0001752724-22-216197.txt : 20220926 0001752724-22-216197.hdr.sgml : 20220926 20220926165203 ACCESSION NUMBER: 0001752724-22-216197 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220729 FILED AS OF DATE: 20220926 DATE AS OF CHANGE: 20220926 PERIOD START: 20230131 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Virtus 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: 221266332 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 Fund DATE OF NAME CHANGE: 20210212 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 NPORT-P 1 primary_doc.xml NPORT-P false 0001636289 XXXXXXXX Virtus Diversified Income & Convertible Fund 811-23039 0001636289 5493008LTG04SBNLT367 101 MUNSON STREET GREENFIELD 01301-9668 800-254-5197 Virtus Diversified Income & Convertible Fund 5493008LTG04SBNLT367 2023-01-31 2022-07-29 N 346497716.92 111845947.46 234651769.46 0.00000000 0.00000000 75000000.00000000 0.00000000 0.00000000 0.00000000 50000000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 30000000.00000000 3204136.59000000 USD N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAR8 245000.00000000 PA USD 244105.75000000 0.104028940656 Long DBT CORP US N 2 2032-06-15 Fixed 6.37500000 N N N N N N JAMF HOLDING CORP 254900IHLXZU4Z5ANA12 47074LAA3 1670000.00000000 PA USD 1413655.00000000 0.602448045993 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 UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAC4 235000.00000000 PA USD 239254.37000000 0.101961459975 Long DBT CORP US N 2 2026-11-01 Fixed 8.00000000 N N N N N N Marvell Technology Inc N/A 573874104 10735.00000000 NS USD 597724.80000000 0.254728443503 Long EC CORP US N 1 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -90.00000000 NC USD -7650.00000000 -0.00326015014 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Devon Energy Corp Devon Energy Corp 100.00000000 70.00000000 USD 2022-08-19 XXXX -4095.01000000 N N N BLOCK INC 549300OHIIUWSTIZME52 852234AJ2 1725000.00000000 PA USD 1426575.00000000 0.607954077347 Long DBT CORP US N 2 2026-05-01 None 0.00000000 N N N N Y Square Inc USD XXXX N N N NEXSTAR MEDIA INC 5493006PK6I4I2OOT688 65343HAA9 445000.00000000 PA USD 446241.55000000 0.190171823987 Long DBT CORP US N 2 2027-07-15 Fixed 5.62500000 N N N N N N VIAVI SOLUTIONS INC 5493006K3E3N1QOBF092 925550AB1 1090000.00000000 PA USD 1313450.00000000 0.559744340740 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 LiveStyle Inc. Common Stock N/A 000000000 13574.00000000 NS USD 0.14000000 0.000000059662 Long EC CORP US Y 3 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAV7 350000.00000000 PA USD 349349.00000000 0.148879763746 Long DBT CORP US N 2 2028-02-01 Fixed 4.75000000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112103 16235.00000000 NS USD 1004297.10000000 0.427994684340 Long EC CORP US N 1 N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 1565.00000000 NS USD 537076.70000000 0.228882441941 Long EC CORP US N 1 N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AU8 1915000.00000000 PA USD 1982982.50000000 0.845074599080 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 MERCER INTL INC 549300Z5IAG39VRTY874 588056BA8 300000.00000000 PA USD 280875.00000000 0.119698649895 Long DBT CORP US N 2 2029-02-01 Fixed 5.12500000 N N N N N N TENNECO INC 549300U0EXXFAQFAD785 880349AS4 130000.00000000 PA USD 128953.50000000 0.054955264261 Long DBT CORP US N 2 2029-01-15 Fixed 7.87500000 N N N N N N Chipotle Mexican Grill Inc N/A 169656105 605.00000000 NS USD 946353.10000000 0.403301071275 Long EC CORP US N 1 N N N KKR & CO INC 54930013V5I303TF9571 48251W401 15280.00000000 NS USD 1069600.00000000 0.455824391378 Long EP CORP US N 1 N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZZ4 275000.00000000 PA USD 288775.90000000 0.123065724441 Long DBT CORP US N 2 2026-01-15 Fixed 7.37500000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAW0 530000.00000000 PA USD 522256.70000000 0.222566700094 Long DBT CORP US N 2 2028-07-15 Fixed 6.50000000 N N N N N N MACY'S RETAIL HLDGS LLC N/A 55617LAR3 135000.00000000 PA USD 113511.69000000 0.048374529738 Long DBT CORP US N 2 2032-03-15 Fixed 6.12500000 N N N N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 532457108 4545.00000000 NS USD 1498441.05000000 0.638580758819 Long EC CORP US N 1 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 12660.00000000 NS USD 1460457.60000000 0.622393601957 Long EC CORP US N 1 N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAC5 220000.00000000 PA USD 224125.00000000 0.095513875951 Long DBT CORP US N 2 2025-04-15 Fixed 6.25000000 N N N 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 Dexcom Inc 549300YSK3QDSFR5EU59 252131107 5320.00000000 NS USD 436665.60000000 0.186090904409 Long EC CORP US N 1 N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 7550.00000000 NS USD 821742.00000000 0.350196379039 Long EC CORP US N 1 N N N DEXCOM INC 549300YSK3QDSFR5EU59 252131AK3 4410000.00000000 PA USD 4170206.25000000 1.777189347259 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 -210.00000000 NC USD -10080.00000000 -0.00429572724 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Schlumberger NV Schlumberger NV 100.00000000 40.00000000 USD 2022-08-19 XXXX -5237.34000000 N N N SHIFT4 PAYMENTS INC N/A 82452JAC3 2440000.00000000 PA USD 1750700.00000000 0.746084295050 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 Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556102 2045.00000000 NS USD 1223748.45000000 0.521516821635 Long EC CORP US N 1 N N N LiveStyle Inc. Series B Preferred N/A 000000000 3783.00000000 NS USD 378300.00000000 0.161217620847 Long EP CORP US Y 3 N N N Crowdstrike Holdings Inc 549300YBY08K9KM4HX32 22788C105 5615.00000000 NS USD 1030914.00000000 0.439337833408 Long EC CORP US N 1 N N N TRIUMPH GROUP INC 5493007L6S47Q14SL582 896818AQ4 175000.00000000 PA USD 167562.50000000 0.071409007648 Long DBT CORP US N 2 2024-09-15 Fixed 6.25000000 N N N N N N HILTON GRAND VAC BOR ESC N/A 43284MAA6 415000.00000000 PA USD 367202.38000000 0.156488221181 Long DBT CORP US N 2 2029-06-01 Fixed 5.00000000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -70.00000000 NC USD -7420.00000000 -0.00316213255 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written ConocoPhillips ConocoPhillips 100.00000000 105.00000000 USD 2022-08-19 XXXX -4062.12000000 N N N TANDEM DIABETES CARE INC 549300JEPFOD0K4D3I05 875372AA2 1385000.00000000 PA USD 1345181.25000000 0.573267038682 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 BlackRock Liquidity FedFund 549300T8K043VZEOVK74 09248U700 15821145.57000000 NS USD 15821145.57000000 6.742393465179 Long STIV RF US N 1 N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAG5 255000.00000000 PA USD 250800.15000000 0.106881849038 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 4875.00000000 NS USD 1320296.25000000 0.562661962037 Long EC CORP US N 1 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CW8 530000.00000000 PA USD 587139.30000000 0.250217290647 Long DBT CORP US N 2 2025-04-22 Fixed 9.00000000 N N N N N N PEBBLEBROOK HOTEL TRUST 5493004Q1NNH6JXCSI52 70509VAA8 1620000.00000000 PA USD 1601370.00000000 0.682445311912 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 MACY'S RETAIL HLDGS LLC N/A 55617LAQ5 135000.00000000 PA USD 115734.68000000 0.049321886754 Long DBT CORP US N 2 2030-03-15 Fixed 5.87500000 N N N N N N CITGO PETROLEUM CORP YX52P86PXMLYDOTUQ225 17302XAM8 260000.00000000 PA USD 249600.00000000 0.106370389012 