000 0.145469483286 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N PETCO HEALTH & WELLNESS N/A 000000000 233237.50000000 PA USD 232892.31000000 0.082484392982 Long LON CORP US N 2 2028-03-04 Floating 4.00000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BB2 390000.00000000 PA USD 396825.00000000 0.140545083886 Long DBT CORP US N 2 2026-06-15 Fixed 6.37500000 N N N N N N SOFI TECHNOLOGIES INC 549300SW81JCMVZDDY09 83406FAA0 2280000.00000000 PA USD 2115537.40000000 0.749268270265 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 CALLAWAY GOLF CO 5493005UB0KFRKBPCU72 131193AE4 740000.00000000 PA USD 1143141.03000000 0.404870791798 Long DBT CORP US N 2 2026-05-01 Fixed 2.75000000 N N N N Y Callaway Golf Co USD XXXX N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZZ4 375000.00000000 PA USD 427022.19000000 0.151240142417 Long DBT CORP US N 2 2026-01-15 Fixed 7.37500000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAJ7 375000.00000000 PA USD 396405.00000000 0.140396330820 Long DBT CORP US N 2 2026-06-15 Fixed 6.75000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAN4 405000.00000000 PA USD 392850.00000000 0.139137242373 Long DBT CORP CA N 2 2029-06-15 Fixed 4.75000000 N N N N N N HANNON ARMSTRONG SUSTAIN N/A 41068XAD2 1185000.00000000 PA USD 1222920.00000000 0.433126425972 Long DBT CORP US N 2 2023-08-15 None 0.00000000 N N N N N Hannon Armstrong Sustainable I USD XXXX N N N LUMENTUM HOLDINGS INC 549300JLWRRC38DWEF52 55024UAD1 2350000.00000000 PA USD 2820600.47000000 0.998983253742 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 LiveStyle Inc. Series B Preferred N/A 000000000 3783.00000000 NS USD 378300.00000000 0.133984011174 Long EP CORP US Y 3 N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550BJ9 295000.00000000 PA USD 297581.25000000 0.105395531391 Long DBT CORP US N 2 2031-04-30 Fixed 5.25000000 N N N N N N EPAM Systems Inc 549300XCR4R530HJP604 29414B104 917.00000000 NS USD 436620.38000000 0.154639571432 Long EC CORP US N 1 N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAN7 410000.00000000 PA USD 420922.40000000 0.149079755604 Long DBT CORP US N 2 2030-03-01 Fixed 5.00000000 N N N N N N SEAWORLD PARKS & ENTERTA 549300UZV72O3371JJ53 81282UAG7 190000.00000000 PA USD 185118.90000000 0.065564294914 Long DBT CORP US N 2 2029-08-15 Fixed 5.25000000 N N N N N N EURONET WORLDWIDE INC YG3575C4DSHJPA5KET68 298736AL3 540000.00000000 PA USD 596109.12000000 0.211126330941 Long DBT CORP US N 2 2049-03-15 Fixed 0.75000000 N N N N Y Euronet Worldwide Inc USD XXXX N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556102 2175.00000000 NS USD 1264327.50000000 0.447791884451 Long EC CORP US N 1 N N N VIRGIN MEDIA FINANCE PLC 2138001LVYC87DDHT482 92769VAJ8 230000.00000000 PA USD 216798.00000000 0.076784207387 Long DBT CORP GB N 2 2030-07-15 Fixed 5.00000000 N N N N N N II-VI INC 549300O5C25A0MMHHU33 902104AB4 535000.00000000 PA USD 740047.34000000 0.262105501115 Long DBT CORP US N 2 2022-09-01 Fixed 0.25000000 N N N N Y II-VI Inc USD XXXX N N N AVANTOR INC N/A 05352A209 32785.00000000 NS USD 3744047.00000000 1.326043973262 Long EP CORP US N 1 N N N SFX ENTERTAINMENT INC SERIES B N/A 000000000 1250.00000000 NS USD 0.00000000 0.000000 Long EP CORP US N 3 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -30.00000000 NC USD -990.00000000 -0.00035063222 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written MGM Resorts International MGM Resorts International 100.00000000 48.00000000 USD 2022-02-18 XXXX -353.10000000 N N N CRESTWOOD MID PARTNER LP N/A 226373AR9 280000.00000000 PA USD 282100.00000000 0.099912475686 Long DBT CORP US N 2 2029-02-01 Fixed 6.00000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CX6 460000.00000000 PA USD 646300.00000000 0.228902633946 Long DBT CORP US N 2 2030-04-22 Fixed 9.62500000 N N N N N N Accenture PLC N/A 000000000 5220.00000000 NS USD 1845687.60000000 0.653694496491 Long EC CORP IE N 1 N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AF4 450000.00000000 PA USD 405000.00000000 0.143440456054 Long DBT CORP CA N 2 2029-05-30 Fixed 7.25000000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94106L109 6495.00000000 NS USD 977107.80000000 0.346066144313 Long EC CORP US N 1 N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AH5 295000.00000000 PA USD 262222.55000000 