NPORT-P false 0001214935 XXXXXXXX Virtus AllianzGI Convertible & Income Fund 811-21284 0001214935 549300WT3ICVH2Z06O49 101 MUNSON STREET GREENFIELD 01301-9668 800-254-5197 Virtus AllianzGI Convertible & Income Fund 549300WT3ICVH2Z06O49 2022-02-28 2021-11-30 N 924682538.39 370100047.52 554582490.87 0.00000000 0.00000000 28851499.90000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 323275000.00000000 168343.58000000 USD N RINGCENTRAL INC 549300C8EH0H1614VE84 76680RAF4 4980000.00000000 PA USD 4972530.00000000 0.896625854920 Long DBT CORP US N 2 2025-03-01 None 0.00000000 N N N N Y RingCentral Inc USD XXXX N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50076QAN6 2255000.00000000 PA USD 3211640.21000000 0.579109557707 Long DBT CORP US N 2 2040-02-09 Fixed 6.50000000 N N N N N N NUTANIX INC 549300X7J6E8TKVIXW09 67059NAG3 2135000.00000000 PA USD 2013571.88000000 0.363078877019 Long DBT CORP US N 2 2027-10-01 Fixed 0.25000000 N N N N Y Nutanix Inc USD XXXX N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BF8 4080000.00000000 PA USD 4570007.06000000 0.824044598456 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 SAILPOINT TECH HOLDINGS 529900809B15HNZH5H79 78781PAB1 690000.00000000 PA USD 1319625.00000000 0.237949272060 Long DBT CORP US N 2 2024-09-15 Fixed 0.12500000 N N N N Y SAILPOINT TECH HOLDINGS USD XXXX N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AX2 725000.00000000 PA USD 729614.63000000 0.131561064767 Long DBT CORP US N 2 2032-02-15 Fixed 5.00000000 N N N N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411RAG4 24750000.00000000 PA USD 20947421.39000000 3.777151593289 Long DBT CORP US N 2 2045-03-15 Fixed 4.25000000 N N N N Y Cheniere Energy Inc USD XXXX N N N EXACT SCIENCES CORP 549300VM3X1FYD4N9Z14 30063PAC9 5125000.00000000 PA USD 5136639.18000000 0.926217337287 Long DBT CORP US N 2 2028-03-01 Fixed 0.37500000 N N N N Y Exact Sciences Corp USD XXXX N N N PLANTRONICS INC 5493006O3W5M472F6668 727493AC2 1075000.00000000 PA USD 968338.50000000 0.174606756603 Long DBT CORP US N 2 2029-03-01 Fixed 4.75000000 N N N N N JP MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 48128DAC1 5220000.00000000 PA USD 5167800.00000000 0.931836126288 Long DBT CORP US N 2 2023-01-01 Fixed 0.12500000 N N N N N Alibaba Group Holding Ltd USD XXXX N N N MIDDLEBY CORP JDFO86U9VQRBKW5KYA35 596278AB7 1585000.00000000 PA USD 2288740.00000000 0.412696043903 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 LIBERTY MEDIA CORP 549300ZKUTPIBZLWLL89 531229AK8 1495000.00000000 PA USD 1971905.00000000 0.355565679130 Long DBT CORP US N 2 2050-12-01 Fixed 0.50000000 N N N N Y Live Nation Entertainment Inc USD XXXX N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20338HAB9 625000.00000000 PA USD 561193.75000000 0.101192114651 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N CINCINNATI BELL INC 549300JYVZOCUJOHL272 171871AP1 1585000.00000000 PA USD 1612737.50000000 0.290802094647 Long DBT CORP US N 2 2024-07-15 Fixed 7.00000000 N N N N N N ETSY INC 54930089Q7XT501AEA40 29786AAM8 3065000.00000000 PA USD 4068787.50000000 0.733666779421 Long DBT CORP US N 2 2028-06-15 Fixed 0.25000000 N N N N Y Etsy Inc USD XXXX N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AH4 2195000.00000000 PA USD 2265898.50000000 0.408577359960 Long DBT CORP US N 2 2027-06-01 Fixed 5.87500000 N N N N N N CLARIVATE PLC 549300WDHIIODXFO0R55 000000000 33115.00000000 NS USD 2970746.65000000 0.535672636425 Long EP CORP JE N 1 N N N AVEANNA HEALTHCARE LLC 5493006D6JRLPIY8YV18 05549DAJ7 1120000.00000000 PA USD 1110200.00000000 0.200186630172 Long LON CORP US N 2 2028-07-15 Floating 4.25000000 