Long DBT CORP US N 2 2026-06-15 Fixed 6.37500000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AS8 285000.00000000 PA USD 280421.48000000 0.119505376262 Long DBT CORP US N 2 2030-03-15 Fixed 5.37500000 N N N N N N R1 RCM INC 549300VKOMJ3EM506212 74919EAP9 150000.00000000 PA USD 147750.00000000 0.062965644938 Long LON CORP US N 2 2029-06-21 Floating 5.25740000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135F200 2570.00000000 NS USD 4311946.00000000 1.837593643518 Long EP CORP US N 1 N N N PURE STORAGE INC 549300NPDB0BZTK3WO90 74624MAB8 1195000.00000000 PA USD 1413087.50000000 0.602206198253 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 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -4.00000000 NC USD -280.00000000 -0.00011932575 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Booking Holdings Inc Booking Holdings Inc 100.00000000 2500.00000000 USD 2022-08-19 XXXX 1678.83000000 N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAK4 285000.00000000 PA USD 257614.35000000 0.109785811797 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N HANNON ARMSTRONG SUSTAIN N/A 41068XAD2 1380000.00000000 PA USD 1313783.42000000 0.559886432147 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 Atlassian Corp PLC 549300AGBII4MWBVJY22 000000000 2720.00000000 NS USD 569350.40000000 0.242636312229 Long EC CORP AU N 1 N N N Devon Energy Corp 54930042348RKR3ZPN35 25179M103 18215.00000000 NS USD 1144812.75000000 0.487877313959 Long EC CORP US N 1 N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAD3 180000.00000000 PA USD 168018.31000000 0.071603257195 Long DBT CORP US N 2 2029-02-15 Fixed 4.75000000 N N N N N N ServiceNow Inc 549300HJTQM36M0E1G39 81762P102 2290.00000000 NS USD 1022851.40000000 0.435901848238 Long EC CORP US N 1 N N N NESCO HOLDINGS II INC 254900FAHT0HW9T6L409 64083YAA9 285000.00000000 PA USD 247237.50000000 0.105363577938 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CZ1 2050000.00000000 PA USD 2183250.00000000 0.930421281298 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 IMPINJ INC 549300M26VGKSMMWWN17 453204AC3 945000.00000000 PA USD 954199.97000000 0.406645120211 Long DBT CORP US N 2 2027-05-15 Fixed 1.12500000 N N N N Y Impinj Inc USD XXXX N N N PICASSO FINANCE SUB INC N/A 71953LAA9 247000.00000000 PA USD 250204.83000000 0.106628145432 Long DBT CORP US N 2 2025-06-15 Fixed 6.12500000 N N N N N N Aon PLC 635400FALWQYX5E6QC64 000000000 3175.00000000 NS USD 924052.00000000 0.393797158285 Long EC CORP US N 1 N N N EVOLENT HEALTH INC 549300CZOCFHQ2BBTR11 30050BAD3 2075000.00000000 PA USD 2484233.87000000 1.058689595956 Long DBT CORP US N 2 2025-10-15 Fixed 1.50000000 N N N N Y Evolent Health Inc USD XXXX N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAN8 1125000.00000000 PA USD 1500229.60000000 0.639342973399 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 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -20.00000000 NC USD -720.00000000 -0.00030683766 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Written Visa Inc Visa Inc 100.00000000 185.00000000 USD 2022-08-19 XXXX 2883.00000000 N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BB7 810000.00000000 PA USD 792410.94000000 0.337696554269 Long DBT CORP LR N 2 2023-06-15 Fixed 4.25000000 N N N N Y ROYAL CARIBBEAN CRUISES USD XXXX N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DC6 260000.00000000 PA USD 267150.00000000 0.113849556990 Long DBT CORP US N 2 2026-03-15 Fixed 5.55000000 N N N N N N NGL ENRGY OP/FIN CORP N/A 62922LAA6 290000.00000000 PA USD 264935.30000000 0.112905732869 Long DBT CORP US N 2 2026-02-01 Fixed 7.50000000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -28.00000000 NC USD -1624.00000000 -0.00069208939 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Mastercard Inc Mastercard Inc 100.00000000 385.00000000 USD 2022-08-19 XXXX 2081.45000000 N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153AZ5 216000.00000000 PA USD 231377.04000000 0.098604430101 Long DBT CORP LR N 2 2025-06-01 Fixed 11.50000000 N N N N N N PACIRA PHARMACEUTICALS N/A 695127AF7 650000.00000000 PA USD 669906.25000000 0.285489536917 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 CME Group Inc LCZ7XYGSLJUHFXXNXD88 12572Q105 4690.00000000 NS USD 935561.20000000 0.398701958290 Long EC CORP US N 1 N N N FORTRESS TRANS & INFRAST 529900E7PUVK6BC8PE80 34960PAD3 150000.00000000 PA USD 134859.00000000 0.057471972323 Long DBT CORP US N 2 2028-05-01 Fixed 5.50000000 N N N N N N GRAY TELEVISION INC 529900TM5726KDN7UU35 389284AA8 365000.00000000 PA USD 367281.25000000 0.156521832690 Long DBT CORP US N 2 2027-05-15 Fixed 7.00000000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 550241AA1 315000.00000000 PA USD 263025.00000000 0.112091632892 Long DBT CORP US N 2 2029-06-15 Fixed 5.37500000 N N N N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550BH3 250000.00000000 PA USD 263403.13000000 0.112252778066 Long DBT CORP US N 2 2025-05-31 Fixed 9.50000000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -135.00000000 NC USD -2700.00000000 -0.00115064122 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Amazon.com Inc Amazon.com Inc 100.00000000 157.50000000 USD 2022-08-19 XXXX 1115.10000000 N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 5100.00000000 NS USD 1534794.00000000 0.654073056227 Long EC CORP US N 1 N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AF8 125000.00000000 PA USD 121406.25000000 0.051738902408 Long DBT CORP US N 2 2030-01-15 Fixed 4.87500000 N N N N N N Intuit Inc VI90HBPH7XSFMB9E4M29 461202103 2970.00000000 NS USD 1354824.90000000 0.577376809524 Long EC CORP US N 1 N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 460599AD5 450000.00000000 PA USD 457875.00000000 0.195129574796 Long DBT CORP GB N 2 2027-01-15 Fixed 6.25000000 N N N N N N Intuitive Surgical Inc 54930052SRG011710797 46120E602 3675.00000000 NS USD 845874.75000000 0.360480874253 Long EC CORP US N 1 N N N SILICON LABORATORIES INC 4PRDF8Q9TDHRVZKZSZ47 826919AD4 490000.00000000 PA USD 655889.29000000 0.279516021340 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 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -30.00000000 NC USD -7470.00000000 -0.00318344072 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written American Tower Corp American Tower Corp 100.00000000 280.00000000 USD 2022-08-19 XXXX -4937.43000000 N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312106 2920.00000000 NS USD 569078.80000000 0.242520566245 Long EC CORP US N 1 N N N 2020 MANDATORY EXCHANGE N/A 901376202 610.00000000 NS USD 568587.10000000 0.242311021693 Long EP CORP US N 2 N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953101 23125.00000000 NS USD 756881.25000000 0.322555100156 Long EC CORP US N 1 N N N SHOPIFY INC 549300HGQ43STJLLP808 82509LAA5 1440000.00000000 PA USD 1236025.44000000 0.526748825651 Long DBT CORP CA N 2 2025-11-01 Fixed 0.12500000 N N N N Y Shopify Inc USD XXXX N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189AS4 680000.00000000 PA USD 949620.00000000 0.404693304544 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 SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BG2 2215000.00000000 PA USD 2800867.50000000 1.193627265818 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 AVALARA INC 549300Q16CMW239SS315 05338GAA4 1270000.00000000 PA USD 1082675.00000000 0.461396478062 Long DBT CORP US N 2 2026-08-01 Fixed 0.25000000 N N N N N Avalara Inc USD XXXX N N N ANTERO MIDSTREAM