0.092872400394 Long DBT CORP US N 2 2029-09-01 Fixed 4.87500000 N N N N N N EDGEWELL PERSONAL CARE 549300CY8QZDL4Z3RU59 28035QAA0 300000.00000000 PA USD 311250.00000000 0.110236646782 Long DBT CORP US N 2 2028-06-01 Fixed 5.50000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CW8 530000.00000000 PA USD 626232.37000000 0.221795201849 Long DBT CORP US N 2 2025-04-22 Fixed 9.00000000 N N N N N N PEBBLEBROOK HOTEL TRUST 5493004Q1NNH6JXCSI52 70509VAA8 2655000.00000000 PA USD 2886657.86000000 1.022379061513 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 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -4.00000000 NC USD -280.00000000 -0.00009916871 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written NIKE Inc NIKE Inc 100.00000000 157.50000000 USD 2022-02-18 XXXX 95.58000000 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCQ4 140000.00000000 PA USD 137718.00000000 0.048776130190 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612E106 4030.00000000 NS USD 888332.90000000 0.314624385937 Long EC CORP US N 1 N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 1430.00000000 NS USD 837808.40000000 0.296729923414 Long EC CORP US N 1 N N N SUNOCO LP/FINANCE CORP N/A 86765LAN7 120000.00000000 PA USD 124417.20000000 0.044065333108 Long DBT CORP US N 2 2028-03-15 Fixed 5.87500000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281ABK4 275000.00000000 PA USD 274667.25000000 0.097279989144 Long DBT CORP US N 2 2030-02-15 Fixed 4.75000000 N N N N N N TERADYNE INC C3X4YJ278QNZHRJULN75 880770AG7 245000.00000000 PA USD 907697.30000000 0.321482752276 Long DBT CORP US N 2 2023-12-15 Fixed 1.25000000 N N N N Y Teradyne Inc USD XXXX N N N TRIUMPH GROUP INC 5493007L6S47Q14SL582 896818AS0 143000.00000000 PA USD 152652.50000000 0.054065541278 Long DBT CORP US N 2 2024-06-01 Fixed 8.87500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 575000.00000000 PA USD 557916.75000000 0.197599587804 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N VIAVI SOLUTIONS INC 5493006K3E3N1QOBF092 925550AB1 1585000.00000000 PA USD 2098143.75000000 0.743107892268 Long DBT CORP US N 2 2024-03-01 Fixed 1.00000000 N N N N Y Viavi Solutions Inc USD XXXX N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AY3 535000.00000000 PA USD 553050.90000000 0.195876230413 Long DBT CORP US N 2 2028-04-01 Fixed 7.50000000 N N N N N N Enphase Energy Inc 5493008U7KIGMI59Z314 29355A107 5085.00000000 NS USD 714289.95000000 0.252982904156 Long EC CORP US N 1 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CA6 250000.00000000 PA USD 317007.50000000 0.112275803389 Long DBT CORP US N 2 2031-07-16 Fixed 7.45000000 N N N N N N TEMPUR SEALY INTL INC 549300HFEKVR3US71V91 88023UAJ0 150000.00000000 PA USD 139887.00000000 0.049544333521 Long DBT CORP US N 2 2031-10-15 Fixed 3.87500000 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 460599AD5 450000.00000000 PA USD 489701.25000000 0.173439433656 Long DBT CORP GB N 2 2027-01-15 Fixed 6.25000000 N N N N N N CONSENSUS CLOUD SOLUTION N/A 20848VAB1 295000.00000000 PA USD 302556.43000000 0.107157610621 Long DBT CORP US N 2 2028-10-15 Fixed 6.50000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AU8 1870000.00000000 PA USD 2218404.47000000 0.785701108373 Long DBT CORP US N 2 2024-11-15 Fixed 0.12500000 N N N N Y Microchip Technology Inc USD XXXX N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAH0 370000.00000000 PA USD 392200.00000000 0.138907029295 Long DBT CORP US N 2 2029-05-15 Fixed 5.12500000 N N N N N N Intuitive Surgical Inc 54930052SRG011710797 46120E602 4555.00000000 NS USD 1294439.90000000 0.458456912572 Long EC CORP US N 1 N N N CALLON PETROLEUM 549300EFOWPEB0WLZW21 13123XBD3 300000.00000000 PA USD 305625.00000000 0.108244418226 Long DBT CORP US N 2 2028-08-01 Fixed 8.00000000 N N N N N N CERIDIAN HCM HOLDING INC 549300T64GVCHFJ8L449 15677JAC2 1260000.00000000 PA USD 1154550.88000000 0.408911863619 Long DBT CORP US N 2 2026-03-15 Fixed 0.25000000 N N N N Y Ceridian HCM Holding Inc USD XXXX N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CH2 305000.00000000 PA USD 302511.20000000 0.107141591332 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N TEREX CORP YAWJZJYEQ7M1SYMOS462 880779BA0 280000.00000000 PA USD 277732.00000000 0.098365443805 Long DBT CORP US N 2 2029-05-15 Fixed 