N N N N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550BP5 1495000.00000000 PA USD 1559374.70000000 0.281179937281 Long DBT CORP US N 2 2031-07-15 Fixed 5.25000000 N N N N N N COUPA SOFTWARE INC 549300Q95ICR2GFL2K37 22266LAF3 5535000.00000000 PA USD 5645700.00000000 1.018009059597 Long DBT CORP US N 2 2026-06-15 Fixed 0.37500000 N N N N Y Coupa Software Inc USD XXXX N N N CITGO PETROLEUM CORP YX52P86PXMLYDOTUQ225 17302XAM8 680000.00000000 PA USD 680000.00000000 0.122614761770 Long DBT CORP US N 2 2026-06-15 Fixed 6.37500000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAE0 1900000.00000000 PA USD 2061500.00000000 0.371721075572 Long DBT CORP US N 2 2027-09-15 Fixed 7.50000000 N N N N N N M/A-COM TECH SOLUTIONS N/A 55405YAA8 1395000.00000000 PA USD 1564143.75000000 0.282039872471 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 EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 26885BAH3 1415000.00000000 PA USD 1528200.00000000 0.275558645496 Long DBT CORP US N 2 2027-07-01 Fixed 6.50000000 N N N N N N NEXTERA ENERGY INC N/A 65339F770 78590.00000000 NS USD 4250933.10000000 0.766510513761 Long EP CORP US N 1 N N N AFFIRM HOLDINGS INC N/A 00827BAA4 3175000.00000000 PA USD 3114855.12000000 0.561657674246 Long DBT CORP US N 2 2026-11-15 None 0.00000000 N N N N N AFFIRM HOLDINGS INC USD XXXX N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AH5 2235000.00000000 PA USD 2122311.30000000 0.382686315370 Long DBT CORP US N 2 2029-09-01 Fixed 4.87500000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAG4 1275000.00000000 PA USD 1609062.75000000 0.290139479065 Long DBT CORP US N 2 2030-02-01 Variable 7.50000000 N N N N N N ITRON INC 24F6LSZD18II6ICG6S41 465741AM8 2400000.00000000 PA USD 2071737.29000000 0.373567020976 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Itron Inc USD XXXX N N N HUDBAY MINERALS INC 549300WI524AL577IX21 443628AJ1 1495000.00000000 PA USD 1468837.50000000 0.264854647267 Long DBT CORP CA N 2 2026-04-01 Fixed 4.50000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MAT9 880000.00000000 PA USD 849200.00000000 0.153124199551 Long DBT CORP US N 2 2025-03-15 Fixed 4.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABW4 1465000.00000000 PA USD 1488967.40000000 0.268484386815 Long DBT CORP US N 2 2031-04-15 Fixed 3.50000000 N N N N N N PARK-OHIO INDUSTRIES INC 5493006LQUO5SLMNYM18 700677AR8 3580000.00000000 PA USD 3311500.00000000 0.597115858238 Long DBT CORP US N 2 2027-04-15 Fixed 6.62500000 N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AT8 865000.00000000 PA USD 1007534.70000000 0.181674451787 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 428040DB2 1425000.00000000 PA USD 1396500.00000000 0.251811051194 Long DBT CORP US N 2 2029-12-01 Fixed 5.00000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAB7 1515000.00000000 PA USD 1579970.78000000 0.284893736461 Long DBT CORP N/A N 2 2029-04-20 Fixed 5.75000000 N N N N N N CCF Holdings LLC N/A 12509J208 7808320.00000000 NS USD 6012406.40000000 1.084132027062 Long EC CORP US N 3 N N N NATIONSTAR MTG HLD INC N/A 63861CAC3 1400000.00000000 PA USD 1394750.00000000 0.251495498498 Long DBT CORP US N 2 2028-08-15 Fixed 5.50000000 N N N N N N WORKDAY INC 549300J0DYC0N31V7G13 98138HAF8 3275000.00000000 PA USD 6119492.96000000 1.103441428596 Long DBT CORP US N 2 2022-10-01 Fixed 0.25000000 N N N N Y Workday Inc USD XXXX N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAK1 2415000.00000000 PA USD 2852718.75000000 0.514390338130 Long DBT CORP US N 2 2026-03-01 Fixed 7.62500000 N N N N N N CONSENSUS CLOUD SOLUTION N/A 20848VAB1 1480000.00000000 PA USD 1502200.00000000 