PART/FI N/A 03690AAH9 290000.00000000 PA USD 283299.55000000 0.120731904409 Long DBT CORP US N 2 2029-06-15 Fixed 5.37500000 N N N N N N II-VI INC 549300O5C25A0MMHHU33 902104AB4 780000.00000000 PA USD 876720.00000000 0.373625991407 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 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -50.00000000 NC USD -650.00000000 -0.00027700622 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Marvell Technology Inc Marvell Technology Inc 100.00000000 65.00000000 USD 2022-08-19 XXXX 115.52000000 N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 300000.00000000 PA USD 244671.00000000 0.104269829527 Long DBT CORP BM N 2 2026-03-15 Fixed 5.87500000 N N N N N N VAIL RESORTS INC 529900PSZHRNU9HKH870 91879QAN9 2535000.00000000 PA USD 2305265.63000000 0.982419879170 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 DIRECTV FIN LLC/COINC N/A 25461LAA0 575000.00000000 PA USD 535664.25000000 0.228280507422 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N ORGANON & CO/ORG N/A 68622TAB7 395000.00000000 PA USD 369818.75000000 0.157603222362 Long DBT CORP US N 2 2031-04-30 Fixed 5.12500000 N N N N N N FRONTIER COMMUNICATIONS N/A 35908MAB6 280000.00000000 PA USD 235219.60000000 0.100241988603 Long DBT CORP US N 2 2030-01-15 Fixed 6.00000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAJ7 375000.00000000 PA USD 357187.50000000 0.152220245695 Long DBT CORP US N 2 2026-06-15 Fixed 6.75000000 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAQ9 445000.00000000 PA USD 468918.75000000 0.199836017038 Long DBT CORP US N 2 2029-02-01 Fixed 7.62500000 N N N N N N SSR MINING INC 549300JD2KR7AB9DYJ38 784730AB9 680000.00000000 PA USD 767380.00000000 0.327029283335 Long DBT CORP CA N 2 2039-04-01 Fixed 2.50000000 N N N N N SSR Mining Inc USD XXXX N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BF8 1190000.00000000 PA USD 1102625.81000000 0.469898783434 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 CDI ESCROW ISSUER INC N/A 12511VAA6 260000.00000000 PA USD 254165.60000000 0.108316080711 Long DBT CORP US N 2 2030-04-01 Fixed 5.75000000 N N N N N N Schlumberger NV 213800ZUA17OK3QLGM62 806857108 41735.00000000 NS USD 1545447.05000000 0.658612996422 Long EC CORP US N 1 N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 10545.00000000 NS USD 1513312.95000000 0.644918618548 Long EC CORP US N 1 N N N AMKOR TECHNOLOGY INC 529900VHLRTKPWZJBM84 031652BK5 485000.00000000 PA USD 482645.86000000 0.205686009149 Long DBT CORP US N 2 2027-09-15 Fixed 6.62500000 N N N N N N CONFLUENT INC 254900MRZ83YWUV7SN74 20717MAA1 1510000.00000000 PA USD 1124950.00000000 0.479412536538 Long DBT CORP US N 2 2027-01-15 None 0.00000000 N N N N Y Confluent Inc USD XXXX N N N Adobe Inc FU4LY2G4933NH2E1CP29 00724F101 720.00000000 NS USD 295286.40000000 0.125840261370 Long EC CORP US N 1 N N N GRAY TELEVISION INC 529900TM5726KDN7UU35 389375AL0 295000.00000000 PA USD 253613.69000000 0.108080876860 Long DBT CORP US N 2 2030-10-15 Fixed 4.75000000 N N N N N N DISH DBS CORP N/A 25470XBB0 420000.00000000 PA USD 299363.40000000 0.127577729624 Long DBT CORP US N 2 2028-07-01 Fixed 7.37500000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -23.00000000 NC USD -23.00000000 -0.00000980175 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Micron Technology Inc Micron Technology Inc 100.00000000 80.00000000 USD 2022-08-19 XXXX 242.22000000 N N N CONDOR MERGER SUB INC 254900SAGUYT3MBUU161 579063AB4 275000.00000000 PA USD 241443.13000000 0.102894229417 Long DBT CORP US N 2 2030-02-15 Fixed 7.37500000 N N N N N N UNITY SOFTWARE INC 549300D1ESJMGNQNG432 91332UAA9 2650000.00000000 PA USD 1975262.67000000 0.841784689945 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 HUGHES SATELLITE SYSTEMS N/A 444454AF9 400000.00000000 PA USD 389500.00000000 0.165990651123 Long DBT CORP US N 2 2026-08-01 Fixed 6.62500000 N N N N N N CRESTWOOD MID PARTNER LP N/A 226373AR9 280000.00000000 PA USD 255085.60000000 0.108708151055 Long DBT CORP US N 2 2029-02-01 Fixed 6.00000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599ED3 220000.00000000 PA USD 244066.90000000 0.104012384207 Long DBT CORP US N 2 2030-09-01 Fixed 6.62500000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAF5 415000.00000000 PA USD 379426.20000000 0.161697566088 Long DBT CORP US N 2 2027-09-01 Fixed 6.87500000 N N N N N N EURONET WORLDWIDE INC YG3575C4DSHJPA5KET68 298736AL3 1255000.00000000 PA USD 1227546.88000000 0.523135573545 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 PDC ENERGY INC 5493008W8H2T511J5Y59 69327RAJ0 435000.00000000 PA USD 425212.50000000 0.181210012171 Long DBT CORP US N 2 2026-05-15 Fixed 5.75000000 N N N N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 3340.00000000 NS USD 1807942.00000000 0.770478741396 Long EC CORP US N 1 N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBJ6 450000.00000000 PA USD 418050.00000000 0.178157616693 Long DBT CORP US N 2 2028-07-15 Fixed 4.00000000 N N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BF3 420000.00000000 PA USD 383002.20000000 0.163221526469 Long DBT CORP US N 2 2029-03-01 Fixed 5.37500000 N N N N N N DATADOG INC 549300F6JNO0KRPO1K63 23804LAB9 535000.00000000 PA USD 704595.00000000 0.300272613166 Long DBT CORP US N 2 2025-06-15 Fixed 0.12500000 N N N N Y Datadog Inc USD XXXX N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137206 16130.00000000 NS USD 1755266.60000000 0.748030412913 Long EP CORP US N 1 N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 19656.00000000 NS USD 5518225.44000000 2.351665812151 Long EC CORP US N 1 N N N LIBERTY MEDIA CORP 549300ZKUTPIBZLWLL89 531229AB8 1335000.00000000 PA USD 1684102.50000000 0.717702876852 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 LIBERTY MEDIA CORP N/A 531229AF9 320000.00000000 PA USD 588320.00000000 0.250720461794 Long DBT CORP US N 2 2023-01-30 Fixed 1.00000000 N N N N Y Liberty Media Corp-Liberty For USD XXXX N N N BOFA FINANCE LLC 549300CGZYSEY3ZSIW16 09709UV70 2010000.00000000 PA USD 2011092.70000000 0.857054137979 Long DBT CORP US N 2 2027-05-25 Fixed 0.60000000 N N N N N Merck & Co Inc USD XXXX N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AR5 300000.00000000 PA USD 266250.00000000 0.113466009914 Long DBT CORP US N 2 2031-09-15 Fixed 4.50000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 3787.00000000 NS USD 2053841.58000000 0.875272146775 Long EC CORP US N 1 N N N HALOZYME THERAPEUTICS IN 529900242I3SV9AGM753 40637HAD1 3800000.00000000 PA USD 3553297.81000000 1.514285538173 Long DBT CORP US N 2 2027-03-01 Fixed 0.25000000 N N N N Y Halozyme Therapeutics Inc USD XXXX N N N TECHTARGET INC 529900YQA5JL2H2VMB84 87874RAC4 1970000.00000000 PA USD 1589834.72000000 0.677529397565 Long DBT CORP US N 2 2026-12-15 None 0.00000000 N N N N Y TechTarget Inc USD XXXX N N N ENVISTA HOLDINGS CORP 549300BX623VURJZ5269 29415FAB0 260000.00000000 PA USD 518960.00000000 0.221161767155 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 TEGNA INC 549300YC5EDBGX85AO10 87901JAH8 280000.00000000 PA USD 273716.80000000 0.116648086920 Long DBT CORP US N 2 2029-09-15 Fixed 5.00000000 N N N N N N PETCO HEALTH & WELLNESS N/A 71601HAB2 232062.50000000 PA USD 224193.26000000 0.095542965866 Long LON CORP US N 2 2028-03-04 Floating 5.62310000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -10.00000000 NC USD -340.00000000 -0.00014489556 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Written Costco Wholesale Corp Costco Wholesale