5.00000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168Q120 22505.00000000 NS USD 1701828.10000000 0.602743206891 Long EP CORP CA N 1 N N N NGL ENRGY OP/FIN CORP N/A 62922LAA6 290000.00000000 PA USD 294640.00000000 0.104353817214 Long DBT CORP US N 2 2026-02-01 Fixed 7.50000000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -15.00000000 NC USD -3600.00000000 -0.00127502627 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written Atlassian Corp PLC Atlassian Corp PLC 100.00000000 370.00000000 USD 2022-02-18 XXXX 983.50000000 N N N ENPHASE ENERGY INC 5493008U7KIGMI59Z314 29355AAJ6 1205000.00000000 PA USD 1099702.09000000 0.389485850158 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 HILTON GRAND VAC BOR ESC N/A 43284MAA6 145000.00000000 PA USD 144275.00000000 0.051098448882 Long DBT CORP US N 2 2029-06-01 Fixed 5.00000000 N N N N N N Darden Restaurants Inc CY1NFSCCB5GUXC7WZC70 237194105 3545.00000000 NS USD 495839.15000000 0.175613318039 Long EC CORP US N 1 N N N Atlassian Corp PLC 549300AGBII4MWBVJY22 000000000 2945.00000000 NS USD 955181.30000000 0.338300348857 Long EC CORP AU N 1 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -10.00000000 NC USD -485.00000000 -0.00017177437 N/A DE CORP US N 2 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Lam Research Corp Lam Research Corp 100.00000000 735.00000000 USD 2022-02-18 XXXX 3256.37000000 N N N JAZZ SECURITIES DAC 6354009DV8VV7K6KOO02 47216FAA5 555000.00000000 PA USD 547979.25000000 0.194079984021 Long DBT CORP IE N 2 2029-01-15 Fixed 4.37500000 N N N N N N PURE STORAGE INC 549300NPDB0BZTK3WO90 74624MAB8 2290000.00000000 PA USD 2691895.00000000 0.953399127042 Long DBT CORP US N 2 2023-04-15 Fixed 0.12500000 N N N N Y Pure Storage Inc USD XXXX N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525103 3795.00000000 NS USD 667009.20000000 0.236237293434 Long EC CORP US N 1 N N N WEATHERFORD INTERNATIONA 549300A2JKMG5PGOGF82 947075AU1 150000.00000000 PA USD 152625.00000000 0.054055801494 Long DBT CORP BM N 2 2030-04-30 Fixed 8.62500000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MAT9 300000.00000000 PA USD 284700.00000000 0.100833327997 Long DBT CORP US N 2 2025-03-15 Fixed 4.50000000 N N N N N N MATCH GROUP HLD II LLC N/A 57665RAG1 220000.00000000 PA USD 226325.00000000 0.080158422757 Long DBT CORP US N 2 2027-12-15 Fixed 5.00000000 N N N N N N TJX Cos Inc/The V167QI9I69W364E2DY52 872540109 9270.00000000 NS USD 667161.90000000 0.236291375798 Long EC CORP US N 1 N N N salesforce.com Inc RCGZFPDMRW58VJ54VR07 79466L302 4905.00000000 NS USD 1141050.15000000 0.404130256537 Long EC CORP US N 1 N N N OMNICELL INC 5493008RH0GTKHHPZI77 68213NAD1 1140000.00000000 PA USD 1831334.97000000 0.648611168608 Long DBT CORP US N 2 2025-09-15 Fixed 0.25000000 N N N N Y Omnicell Inc USD XXXX N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 1920.00000000 NS USD 5195654.40000000 1.840165522568 Long EC CORP US N 1 N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCD5 260000.00000000 PA USD 275600.00000000 0.097610344910 Long DBT CORP US N 2 2029-09-01 Fixed 5.25000000 N N N N N N BILL.COM HOLDINGS INC 549300IBF9VZZIGOZW63 090043AB6 650000.00000000 PA USD 907400.00000000 0.321377456356 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 PACIRA PHARMACEUTICALS N/A 695127AF7 1370000.00000000 PA USD 1559777.36000000 0.552432532994 Long DBT CORP US N 2 2025-08-01 Fixed 0.75000000 N N N N Y Pacira BioSciences Inc USD XXXX N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AT1 285000.00000000 PA USD 283247.25000000 0.100318801768 Long DBT CORP US N 2 2030-01-15 Fixed 5.87500000 N N N N N N WAYFAIR INC 54930027N9ZAVYFDHK53 94419LAM3 2620000.00000000 PA USD 2296009.12000000 0.813186655010 Long DBT CORP US N 2 2025-10-01 Fixed 0.62500000 N N N N N Wayfair Inc USD XXXX N N N DISH DBS CORP N/A 25470XBB0 420000.00000000 PA USD 405867.00000000 0.143747524883 Long DBT CORP US N 2 2028-07-01 Fixed 7.37500000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 550241AA1 425000.00000000 PA USD 402938.25000000 0.142710237881 Long DBT CORP US N 2 2029-06-15 Fixed 5.37500000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 605000.00000000 PA USD 576262.50000000 0.204097174833 Long DBT CORP BM N 2 2026-03-15 Fixed 5.87500000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAP9 410000.00000000 PA USD 439725.00000000 0.155739147009 Long DBT CORP US N 2 2028-06-15 Fixed 7.25000000 N N N N N N AVAYA INC J6LB5QIFSP2MFEFG4U76 053499AL3 275000.00000000 PA USD 281187.50000000 0.099589291943 Long DBT CORP US N 2 2028-09-15 Fixed 6.12500000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 1180.00000000 NS USD 3529934.60000000 1.250210935477 Long EC CORP US N 1 N N N JAMF HOLDING CORP 254900IHLXZU4Z5ANA12 47074LAA3 2030000.00000000 PA USD 1973897.34000000 0.699103048531 Long DBT CORP US N 2 2026-09-01 Fixed 0.12500000 N N N N Y Jamf Holding Corp USD XXXX N N N Lam Research Corp 549300I4GMO6D34U1T02 512807108 1925.00000000 NS USD 1135596.00000000 0.402198538603 Long EC CORP US N 1 N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066G104 12000.00000000 NS USD 2938320.00000000 1.040676446507 Long EC CORP US N 1 N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAL0 125000.00000000 PA USD 142582.74000000 0.050499094447 Long DBT CORP US N 2 2035-07-15 Fixed 5.00000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AW4 145000.00000000 PA USD 142682.90000000 0.050534568511 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N N PERFICIENT INC 549300HTBXKL2755T650 71375UAE1 1705000.00000000 PA USD 1499265.60000000 0.531000842991 Long DBT CORP US N 2 2026-11-15 Fixed 0.12500000 N N N N Y Perficient Inc USD XXXX N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260QAA5 2035000.00000000 PA USD 1900427.10000000 0.673081802279 Long DBT CORP US N 2 2026-06-01 Fixed 0.50000000 N N N N Y Coinbase Global Inc USD XXXX N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -13.00000000 NC USD -637.00000000 -0.00022560881 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Starbucks Corp Starbucks Corp 100.00000000 107.00000000 USD 2022-02-18 XXXX -170.95000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -12.00000000 NC USD -1116.00000000 -0.00039525814 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written salesforce.com Inc salesforce.com Inc 100.00000000 255.00000000 USD 2022-02-18 XXXX -310.11000000 N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAW0 530000.00000000 PA USD 547490.00000000 0.193906704408 Long DBT CORP US N 2 2028-07-15 Fixed 6.50000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AJ0 250000.00000000 PA USD 279425.00000000 0.098965060328 Long DBT CORP US N 2 2025-10-17 Fixed 9.87500000 N N N N N N JOSEPH T RYERSON & SON I 54930086XMNNXPXPWJ34 48088LAB3 180000.00000000 PA USD 193950.00000000 0.068692040621 Long DBT CORP US N 2 2028-08-01 Fixed 8.50000000 N N N N N N Crown Castle International Cor 54930012H97VSM0I2R19 22822V101 6190.00000000 NS USD 1129736.90000000 0.400123397921 Long EC CORP US N 1 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -14.00000000 NC USD -2744.00000000 -0.00097185336 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Adobe Inc Adobe Inc 100.00000000 585.00000000 USD 2022-02-18 XXXX 124.56000000 N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BG2 1145000.00000000 PA USD 1560090.86000000 0.552543566532 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 USA COM PART/USA COM FIN N/A 91740PAF5 415000.00000000 PA USD 426163.50000000 0.150936016775 Long DBT CORP US N 2 2027-09-01 Fixed 6.87500000 N N N N N N TYLER TECHNOLOGIES INC 25490040SMU4Z8LBCW70 902252AA3 2675000.00000000 PA USD 3045970.12000000 1.078803316401 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 Chipotle Mexican Grill Inc N/A 169656105 415.00000000 NS USD 616515.70000000 0.218353810303 Long EC CORP US N 1 N N N SHIFT4 PAYMENTS INC N/A 82452JAC3 1820000.00000000 PA USD 1533134.38000000 0.542996283113 Long DBT CORP US N 2 2027-08-01 Fixed 0.50000000 N N N N Y Shift4 Payments Inc USD XXXX N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AR5 300000.00000000 PA USD 285513.00000000 0.101121271431 Long DBT CORP US N 2 2031-09-15 Fixed 4.50000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AS8 285000.00000000 PA USD 292013.85000000 0.103423703255 Long DBT CORP US N 2 2030-03-15 Fixed 5.37500000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAE9 145000.00000000 PA USD 140213.55000000 0.049659989029 Long DBT CORP US N 2 2031-11-15 Fixed 5.75000000 N N N N N N Marvell Technology Inc N/A 573874104 9465.00000000 NS USD 675801.00000000 0.239351120104 Long EC CORP US N 1 