Corp 100.00000000 445.00000000 USD 2022-08-19 XXXX 2702.33000000 N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513105 11755.00000000 NS USD 811682.75000000 0.345909494681 Long EC CORP US N 1 N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AW4 145000.00000000 PA USD 127979.90000000 0.054540351557 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N N Tesla Inc 54930043XZGB27CTOV49 88160R101 3996.00000000 NS USD 3562234.20000000 1.518093900675 Long EC CORP US N 1 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -14.00000000 NC USD -630.00000000 -0.00026848295 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Intuitive Surgical Inc Intuitive Surgical Inc 100.00000000 260.00000000 USD 2022-08-19 XXXX 14.69000000 N N N Lam Research Corp 549300I4GMO6D34U1T02 512807108 2035.00000000 NS USD 1018537.85000000 0.434063571028 Long EC CORP US N 1 N N N CYTOKINETICS INC 549300BE5DY1HW7IHA64 23282WAB6 1040000.00000000 PA USD 1129440.00000000 0.481326010282 Long DBT CORP US N 2 2027-07-01 Fixed 3.50000000 N N N N N Cytokinetics Inc USD XXXX N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466CAC0 480000.00000000 PA USD 472809.60000000 0.201494154971 Long DBT CORP US N 2 2027-09-30 Fixed 5.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746804 2700.00000000 NS USD 3426300.00000000 1.460163717446 Long EP CORP US N 1 N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 09857L108 700.00000000 NS USD 1354983.00000000 0.577444185960 Long EC CORP US N 1 N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M102 6135.00000000 NS USD 976078.50000000 0.415968949327 Long EC CORP US N 1 N N N LUMENTUM HOLDINGS INC 549300JLWRRC38DWEF52 55024UAD1 2210000.00000000 PA USD 2439733.85000000 1.039725315353 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 Visa Inc 549300JZ4OKEHW3DPJ59 92826C839 7100.00000000 NS USD 1505981.00000000 0.641794009678 Long EC CORP US N 1 N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550BR1 305000.00000000 PA USD 265212.75000000 0.113023971909 Long DBT CORP US N 2 2031-07-15 Fixed 5.25000000 N N N N N N Horizon Therapeutics Plc 529900P0GSQ79OOZEV53 000000000 4515.00000000 NS USD 374609.55000000 0.159644886063 Long EC CORP US N 1 N N N GOTO GROUP INC 549300D12V5KRBV00592 541056AA5 430000.00000000 PA USD 313805.40000000 0.133732381699 Long DBT CORP US N 2 2027-09-01 Fixed 5.50000000 N N N N N N WORLD WRESTLING ENTERTAI 549300WZVLSCS3L4L698 98156QAB4 600000.00000000 PA USD 1681800.00000000 0.716721635583 Long DBT CORP US N 2 2023-12-15 Fixed 3.37500000 N N N N Y WWE USD XXXX N N N CEDAR FAIR/CAN/MAGNUM/MI N/A 150190AB2 465000.00000000 PA USD 453161.10000000 0.193120683062 Long DBT CORP US N 2 2027-04-15 Fixed 5.37500000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AF4 175000.00000000 PA USD 94998.75000000 0.040484991960 Long DBT CORP CA N 2 2029-05-30 Fixed 7.25000000 N N N N N N MIDDLEBY CORP JDFO86U9VQRBKW5KYA35 596278AB7 480000.00000000 PA USD 596880.00000000 0.254368420648 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 MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57665RAG1 395000.00000000 PA USD 383408.73000000 0.163394774683 Long DBT CORP US N 2 2027-12-15 Fixed 5.00000000 N N N N N N Salesforce Inc RCGZFPDMRW58VJ54VR07 79466L302 2320.00000000 NS USD 426926.40000000 0.181940413653 Long EC CORP US N 1 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -20.00000000 NC USD -5220.00000000 -0.00222457303 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Costco Wholesale Corp Costco Wholesale Corp 100.00000000 570.00000000 USD 2022-08-19 XXXX -1602.27000000 N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 33805.00000000 NS USD 5493650.55000000 2.341192893044 Long EC CORP US N 1 N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BL0 395000.00000000 PA USD 372876.05000000 0.158906131779 Long DBT CORP US N 2 2027-11-15 Fixed 5.50000000 N N N N N N Generac Holdings Inc 529900S2H2AHJHSFFI84 368736104 2070.00000000 NS USD 555381.00000000 0.236683064985 Long EC CORP US N 1 N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAJ9 3185000.00000000 PA USD 2644870.15000000 1.127146902018 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 PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AP2 1290000.00000000 PA USD 2961840.00000000 1.262227856545 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 BAUSCH HEALTH AMERICAS KOO0397YRO83WY5MGD97 91911XAW4 550000.00000000 PA USD 347380.00000000 0.148040647977 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 281178.30000000 0.119827905260 Long DBT CORP US N 2 2030-10-01 Fixed 6.37500000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AH4 455000.00000000 PA USD 452861.50000000 0.192993004502 Long DBT CORP US N 2 2027-06-01 Fixed 5.87500000 N N N N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409V104 1325.00000000 NS USD 499432.25000000 0.212839754479 Long EC CORP US N 1 N N N GRAY ESCROW II INC N/A 389286AA3 275000.00000000 PA USD 242687.50000000 0.103424534389 Long DBT CORP US N 2 2031-11-15 Fixed 5.37500000 N N N N N N NATERA INC N/A 632307AB0 230000.00000000 PA USD 334398.85000000 0.142508556730 Long DBT CORP US N 2 2027-05-01 Fixed 2.25000000 N N N N Y Natera Inc USD XXXX N N N ENPHASE ENERGY INC 5493008U7KIGMI59Z314 29355AAH0 2700000.00000000 PA USD 3234600.00000000 1.378468190307 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 549300LKFJ962MZ46593 17275R102 16520.00000000 NS USD 749512.40000000 0.319414765857 Long EC CORP US N 1 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -17.00000000 NC USD -255.00000000 -0.00010867167 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written Crowdstrike Holdings Inc Crowdstrike Holdings Inc 100.00000000 235.00000000 USD 2022-08-19 XXXX 1126.73000000 N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAC2 295000.00000000 PA USD 298724.38000000 0.127305402677 Long DBT CORP US N 2 2027-03-14 Fixed 7.25000000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612E106 2770.00000000 NS USD 452562.60000000 0.192865624257 Long EC CORP US N 1 N N N SPLUNK INC 549300XGDSGBP6UEI867 848637AF1 420000.00000000 PA USD 360150.00000000 0.153482754819 Long DBT CORP US N 2 2027-06-15 Fixed 1.12500000 N N N N Y Splunk Inc USD XXXX N N N AIR TRANSPORT SERVICES G 5493000F3MSFGIXTQE27 00922RAB1 1665000.00000000 PA USD 1885612.50000000 0.803579067116 Long DBT CORP US N 2 2024-10-15 Fixed 1.12500000 N N N N Y Air Transport Services Group I USD XXXX N N N CLOUDFLARE INC 5493007DY18BGNLDWU14 18915MAD9 5150000.00000000 PA USD 4209871.00000000 1.794093012674 Long DBT CORP US N 2 2026-08-15 None 0.00000000 N N N N Y Cloudflare Inc USD XXXX N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 23600.00000000 NS USD 3184820.00000000 1.357253775383 Long EC CORP US N 1 N N N SAREPTA THERAPEUTICS INC 549300IKDPIED8J8IG21 803607AB6 995000.00000000 PA USD 1454565.63000000 0.619882659886 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 BATH & BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AW4 325000.00000000 PA USD 310135.08000000 0.132168225585 Long DBT CORP US N 2 2030-10-01 Fixed 6.62500000 N N N N N N KBR INC 254900OFQDXZRKRCV808 48242WAB2 850000.00000000 PA USD 1799875.00000000 0.767040881107 Long DBT CORP US N 2 2023-11-01 Fixed 2.50000000 N N N N Y KBR Inc USD XXXX N N N HAT HOLDINGS I LLC/HAT N/A 418751AG8 830000.00000000 PA USD 770240.00000000 0.328248110709 Long DBT CORP US N 2 2025-05-01 None 0.00000000 N N N N N Hannon Armstrong Sustainable I USD XXXX N N N REPAY HOLDINGS