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -18.00000000 NC USD -558.00000000 -0.00019762907 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Advanced Micro Devices Inc Advanced Micro Devices Inc 100.00000000 150.00000000 USD 2022-02-18 XXXX 440.79000000 N N N INSULET CORPORATION 549300TZTYD2PYN92D43 45784PAK7 2335000.00000000 PA USD 2966617.50000000 1.050698684298 Long DBT CORP US N 2 2026-09-01 Fixed 0.37500000 N N N N Y Insulet Corp USD XXXX N N N CLARIOS GLOBAL LP/US FIN N/A 69867DAC2 645000.00000000 PA USD 674399.10000000 0.238854603622 Long DBT CORP N/A N 2 2027-05-15 Fixed 8.50000000 N N N N N N SUNOCO LP/FINANCE CORP N/A 86765LAU1 145000.00000000 PA USD 142387.10000000 0.050429803852 Long DBT CORP US N 2 2030-04-30 Fixed 4.50000000 N N N N N N GRAY ESCROW II INC N/A 389286AA3 145000.00000000 PA USD 142969.28000000 0.050635996851 Long DBT CORP US N 2 2031-11-15 Fixed 5.37500000 N N N N N N LiveStyle Inc. Common Stock N/A 000000000 13574.00000000 NS USD 0.14000000 0.000000049584 Long EC CORP US Y 3 N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671D857 11475.00000000 NS USD 427099.50000000 0.151267523607 Long EC CORP US N 1 N N N CCF HOLDINGS LLC CLASS M EQUITY N/A 000000000 219990.00000000 NS USD 96795.60000000 0.034282481501 Long EC CORP US N 3 N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 22360.00000000 NS USD 1981543.20000000 0.701811013088 Long EC CORP US N 1 N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AH4 455000.00000000 PA USD 470893.15000000 0.166778094294 Long DBT CORP US N 2 2027-06-01 Fixed 5.87500000 N N N N N N LIBERTY MEDIA CORP 549300ZKUTPIBZLWLL89 531229AB8 1385000.00000000 PA USD 1897450.00000000 0.672027390966 Long DBT CORP US N 2 2023-10-15 Fixed 1.37500000 N N N N Y 2.292 shares of BATRA US, 21.0859 LSXMA US and 5.2715 FWONA US USD XXXX N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 150000.00000000 PA USD 143880.00000000 0.050958550165 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953101 23125.00000000 NS USD 987900.00000000 0.349888460584 Long EC CORP US N 1 N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BL7 310000.00000000 PA USD 325500.00000000 0.115283625792 Long DBT CORP US N 2 2030-01-15 Fixed 5.25000000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978V103 4620.00000000 NS USD 923029.80000000 0.326913124603 Long EC CORP US N 1 N N N AKAMAI TECHNOLOGIES INC OC1LZNN2LF5WTJ5RIL89 00971TAJ0 2340000.00000000 PA USD 3002220.00000000 1.063308162907 Long DBT CORP US N 2 2025-05-01 Fixed 0.12500000 N N N N Y Akamai Technologies Inc USD XXXX N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BG6 265000.00000000 PA USD 297595.00000000 0.105400401283 Long DBT CORP PA N 2 2026-02-01 Fixed 10.50000000 N N N N N N DEXCOM INC 549300YSK3QDSFR5EU59 252131AK3 5030000.00000000 PA USD 5348430.44000000 1.894274818498 Long DBT CORP US N 2 2025-11-15 Fixed 0.25000000 N N N N Y Dexcom Inc USD XXXX N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -13.00000000 NC USD -1508.00000000 -0.00053409434 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Honeywell International Inc Honeywell International Inc 100.00000000 215.00000000 USD 2022-02-18 XXXX -546.00000000 N N N BEAUTY HEALTH CO/THE 5493001Z2JZQT4C63C50 88331LAA6 2060000.00000000 PA USD 1717010.00000000 0.608120240619 Long DBT CORP US N 2 2026-10-01 Fixed 1.25000000 N N N N Y Beauty Health Co/The USD XXXX N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746101 34255.00000000 NS USD 1842919.00000000 0.652713930450 Long EC CORP US N 1 N N N Advanced Micro Devices Inc R2I72C950HOYXII45366 007903107 6110.00000000 NS USD 698067.50000000 0.247237334709 Long EC CORP US N 1 N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 532457108 5700.00000000 NS USD 1398723.00000000 0.495391271640 Long EC CORP US N 1 N N N HUDBAY MINERALS INC 549300WI524AL577IX21 443628AJ1 300000.00000000 PA USD 295326.00000000 0.104596780555 Long DBT CORP CA N 2 2026-04-01 Fixed 4.50000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAE0 190000.00000000 PA USD 202312.00000000 0.071653643321 Long DBT CORP US N 2 2027-09-15 Fixed 7.50000000 N N N N N N KOPPERS INC LTO4ZL5EBDR1NE6FGJ36 500605AH3 305000.00000000 PA USD 305762.50000000 0.108293117146 Long DBT CORP US N 2 2025-02-15 Fixed 6.00000000 N N N N N N NEW RELIC INC 549300AB8FY2HQILL804 64829BAB6 1220000.00000000 PA USD 1433522.00000000 0.507716171468 Long DBT CORP US N 2 2023-05-01 Fixed 0.50000000 N N N N Y New Relic Inc USD XXXX N N N AMKOR TECHNOLOGY INC 529900VHLRTKPWZJBM84 031652BK5 275000.00000000 PA USD 289093.75000000 0.102389479858 Long DBT CORP US N 2 2027-09-15 Fixed 6.62500000 N N N N N N Dexcom Inc 549300YSK3QDSFR5EU59 252131107 1670.00000000 NS USD 718901.60000000 0.254616230525 Long EC CORP US N 1 N N N WORKDAY INC 549300J0DYC0N31V7G13 98138HAF8 1315000.00000000 PA USD 2275741.64000000 0.806008441246 Long DBT CORP US N 2 2022-10-01 Fixed 0.25000000 N N N N Y Workday Inc USD XXXX N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516106 3515.00000000 NS USD 718747.20000000 0.254561546064 Long EC CORP US N 1 N N N SCRIPPS ESCROW II INC N/A 81105DAB1 415000.00000000 PA USD 410488.95000000 0.145384499243 Long DBT CORP US N 2 2031-01-15 Fixed 5.37500000 N N N N N N BURLINGTON STORES INC 5299003Z37DVGKKC1W09 122017AB2 405000.00000000 PA USD 527852.87000000 0.186951744204 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 Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112103 10735.00000000 NS USD 883168.45000000 0.312795272200 Long EC CORP US N 1 N N N CLARIV SCI HLD CORP N/A 18064PAD1 440000.00000000 PA USD 419100.00000000 0.148434308969 Long DBT CORP US N 2 2029-07-01 Fixed 4.87500000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAC4 235000.00000000 PA USD 249196.35000000 0.088258859484 Long DBT CORP US N 2 2026-11-01 Fixed 8.00000000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -20.00000000 NC USD -2700.00000000 -0.00095626970 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written QUALCOMM Inc QUALCOMM Inc 100.00000000 200.00000000 USD 2022-02-18 XXXX -1527.00000000 N N N BLOCK INC 549300OHIIUWSTIZME52 852234AK9 1260000.00000000 PA USD 1173454.49000000 0.415607030136 Long DBT CORP US N 2 2027-11-01 Fixed 0.25000000 N N N N Y Square Inc USD XXXX N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -10.00000000 NC USD -3900.00000000 -0.00138127846 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Intuitive Surgical Inc Intuitive Surgical Inc 100.00000000 300.00000000 USD 2022-02-18 XXXX -515.93000000 N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAC5 220000.00000000 PA USD 227405.20000000 0.080541001474 Long DBT CORP US N 2 2025-04-15 Fixed 6.25000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAK4 285000.00000000 PA USD 275999.70000000 0.097751908244 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N CYBERARK SOFTWARE LTD 529900YEXNDM894PWS93 23248VAB1 1330000.00000000 PA USD 1477038.54000000 0.523128597008 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 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -14.00000000 NC USD -15050.00000000 -0.00533031818 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Mastercard Inc Mastercard Inc 100.00000000 385.00000000 USD 2022-02-18 XXXX -13125.60000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -18.00000000 NC USD -468.00000000 -0.00016575341 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Abbott Laboratories Abbott Laboratories 100.00000000 137.00000000 USD 2022-02-18 XXXX 423.51000000 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -32.00000000 NC USD -19200.00000000 -0.00680014013 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Visa Inc Visa Inc 100.00000000 225.00000000 USD 2022-02-18 XXXX -16683.20000000 N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 2430.00000000 NS USD 914652.00000000 0.323945925954 Long EC CORP US N 1 N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550BP5 305000.00000000 PA USD 307101.45000000 0.108767338378 Long DBT CORP US N 2 2031-07-15 Fixed 5.25000000 N N N N N N SHIFT4 PAYMENTS INC N/A 82452JAA7 1125000.00000000 PA USD 1129324.92000000 0.399977485331 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 SNAP INC 549300JNC0L6VP8A2Q35 83304AAE6 4370000.00000000 PA USD 3749750.43000000 1.328063979682 Long DBT CORP US N 2 2027-05-01 None 0.00000000 N N N N N Snap Inc USD XXXX N N N PARK INTERMED HOLDINGS N/A 70052LAC7 290000.00000000 PA USD 286641.80000000 0.101521063003 Long DBT CORP US N 2 2029-05-15 Fixed 4.87500000 N N N N N N TRONOX INC 549300EPZ4YXC7E5P181 897051AC2 300000.00000000 PA USD 288439.95000000 0.102157920919 Long DBT CORP US N 2 2029-03-15 Fixed 