N/A 76029LAA8 1350000.00000000 PA USD 1043550.00000000 0.444722834352 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 TRONOX INC 549300EPZ4YXC7E5P181 897051AC2 300000.00000000 PA USD 258606.67000000 0.110208702280 Long DBT CORP US N 2 2029-03-15 Fixed 4.62500000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 62886EBA5 330000.00000000 PA USD 316824.75000000 0.135019118214 Long DBT CORP US N 2 2029-04-15 Fixed 5.12500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AY3 445000.00000000 PA USD 408287.50000000 0.173997196330 Long DBT CORP US N 2 2028-04-01 Fixed 7.50000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAN4 545000.00000000 PA USD 501361.85000000 0.213662079409 Long DBT CORP CA N 2 2029-06-15 Fixed 4.75000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAF6 320000.00000000 PA USD 324800.31000000 0.138418010120 Long DBT CORP US N 2 2023-10-01 Fixed 8.25000000 N N N N N N BILL.COM HOLDINGS INC 549300IBF9VZZIGOZW63 090043AC4 2230000.00000000 PA USD 1812990.00000000 0.772630014328 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 KOPPERS INC LTO4ZL5EBDR1NE6FGJ36 500605AH3 305000.00000000 PA USD 290582.65000000 0.123835695195 Long DBT CORP US N 2 2025-02-15 Fixed 6.00000000 N N N N N N LUCID GROUP INC N/A 549498AA1 640000.00000000 PA USD 401785.32000000 0.171226205080 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 AKAMAI TECHNOLOGIES INC OC1LZNN2LF5WTJ5RIL89 00971TAJ0 1495000.00000000 PA USD 1715512.50000000 0.731088669796 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 COTY INC 549300BO9IWPF3S48F93 222070AB0 255000.00000000 PA USD 249753.38000000 0.106435753957 Long DBT CORP US N 2 2026-04-15 Fixed 6.50000000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -10.00000000 NC USD -570.00000000 -0.00024291314 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Put Written Mastercard Inc Mastercard Inc 100.00000000 305.00000000 USD 2022-08-19 XXXX 3930.20000000 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CA6 250000.00000000 PA USD 272500.00000000 0.116129531273 Long DBT CORP US N 2 2031-07-16 Fixed 7.45000000 N N N N N N ETSY INC 54930089Q7XT501AEA40 29786AAN6 4025000.00000000 PA USD 3244150.00000000 1.382538050944 Long DBT CORP US N 2 2028-06-15 Fixed 0.25000000 N N N N Y Etsy Inc USD XXXX N N N RAPID7 INC 549300GNVG5D60KEYN14 753422AF1 1390000.00000000 PA USD 1250305.00000000 0.532834251741 Long DBT CORP US N 2 2027-03-15 Fixed 0.25000000 N N N N Y Rapid7 Inc USD XXXX N N N WEATHERFORD INTERNATIONA 549300A2JKMG5PGOGF82 947075AU1 395000.00000000 PA USD 357198.50000000 0.152224933492 Long DBT CORP BM N 2 2030-04-30 Fixed 8.62500000 N N N N N N SPLUNK INC 549300XGDSGBP6UEI867 848637AC8 2475000.00000000 PA USD 2456437.50000000 1.046843799922 Long DBT CORP US N 2 2023-09-15 Fixed 0.50000000 N N N N Y Splunk Inc USD XXXX N N N CHEGG INC 549300AKX7O8JG0O3G77 163092AD1 2855000.00000000 PA USD 2459582.50000000 1.048184083870 Long DBT CORP US N 2 2025-03-15 Fixed 0.12500000 N N N N Y Chegg Inc USD XXXX N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AF5 390000.00000000 PA USD 371666.10000000 0.158390495352 Long DBT CORP US N 2 2028-11-15 Fixed 5.75000000 N N N N N N JAZZ SECURITIES DAC 6354009DV8VV7K6KOO02 47216FAA5 555000.00000000 PA USD 534381.75000000 0.227733952839 Long DBT CORP IE N 2 2029-01-15 Fixed 4.37500000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -15.00000000 NC USD 0.00000000 0.000000 N/A DE CORP US N 2 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written CME Group Inc CME Group Inc 100.00000000 240.00000000 USD 2022-08-19 XXXX 572.69000000 N N N TJX Cos Inc/The V167QI9I69W364E2DY52 872540109 9270.00000000 NS USD 566953.20000000 0.241614713285 Long EC CORP US N 1 N N N SHIFT4 PAYMENTS INC N/A 82452JAB5 1575000.00000000 PA USD 1353515.63000000 0.576818846546 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 CCO HLDGS LLC/CAP CORP N/A 1248EPCB7 385000.00000000 PA USD 366885.75000000 0.156353285059 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAQ2 140000.00000000 PA USD 131268.20000000 0.055941704723 Long DBT CORP US N 2 2028-01-15 Fixed 6.62500000 N N N N N N LIBERTY BROADBAND CORP 549300MIX43II8JLN536 530307AA5 2240000.00000000 PA USD 2138518.41000000 0.911358314033 Long DBT CORP US N 2 2050-09-30 Fixed 2.75000000 N N N N N Charter Communications Inc USD XXXX N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAA8 425000.00000000 PA USD 360315.00000000 0.153553071783 Long DBT CORP US N 2 2029-10-15 Fixed 4.62500000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -5.00000000 NC USD -250.00000000 -0.00010654085 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written Atlassian Corp PLC Atlassian Corp PLC 100.00000000 280.00000000 USD 2022-08-19 XXXX 564.48000000 N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168Q120 17770.00000000 NS USD 1124130.20000000 0.479063167768 Long EP CORP CA N 1 N N N KENNEDY-WILSON INC 5EA4464UK7FM5QNNKL62 489399AM7 395000.00000000 PA USD 336737.50000000 0.143505203806 Long DBT CORP US N 2 2031-03-01 Fixed 5.00000000 N N N N N N ENTEGRIS ESCROW CORP N/A 29365BAB9 505000.00000000 PA USD 501212.50000000 0.213598431903 Long DBT CORP US N 2 2030-06-15 Fixed 5.95000000 N N N N N N LITHIUM AMERICAS CORP 529900Q9ENG7EHHZ5R75 53680QAB4 1635000.00000000 PA USD 1424483.94000000 0.607062944071 Long DBT CORP CA N 2 2027-01-15 Fixed 1.75000000 N N N N N Lithium Americas Corp USD XXXX N N N IQVIA Holdings Inc 549300W3R20NM4KQPH86 46266C105 4935.00000000 NS USD 1185732.45000000 0.505315793155 Long EC CORP US N 1 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -25.00000000 NC USD -3425.00000000 -0.00145960970 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written UnitedHealth Group Inc UnitedHealth Group Inc 100.00000000 575.00000000 USD 2022-08-19 XXXX -958.25000000 N N N BEAUTY HEALTH CO/THE 5493001Z2JZQT4C63C50 88331LAA6 1710000.00000000 PA USD 1416735.00000000 0.603760629319 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 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06739GCF4 1185000.00000000 PA USD 1270258.50000000 0.541337703492 Long DBT CORP GB N 2 2025-02-18 None 0.00000000 N N N N N Visa Inc USD XXXX N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAK7 2145000.00000000 PA USD 2154421.53000000 0.918135642001 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 TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDJ6 550000.00000000 PA USD 536250.00000000 0.228530132644 Long DBT CORP US N 2 2028-10-01 Fixed 6.12500000 N N N N N N OWENS-BROCKWAY V2UQUCDZJ9WY98W8QU33 69073TAT0 385000.00000000 PA USD 370300.70000000 0.157808611821 Long DBT CORP US N 2 2027-05-13 Fixed 6.62500000 N N N N N N DISH DBS CORP N/A 25470XBF1 230000.00000000 PA USD 186587.50000000 0.079516766666 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 7160.00000000 NS USD 1627468.00000000 0.693567324783 Long EC CORP US N 1 N N N AMERICAN AIRLINES GROUP N/A 02376RAF9 775000.00000000 PA USD 864900.00000000 0.368588739812 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 ZILLOW GROUP INC 2549002XEELQDIR6FU05 98954MAH4 1800000.00000000 PA USD 1749600.00000000 0.745615515291 Long DBT CORP US N 2 2025-05-15 Fixed 2.75000000 N N N N Y Zillow Group Inc USD XXXX N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 11270.00000000 NS USD 1098036.10000000 0.467942816935 Long EC CORP US N 1 N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 000000000 -27.00000000 NC USD -810.00000000 -0.00034519236 N/A DE CORP US N 1 NASDAQ, INC. 