4.62500000 N N N N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 038522AQ1 390000.00000000 PA USD 387075.00000000 0.137091887722 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAC3 290000.00000000 PA USD 283463.40000000 0.100395356471 Long DBT CORP US N 2 2028-08-15 Fixed 5.50000000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -8.00000000 NC USD -2280.00000000 -0.00080751664 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Costco Wholesale Corp Costco Wholesale Corp 100.00000000 530.00000000 USD 2022-02-18 XXXX -889.22000000 N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AX2 145000.00000000 PA USD 143864.65000000 0.050953113595 Long DBT CORP US N 2 2032-02-15 Fixed 5.00000000 N N N N N N MERCER INTL INC 549300Z5IAG39VRTY874 588056BA8 300000.00000000 PA USD 295875.00000000 0.104791222062 Long DBT CORP US N 2 2029-02-01 Fixed 5.12500000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BS9 186000.00000000 PA USD 197327.40000000 0.069888227773 Long DBT CORP US N 2 2025-06-01 Fixed 8.62500000 N N N N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 3170.00000000 NS USD 1601262.10000000 0.567125347870 Long EC CORP US N 1 N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 10200.00000000 NS USD 1396278.00000000 0.494525316295 Long EC CORP US N 1 N N N SEA LTD 529900OM6JLLW44YKI15 81141RAG5 1340000.00000000 PA USD 1121190.58000000 0.397096513875 Long DBT CORP KY N 2 2026-09-15 Fixed 0.25000000 N N N N Y Sea Ltd USD XXXX N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 085770AB1 270000.00000000 PA USD 277951.50000000 0.098443184990 Long DBT CORP US N 2 2027-07-15 Fixed 5.62500000 N N N N N N DR Horton Inc 529900ZIUEYVSB8QDD25 23331A109 12310.00000000 NS USD 1098298.20000000 0.388988628870 Long EC CORP US N 1 N N N SERVICENOW INC 549300HJTQM36M0E1G39 81762PAC6 315000.00000000 PA USD 1367257.50000000 0.484247010727 Long DBT CORP US N 2 2022-06-01 None 0.00000000 N N N N Y ServiceNow Inc USD XXXX N N N TARGA RESOURCES PARTNERS N/A 87612BBL5 335000.00000000 PA USD 355535.50000000 0.125921417935 Long DBT CORP US N 2 2027-07-15 Fixed 6.50000000 N N N N N N COMPASS GROUP DIVERSIFIE 549300I6PTUQPX21TE93 20451RAB8 435000.00000000 PA USD 429362.40000000 0.152068983873 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBJ6 450000.00000000 PA USD 435375.00000000 0.154198490259 Long DBT CORP US N 2 2028-07-15 Fixed 4.00000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAB7 140000.00000000 PA USD 143325.00000000 0.050761983615 Long DBT CORP N/A N 2 2029-04-20 Fixed 5.75000000 N N N N N N ADAPTHEALTH LLC N/A 00653VAC5 455000.00000000 PA USD 432250.00000000 0.153091696616 Long DBT CORP US N 2 2029-08-01 Fixed 4.62500000 N N N N N N Generac Holdings Inc 529900S2H2AHJHSFFI84 368736104 2070.00000000 NS USD 584526.60000000 0.207024103901 Long EC CORP US N 1 N N N BLOCK INC 549300OHIIUWSTIZME52 852234AJ2 1155000.00000000 PA USD 1081021.71000000 0.382869745895 Long DBT CORP US N 2 2026-05-01 None 0.00000000 N N N N Y Square Inc USD XXXX N N N MOZART DEBT MERGER SUB N/A 62482BAB8 295000.00000000 PA USD 286887.50000000 0.101608083546 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -13.00000000 NC USD -1690.00000000 -0.00059855400 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Deere & Co Deere & Co 100.00000000 415.00000000 USD 2022-02-18 XXXX 507.00000000 N N N NEXTERA ENERGY INC N/A 65339F770 66200.00000000 NS USD 3375538.00000000 1.195527679385 Long EP CORP US N 1 N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAF6 320000.00000000 PA USD 345600.00000000 0.122402522500 Long DBT CORP US N 2 2023-10-01 Fixed 8.25000000 N N N N N N HUGHES SATELLITE SYSTEMS N/A 444454AF9 400000.00000000 PA USD 430996.00000000 0.152647562463 Long DBT CORP US N 2 2026-08-01 Fixed 6.62500000 N N N N N N KBR INC 254900OFQDXZRKRCV808 48242WAB2 355000.00000000 PA USD 619297.50000000 0.219339051441 Long DBT CORP US N 2 2023-11-01 Fixed 2.50000000 N N N N Y KBR Inc USD XXXX N N N MP MATERIALS CORP N/A 553368AA9 1830000.00000000 PA USD 2135610.00000000 0.756377462606 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 PICASSO FINANCE SUB INC N/A 71953LAA9 247000.00000000 PA USD 256010.56000000 0.090672275262 Long DBT CORP US N 2 2025-06-15 Fixed 6.12500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DC6 510000.00000000 PA USD 544425.00000000 0.192821161204 Long DBT CORP US N 2 2026-03-15 Fixed 5.55000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AL5 225000.00000000 PA USD 221121.00000000 0.078315301440 Long DBT CORP US N 2 2031-05-01 Fixed 4.00000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAL2 140000.00000000 PA USD 133875.00000000 0.047415039640 Long DBT CORP US N 2 2028-03-15 Fixed 4.87500000 N N N N N N GRIFFON CORPORATION 5493000C2SGNC7ZN3242 398433AP7 230000.00000000 PA USD 229774.60000000 0.081380181268 Long DBT CORP US N 2 2028-03-01 Fixed 5.75000000 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAS5 150000.00000000 PA USD 155220.00000000 0.054974882935 Long DBT CORP US N 2 2030-03-01 Fixed 5.37500000 N N N N N N OWENS-BROCKWAY V2UQUCDZJ9WY98W8QU33 69073TAT0 385000.00000000 PA USD 403433.80000000 0.142885748790 Long DBT CORP US N 2 2027-05-13 Fixed 6.62500000 N N N N N N TRITON WATER HOLDINGS IN 5493005IYCEL7QJFZZ63 89680EAA7 300000.00000000 PA USD 281250.00000000 0.099611427815 Long DBT CORP US N 2 2029-04-01 Fixed 6.25000000 N N N N N N PORCH GROUP INC 549300NXEI7CVW8IXQ90 733245AA2 2135000.00000000 PA USD 1663727.74000000 0.589249051301 Long DBT CORP US N 2 2026-09-15 Fixed 0.75000000 N N N N Y Porch Group Inc USD XXXX N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A60 150000.00000000 PA USD 157687.50000000 0.055848807195 Long DBT CORP US N 2 2025-06-16 Fixed 5.12500000 N N N N N N NESCO HOLDINGS II INC 254900FAHT0HW9T6L409 64083YAA9 285000.00000000 PA USD 282150.00000000 0.099930184384 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N VAIL RESORTS INC 529900PSZHRNU9HKH870 91879QAN9 2640000.00000000 PA USD 2644860.08000000 0.936740582905 Long DBT CORP US N 2 2026-01-01 None 0.00000000 N N N N Y Vail Resorts Inc USD XXXX N N N STRIDE INC 254900BRWS3AFONWU277 86333MAA6 2060000.00000000 PA USD 2088485.49000000 0.739687188024 Long DBT CORP US N 2 2027-09-01 Fixed 1.12500000 N N N N Y Stride Inc USD XXXX N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCB7 275000.00000000 PA USD 283379.25000000 0.100365552732 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N N STANLEY BLACK & DECKER I 549300DJ09SMTO561131 854502846 25335.00000000 NS USD 2644213.95000000 0.936511740481 Long EP CORP US N 1 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCN1 380000.00000000 PA USD 366225.00000000 0.129707360540 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N TRIUMPH GROUP INC 5493007L6S47Q14SL582 896818AQ4 175000.00000000 PA USD 174387.50000000 0.061763512420 Long DBT CORP US N 2 2024-09-15 Fixed 6.25000000 N N N N N N Schlumberger NV 213800ZUA17OK3QLGM62 806857108 32705.00000000 NS USD 1277784.35000000 0.452557950380 Long EC CORP US N 1 N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAA8 425000.00000000 PA USD 406896.06000000 0.144111991144 Long DBT CORP US N 2 2029-10-15 Fixed 4.62500000 N N N N N N DELUXE CORP KWGNKB8TX9LE5TV29231 248019AU5 285000.00000000 PA USD 294573.15000000 0.104330140685 Long DBT CORP US N 2 2029-06-01 Fixed 8.00000000 N N N N N N LUCID GROUP INC N/A 549498AA1 1570000.00000000 PA USD 1296820.00000000 0.459299882027 Long DBT CORP US N 2 2026-12-15 Fixed 1.25000000 N N N N Y Lucid Group Inc USD XXXX N N N ADT SEC CORP 5493009JEEDYLVRA0J13 00109LAA1 295000.00000000 PA USD 277482.90000000 0.098277219070 Long DBT CORP US N 2 2029-08-01 Fixed 4.12500000 N N N N N N ServiceNow Inc 549300HJTQM36M0E1G39 81762P102 2460.00000000 NS USD 1441018.80000000 0.510371342853 Long EC CORP US N 1 N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AV6 267000.00000000 PA USD 263115.15000000 0.093188536076 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A 18453HAC0 155000.00000000 PA USD 160812.50000000 0.056955600837 Long DBT CORP US N 2 2028-04-15 Fixed 7.75000000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 156700BD7 185000.00000000 PA USD 169530.30000000 0.060043218634 Long DBT CORP US N 2 2029-01-15 Fixed 4.50000000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -9.00000000 NC USD -5310.00000000 -0.00188066375 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written ServiceNow Inc ServiceNow Inc 100.00000000 640.00000000 USD 2022-02-18 XXXX -3257.22000000 N N N 2022-03-22 Virtus AllianzGI Diversified Income & Convertible Fund Amy Hackett Amy Hackett Vice President and Assistant Treasurer