549300L8X1Q78ERXFD06 Call Written Horizon Therapeutics Plc Horizon Therapeutics Plc 100.00000000 100.00000000 USD 2022-08-19 XXXX 466.01000000 N N N SUNOCO LP/FINANCE CORP N/A 86765LAZ0 145000.00000000 PA USD 127167.90000000 0.054194306862 Long DBT CORP US N 2 2030-04-30 Fixed 4.50000000 N N N N N N COMPASS GROUP DIVERSIFIE 549300I6PTUQPX21TE93 20451RAB8 435000.00000000 PA USD 383896.20000000 0.163602516564 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 28470RAH5 430000.00000000 PA USD 428925.00000000 0.182792143859 Long DBT CORP US N 2 2025-07-01 Fixed 6.25000000 N N N N N N DANAHER CORP S4BKK9OTCEWQ3YHPFM11 235851409 1705.00000000 NS USD 2594754.25000000 1.105789338802 Long EP CORP US N 1 N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AT1 285000.00000000 PA USD 267763.20000000 0.114110880397 Long DBT CORP US N 2 2030-01-15 Fixed 5.87500000 N N N N N N BILL.COM HOLDINGS INC 549300IBF9VZZIGOZW63 090043AB6 650000.00000000 PA USD 729950.00000000 0.311077986618 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 EXPEDIA GROUP INC N/A 30212PBE4 1550000.00000000 PA USD 1407457.40000000 0.599806855596 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 PARK INTERMED HOLDINGS N/A 70052LAB9 260000.00000000 PA USD 254855.90000000 0.108610261318 Long DBT CORP US N 2 2028-10-01 Fixed 5.87500000 N N N N N N SIMMONS FOOD INC/SIMMONS N/A 82873MAA1 300000.00000000 PA USD 273888.00000000 0.116721046097 Long DBT CORP US N 2 2029-03-01 Fixed 4.62500000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAA0 250000.00000000 PA USD 242390.00000000 0.103297750772 Long DBT CORP US N 2 2025-09-15 Fixed 7.50000000 N N N N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAK1 465000.00000000 PA USD 506905.20000000 0.216024452390 Long DBT CORP US N 2 2026-03-01 Fixed 7.62500000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAH0 370000.00000000 PA USD 362287.35000000 0.154393615199 Long DBT CORP US N 2 2029-05-15 Fixed 5.12500000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BG6 265000.00000000 PA USD 278255.30000000 0.118582229590 Long DBT CORP PA N 2 2026-02-01 Fixed 10.50000000 N N N N N N SEAWORLD PARKS & ENTERTA 549300UZV72O3371JJ53 81282UAG7 425000.00000000 PA USD 381012.50000000 0.162373589117 Long DBT CORP US N 2 2029-08-15 Fixed 5.25000000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066G104 5430.00000000 NS USD 986250.90000000 0.420304054075 Long EC CORP US N 1 N N N BOX INC 549300KQUCPD8687YS68 10316TAB0 1155000.00000000 PA USD 1425847.50000000 0.607644043461 Long DBT CORP US N 2 2026-01-15 None 0.00000000 N N N N Y Box Inc USD XXXX N N N CONSENSUS CLOUD SOLUTION N/A 20848VAB1 295000.00000000 PA USD 262396.96000000 0.111823985220 Long DBT CORP US N 2 2028-10-15 Fixed 6.50000000 N N N N N N II-VI INC 549300O5C25A0MMHHU33 902104AC2 400000.00000000 PA USD 381000.00000000 0.162368262074 Long DBT CORP US N 2 2029-12-15 Fixed 5.00000000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978V103 4685.00000000 NS USD 855246.75000000 0.364474877802 Long EC CORP US N 1 N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BL7 310000.00000000 PA USD 313402.25000000 0.133560573918 Long DBT CORP US N 2 2030-01-15 Fixed 5.25000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAF6 3585000.00000000 PA USD 2537821.50000000 1.081526683493 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 Exelon Corp 3SOUA6IRML7435B56G12 30161N101 35935.00000000 NS USD 1670618.15000000 0.711956340173 Long EC CORP US N 1 N N N INSULET CORPORATION 549300TZTYD2PYN92D43 45784PAK7 1185000.00000000 PA USD 1485990.00000000 0.633274576799 Long DBT CORP US N 2 2026-09-01 Fixed 0.37500000 N N N N Y Insulet Corp USD XXXX N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAP9 500000.00000000 PA USD 518005.01000000 0.220754785353 Long DBT CORP US N 2 2028-06-15 Fixed 7.25000000 N N N N N N ADT SEC CORP 5493009JEEDYLVRA0J13 00109LAA1 295000.00000000 PA USD 265500.00000000 0.113146387351 Long DBT CORP US N 2 2029-08-01 Fixed 4.12500000 N N N N N N NEXTERA ENERGY INC N/A 65339F796 36480.00000000 NS USD 2239507.20000000 0.954396041910 Long EP CORP US N 1 N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AL5 225000.00000000 PA USD 201969.00000000 0.086071799272 Long DBT CORP US N 2 2031-05-01 Fixed 4.00000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAE0 370000.00000000 PA USD 374625.00000000 0.159651470288 Long DBT CORP US N 2 2027-09-15 Fixed 7.50000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAA2 255000.00000000 PA USD 255000.00000000 0.108671671467 Long DBT CORP US N 2 2027-07-15 Fixed 5.50000000 N N N N N N GLOBAL BLOOD THERAP 549300U4G0QKK99GRT15 37890UAA6 550000.00000000 PA USD 667150.00000000 0.284314923997 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 CLARIV SCI HLD CORP N/A 18064PAD1 300000.00000000 PA USD 265500.00000000 0.113146387351 Long DBT CORP US N 2 2029-07-01 Fixed 4.87500000 N N N N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 92769XAP0 395000.00000000 PA USD 375250.00000000 0.159917822424 Long DBT CORP GB N 2 2029-05-15 Fixed 5.50000000 N N N N N N Vertex Pharmaceuticals Inc 54930015RAQRRZ5ZGJ91 92532F100 1955.00000000 NS USD 548201.55000000 0.233623446037 Long EC CORP US N 1 N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 02406PAU4 390000.00000000 PA USD 374400.00000000 0.159555583519 Long DBT CORP US N 2 2027-04-01 Fixed 6.50000000 N N N N N N JAZZ INVESTMENTS I LTD N/A 472145AF8 3165000.00000000 PA USD 3774074.40000000 1.608372444275 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 EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAH3 120000.00000000 PA USD 120248.40000000 0.051245469095 Long DBT CORP US N 2 2027-07-01 Fixed 6.50000000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -12.00000000 NC USD -5040.00000000 -0.00214786362 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Aon PLC Aon PLC 100.00000000 300.00000000 USD 2022-08-19 XXXX -3872.06000000 N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAH4 120000.00000000 PA USD 119940.00000000 0.051114040297 Long DBT CORP US N 2 2024-08-01 Fixed 0.59900000 N N N N N BioMarin Pharmaceutical Inc USD XXXX N N N HUDBAY MINERALS INC 549300WI524AL577IX21 443628AH5 415000.00000000 PA USD 322662.50000000 0.137506953705 Long DBT CORP CA N 2 2029-04-01 Fixed 6.12500000 N N N N N N APOLLO CMMRL REAL EST FI 549300E0AN7M2AQHSY29 03762UAB1 3755000.00000000 PA USD 3741112.25000000 1.594325181782 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 CCF HOLDINGS LLC CLASS M EQUITY N/A 000000000 219990.00000000 NS USD 65997.00000000 0.028125507066 Long EC CORP US N 3 N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AS3 295000.00000000 PA USD 292050.00000000 0.124461026086 Long DBT CORP US N 2 2029-03-01 Fixed 6.75000000 N N N N N N PARK INTERMED HOLDINGS N/A 70052LAC7 290000.00000000 PA USD 267045.05000000 0.113804831139 Long DBT CORP US N 2 2029-05-15 Fixed 4.87500000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -8.00000000 NC USD -1600.00000000 -0.00068186146 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Intuit Inc Intuit Inc 100.00000000 500.00000000 USD 2022-08-19 XXXX -848.25000000 N N N NATIONSTAR MTG HLD INC N/A 63861CAE9 145000.00000000 PA USD 121256.25000000 0.051674977895 Long DBT CORP US N 2 2031-11-15 Fixed 5.75000000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -21.00000000 NC USD -14910.00000000 -0.00635409655 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Accenture PLC Accenture PLC 100.00000000 305.00000000 USD 2022-08-19 XXXX -13340.48000000 N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 89686QAB2 355000.00000000 PA USD 338977.33000000 0.144459737414 Long DBT CORP NL N 2 2027-08-15 Fixed 8.50000000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -2.00000000 NC USD -1080.00000000 -0.00046025649 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Chipotle Mexican Grill Inc Chipotle Mexican Grill Inc 100.00000000 1710.00000000 USD 2022-08-19 XXXX -374.40000000 N N N AIRBNB INC 549300HMUDNO0RY56D37 009066AB7 1000000.00000000 PA USD 870000.00000000 0.370762173241 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Airbnb Inc USD XXXX N N N McKesson Corp 549300WZWOM80UCFSF54 58155Q103 2880.00000000 NS USD 983750.40000000 0.419238432449 Long EC CORP US N 1 N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 085770AB1 270000.00000000 PA USD 272477.25000000 0.116119836056 Long DBT CORP US N 2 2027-07-15 Fixed 5.62500000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 37300.00000000 NS USD 4338736.00000000 1.849010561473 Long EC CORP US N 1 N N N LUMENTUM HOLDINGS INC 549300JLWRRC38DWEF52 55024UAE9 1085000.00000000 PA USD 999285.00000000 0.425858710675 Long DBT CORP US N 2 2028-06-15 Fixed 0.50000000 N N N N Y Lumentum Holdings Inc USD XXXX N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 000000000 -35.00000000 NC USD -70.00000000 -0.00002983143 N/A DE CORP US N 2 NASDAQ, INC. 549300L8X1Q78ERXFD06 Call Written AbbVie Inc AbbVie Inc 100.00000000 167.50000000 USD 2022-08-19 XXXX 1016.40000000 N N N WOLFSPEED INC 549300OGU88P3AW3TO93 977852AA0 2420000.00000000 PA USD 2297487.50000000 0.979105124707 Long DBT CORP US N 2 2028-02-15 Fixed 0.25000000 N N N N Y Wolfspeed Inc USD XXXX N N N TRIUMPH GROUP INC 5493007L6S47Q14SL582 896818AS0 143000.00000000 PA USD 147914.91000000 0.063035923547 Long DBT CORP US N 2 2024-06-01 Fixed 8.87500000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CX6 460000.00000000 PA USD 549700.00000000 0.234262030610 Long DBT CORP US N 2 2030-04-22 Fixed 9.62500000 N N N N N N PERFICIENT INC 549300HTBXKL2755T650 71375UAE1 2200000.00000000 PA USD 1872200.00000000 0.797863150279 Long DBT CORP US N 2 2026-11-15 Fixed 0.12500000 N N N N Y Perficient Inc USD XXXX N N N APTIV PLC N/A 000000000 8730.00000000 NS USD 1058687.10000000 0.451173712619 Long EP CORP IE N 1 N N N LIBERTY BROADBAND CORP 549300MIX43II8JLN536 530307AC1 2995000.00000000 PA USD 2785350.00000000 1.187014274987 Long DBT CORP US N 2 2050-09-30 Fixed 1.25000000 N N N N N Charter Communications Inc USD XXXX N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBC4 3435000.00000000 PA USD 2337517.50000000 0.996164446310 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 Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746101 34255.00000000 NS USD 1502766.85000000 0.640424256530 Long EC CORP US N 1 N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 428040DB2 435000.00000000 PA USD 371944.58000000 0.158509173340 Long DBT CORP US N 2 2029-12-01 Fixed 5.00000000 N N N N N N SPLUNK INC 549300XGDSGBP6UEI867 848637AD6 1025000.00000000 PA USD 1027562.50000000 0.437909546714 Long DBT CORP US N 2 2025-09-15 Fixed 1.12500000 N N N N Y Splunk Inc USD XXXX N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034AU3 3615000.00000000 PA USD 4054222.50000000 1.727761315983 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 ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AV6 267000.00000000 PA USD 232790.62000000 0.099206846185 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 023771S58 300000.00000000 PA USD 333000.00000000 0.141912418033 Long DBT CORP US N 2 2025-07-15 Fixed 11.75000000 N N N N N N EDGEWELL PERSONAL CARE 549300CY8QZDL4Z3RU59 28035QAA0 300000.00000000 PA USD 294165.00000000 0.125362361714 Long DBT CORP US N 2 2028-06-01 Fixed 5.50000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AK9 2080000.00000000 PA USD 1662401.17000000 0.708454563895 Long DBT CORP US N 2 2027-11-01 Fixed 0.25000000 N N N N Y Square Inc USD XXXX N N N CCF HLDGS LLC WT CCF HLDGS LLC WTS C N/A 000000000 363920.00000000 NC USD 40031.20000000 0.017059832999 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 40031.20000000 N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAJ0 425000.00000000 PA USD 397600.25000000 0.169442681346 Long DBT CORP US N 2 2030-07-15 Fixed 5.25000000 N N N N N N DELUXE CORP KWGNKB8TX9LE5TV29231 248019AU5 285000.00000000 PA USD 248782.20000000 0.106021872569 Long DBT CORP US N 2 2029-06-01 Fixed 8.00000000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -1.00000000 NC USD -25.00000000 -0.00001065408 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Home Depot Inc/The Home Depot Inc/The 100.00000000 340.00000000 USD 2022-08-19 XXXX 17.40000000 N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 4380.00000000 NS USD 1549600.20000000 0.660382917020 Long EC CORP US N 1 N N N CONMED CORP Z6C0YCECH9DCU5ZIQW84 207410AG6 870000.00000000 PA USD 833025.00000000 0.355004780878 Long DBT CORP US N 2 2027-06-15 Fixed 2.25000000 N N N N Y CONMED Corp USD XXXX N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 71376LAE0 300000.00000000 PA USD 266580.00000000 0.113606643842 Long DBT CORP US N 2 2029-08-01 Fixed 4.25000000 N N N N N N TYLER TECHNOLOGIES INC 25490040SMU4Z8LBCW70 902252AB1 2135000.00000000 PA USD 2223602.50000000 0.947618040604 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 FORTRESS TRANS & INFRAST 529900E7PUVK6BC8PE80 34960PAC5 350000.00000000 PA USD 353363.50000000 0.150590596786 Long DBT CORP US N 2 2027-08-01 Fixed 9.75000000 N N N N N N CCF Holdings LLC N/A 12509J208 1026972.00000000 NS USD 308091.60000000 0.131297369164 Long EC CORP US N 3 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -36.00000000 NC USD -684.00000000 -0.00029149577 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Microsoft Corp Microsoft Corp 100.00000000 310.00000000 USD 2022-08-19 XXXX 1495.44000000 N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAB8 415000.00000000 PA USD 375056.25000000 0.159835253261 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 370000.00000000 PA USD 364912.50000000 0.155512358095 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550BJ9 265000.00000000 PA USD 237837.50000000 0.101357641814 Long DBT CORP US N 2 2031-04-30 Fixed 5.25000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAM1 300000.00000000 PA USD 261000.00000000 0.111228651972 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAG1 4870000.00000000 PA USD 3275075.00000000 1.395717154631 Long DBT CORP US N 2 2028-03-01 Fixed 0.12500000 N N N N Y Snap Inc USD XXXX N N N LIVENT CORP 254900OOLQ2VNMZTJL47 53814LAB4 220000.00000000 PA USD 646690.00000000 0.275595620475 Long DBT CORP US N 2 2025-07-15 Fixed 4.12500000 N N N N Y Livent Corp USD XXXX N N N ZSCALER INC. 529900MZ0RTK1BWRNF46 98980GAB8 960000.00000000 PA USD 1188960.00000000 0.506691256893 Long DBT CORP US N 2 2025-07-01 Fixed 0.12500000 N N N N Y Zscaler Inc USD XXXX N N N NOVOCURE LTD 213800YPP55UMHWA4826 67011XAB9 780000.00000000 PA USD 673530.00000000 0.287033846601 Long DBT CORP JE N 2 2025-11-01 None 0.00000000 N N N N Y NOVOCURE LTD USD XXXX N N N SELECT MEDICAL CORP 549300X05KS0JKR8CB50 816196AT6 280000.00000000 PA USD 280364.00000000 0.119480880389 Long DBT CORP US N 2 2026-08-15 Fixed 6.25000000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -9.00000000 NC USD -180.00000000 -0.00007670941 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written ServiceNow Inc ServiceNow Inc 100.00000000 570.00000000 USD 2022-08-19 XXXX 465.83000000 N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 16115QAD2 360000.00000000 PA USD 1211668.94000000 0.516368976372 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 COUPA SOFTWARE INC 549300Q95ICR2GFL2K37 22266LAC0 2345000.00000000 PA USD 2040150.00000000 0.869437296251 Long DBT CORP US N 2 2025-06-15 Fixed 0.12500000 N N N N Y Coupa Software Inc USD XXXX N N N STRIDE INC 254900BRWS3AFONWU277 86333MAA6 2320000.00000000 PA USD 2426720.00000000 1.034179288562 Long DBT CORP US N 2 2027-09-01 Fixed 1.12500000 N N N N Y Stride Inc USD XXXX N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAN0 360000.00000000 PA USD 370485.00000000 0.157887153739 Long DBT CORP US N 2 2030-06-01 Fixed 7.50000000 N N N N N N Enphase Energy Inc 5493008U7KIGMI59Z314 29355A107 4740.00000000 NS USD 1347013.20000000 0.574047748755 Long EC CORP US N 1 N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -28.00000000 NC USD -3136.00000000 -0.00133644847 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Eli Lilly & Co Eli Lilly & Co 100.00000000 365.00000000 USD 2022-08-19 XXXX 755.08000000 N N N Accenture PLC N/A 000000000 5220.00000000 NS USD 1598677.20000000 0.681297739062 Long EC CORP IE N 1 N N N 2020 CASH EXCH TRUST N/A 901375105 2830.00000000 NS USD 3392717.20000000 1.445851956628 Long EP CORP US N 2 N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106103 7310.00000000 NS USD 840065.20000000 0.358005056570 Long EC CORP US N 1 N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CH2 305000.00000000 PA USD 276427.60000000 0.117803330712 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -1.00000000 NC USD -97.50000000 -0.00004155093 N/A DE CORP US N 2 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written McKesson Corp McKesson Corp 100.00000000 380.00000000 USD 2022-08-19 XXXX -18.54000000 N N N EPAM Systems Inc 549300XCR4R530HJP604 29414B104 1062.00000000 NS USD 370903.50000000 0.158065503129 Long EC CORP US N 1 N N N NATIONSTAR MTG HLD INC N/A 63861CAC3 290000.00000000 PA USD 254837.50000000 0.108602419912 Long DBT CORP US N 2 2028-08-15 Fixed 5.50000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35908MAD2 240000.00000000 PA USD 254853.60000000 0.108609281143 Long DBT CORP US N 2 2030-05-15 Fixed 8.75000000 N N N N N N PALO ALTO NETWORKS 549300QXR2YVZV231H43 697435AD7 910000.00000000 PA USD 1719445.00000000 0.732764557436 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 MP MATERIALS CORP N/A 553368AA9 2030000.00000000 PA USD 2041418.75000000 0.869977991087 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 NASDAQ, INC. 549300L8X1Q78ERXFD06 000000000 -33.00000000 NC USD -14190.00000000 -0.00604725889 N/A DE CORP US N 1 NASDAQ, INC. 549300L8X1Q78ERXFD06 Call Written Enphase Energy Inc Enphase Energy Inc 100.00000000 330.00000000 USD 2022-08-19 XXXX -8280.47000000 N N N GRIFFON CORPORATION 5493000C2SGNC7ZN3242 398433AP7 355000.00000000 PA USD 339646.25000000 0.144744806647 Long DBT CORP US N 2 2028-03-01 Fixed 5.75000000 N N N N N N OKTA INC 549300N8J06I8MRHU620 679295AD7 2310000.00000000 PA USD 2145990.00000000 0.914542432362 Long DBT CORP US N 2 2025-09-01 Fixed 0.12500000 N N N N Y Okta Inc USD XXXX N N N CYBERARK SOFTWARE LTD 529900YEXNDM894PWS93 23248VAB1 1000000.00000000 PA USD 1077820.78000000 0.459327787078 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 Waste Management Inc 549300YX8JIID70NFS41 94106L109 8915.00000000 NS USD 1467052.40000000 0.625204064463 Long EC CORP US N 1 N N N CLARIOS GLOBAL LP/US FIN N/A 69867DAC2 645000.00000000 PA USD 650985.60000000 0.277426248051 Long DBT CORP N/A N 2 2027-05-15 Fixed 8.50000000 N N N N N N LIONS GATE CAPITAL HOLD 549300MWJHNLR35C0837 53627NAE1 410000.00000000 PA USD 333754.08000000 0.142233779343 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N NEXTERA ENERGY INC N/A 65339F770 61870.00000000 NS USD 3245081.50000000 1.382935022168 Long EP CORP US N 1 N N N BLOCK INC 549300OHIIUWSTIZME52 852234AF0 2170000.00000000 PA USD 2216112.50000000 0.944426076607 Long DBT CORP US N 2 2025-03-01 Fixed 0.12500000 N N N N Y Square Inc USD XXXX N N N FRONTIER COMMUNICATIONS N/A 35906ABF4 265000.00000000 PA USD 249031.10000000 0.106127944644 Long DBT CORP US N 2 2028-05-01 Fixed 5.00000000 N N N N N N HORIZON THERAPEUTICS USA 254900IS87RLPXY88S03 44055PAA4 285000.00000000 PA USD 282691.50000000 0.120472775743 Long DBT CORP US N 2 2027-08-01 Fixed 5.50000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 94973VBG1 205000.00000000 PA USD 1390125.50000000 0.592420633860 Long DBT CORP US N 2 2042-10-15 Fixed 2.75000000 N N N N Y Anthem Inc USD XXXX N N N TEREX CORP YAWJZJYEQ7M1SYMOS462 880779BA0 280000.00000000 PA USD 249866.40000000 0.106483918947 Long DBT CORP US N 2 2029-05-15 Fixed 5.00000000 N N N N N N JPMORGAN CHASE FINANCIAL 549300NJFDJOFYVV6789 48133DL24 1955000.00000000 PA USD 2118242.50000000 0.902717462934 Long DBT CORP US N 2 2027-06-15 Fixed 0.50000000 N N N N Y Boeing Co/The USD XXXX N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348106 2665.00000000 NS USD 644770.10000000 0.274777429330 Long EC CORP US N 1 N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 038522AQ1 390000.00000000 PA USD 381030.00000000 0.162381046977 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N SUNOCO LP/FINANCE CORP N/A 86765LAN7 260000.00000000 PA USD 248783.60000000 0.106022469198 Long DBT CORP US N 2 2028-03-15 Fixed 5.87500000 N N N N N N M/A-COM TECH SOLUTIONS N/A 55405YAB6 1935000.00000000 PA USD 1892671.88000000 0.806587516623 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 CALLON PETROLEUM 549300EFOWPEB0WLZW21 13123XBD3 355000.00000000 PA USD 359437.50000000 0.153179113384 Long DBT CORP US N 2 2028-08-01 Fixed 8.00000000 N N N N N N PALO ALTO NETWORKS 549300QXR2YVZV231H43 697435AF2 1980000.00000000 PA USD 3433320.00000000 1.463155384637 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 CCO HLDGS LLC/CAP CORP N/A 1248EPCN1 290000.00000000 PA USD 250725.30000000 0.106849950706 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAK5 525000.00000000 PA USD 1573425.00000000 0.670536175210 Long DBT CORP US N 2 2026-05-01 Fixed 1.75000000 N N N N Y EQT Corp USD XXXX N N N NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 000000000 -30.00000000 NC USD -2220.00000000 -0.00094608278 N/A DE CORP US N 1 NEW YORK STOCK EXCHANGE 549300HIIRNTNKXV3M12 Call Written Charles Schwab Corp/The Charles Schwab Corp/The 100.00000000 72.50000000 USD 2022-08-19 XXXX -1601.99000000 N N N ENPHASE ENERGY INC 5493008U7KIGMI59Z314 29355AAK3 1275000.00000000 PA USD 1573350.00000000 0.670504212953 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 DuPont de Nemours Inc 5493004JF0SDFLM8GD76 26614N102 13615.00000000 NS USD 833646.45000000 0.355269620134 Long EC CORP US N 1 N N N SCRIPPS ESCROW II INC N/A 81105DAB1 415000.00000000 PA USD 347562.50000000 0.148118422801 Long DBT CORP US N 2 2031-01-15 Fixed 5.37500000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDP2 120000.00000000 PA USD 121214.40000000 0.051657142956 Long DBT CORP US N 2 2030-06-15 Fixed 6.12500000 N N N N N N MONGODB INC 549300TPTG69WKWE1Z37 60937PAD8 735000.00000000 PA USD 1185187.50000000 0.505083555401 Long DBT CORP US N 2 2026-01-15 Fixed 0.25000000 N N N N Y MongoDB Inc USD XXXX N N N 2022-09-23 Virtus AllianzGI Diversified Income & Convertible Fund Amy Hackett Amy Hackett Vice President and Assistant Treasurer