0.270870434016 Long DBT CORP US N 2 2028-10-15 Fixed 6.50000000 N N N N N N NESCO HOLDINGS II INC 254900FAHT0HW9T6L409 64083YAA9 1405000.00000000 PA USD 1425653.50000000 0.257067888631 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BR2 1460000.00000000 PA USD 1418879.10000000 0.255846357099 Long DBT CORP PA N 2 2029-05-01 Fixed 6.00000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AS0 905000.00000000 PA USD 974587.91000000 0.175733624130 Long DBT CORP US N 2 2028-01-15 Fixed 4.37500000 N N N N N NIO INC 549300JBU4TV5OCKJV96 62914VAD8 3355000.00000000 PA USD 2913817.50000000 0.525407409712 Long DBT CORP KY N 2 2027-02-01 Fixed 0.50000000 N N N N N NIO Inc USD XXXX N N N PARK INTERMED HOLDINGS N/A 70052LAC7 1450000.00000000 PA USD 1444562.50000000 0.260477480587 Long DBT CORP US N 2 2029-05-15 Fixed 4.87500000 N N N N N N ADT SEC CORP 5493009JEEDYLVRA0J13 00109LAA1 1475000.00000000 PA USD 1435359.38000000 0.258818012402 Long DBT CORP US N 2 2029-08-01 Fixed 4.12500000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAB5 3510000.00000000 PA USD 3235349.59000000 0.583384734149 Long DBT CORP US N 2 2026-08-15 Fixed 3.37500000 N N N N Y DISH Network Corp USD XXXX N N DELUXE CORP KWGNKB8TX9LE5TV29231 248019AU5 1430000.00000000 PA USD 1481837.50000000 0.267198753007 Long DBT CORP US N 2 2029-06-01 Fixed 8.00000000 N N N N N N SQUARE INC 549300OHIIUWSTIZME52 852234AJ2 8615000.00000000 PA USD 9363428.13000000 1.688374278695 Long DBT CORP US N 2 2026-05-01 None 0.00000000 N N N N Y Square Inc USD XXXX N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260QAA5 5780000.00000000 PA USD 6797280.00000000 1.225657158655 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 OPENDOOR TECHNOLOGIES IN 254900KX11YZ4HV5BQ47 683712AA1 1725000.00000000 PA USD 1836196.57000000 0.331095301461 Long DBT CORP US N 2 2026-08-15 Fixed 0.25000000 N N N N Y Opendoor Technologies Inc USD XXXX N N N FRONTIER COMMUNICATIONS N/A 35908MAB6 740000.00000000 PA USD 727930.60000000 0.131257407506 Long DBT CORP US N 2 2030-01-15 Fixed 6.00000000 N N N N N HALOZYME THERAPEUTICS IN 529900242I3SV9AGM753 40637HAC3 2435000.00000000 PA USD 2043878.13000000 0.368543573525 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 LIBERTY MEDIA CORP 549300ZKUTPIBZLWLL89 531229AB8 3765000.00000000 PA USD 5441170.47000000 0.981129148427 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 SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAW0 1535000.00000000 PA USD 1550350.00000000 0.279552641044 Long DBT CORP US N 2 2028-07-15 Fixed 6.50000000 N N N N N N TWITTER INC 549300I8RX485XMK6836 90184LAM4 6815000.00000000 PA USD 6055819.43000000 1.091960083431 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Twitter Inc USD XXXX N N N TRIUMPH GROUP INC 5493007L6S47Q14SL582 896818AS0 671000.00000000 PA USD 734745.00000000 0.132486151671 Long DBT CORP US N 2 2024-06-01 Fixed 8.87500000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBN1 2300000.00000000 PA USD 2547664.00000000 0.459384138868 Long DBT CORP US N 2 2029-01-15 Fixed 6.87500000 N N N N N N AVANTOR INC N/A 05352A209 84600.00000000 NS USD 10204452.00000000 1.840024192612 Long EP CORP US N 1 N N N EDGEWELL PERSONAL CARE 549300CY8QZDL4Z3RU59 28035QAA0 1430000.00000000 PA USD 1490775.00000000 0.268810325703 Long DBT CORP US N 2 2028-06-01 Fixed 5.50000000 N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AF4 1940000.00000000 PA USD 1840575.00000000 0.331884801684 Long DBT CORP CA N 2 2029-05-30 Fixed 7.25000000 N N N N N N 2020 CASH EXCH TRUST N/A 901375105 5345.00000000 NS USD 5317099.10000000 0.958757116846 Long EP CORP US N 2 N N N Erickson Inc 54930048K1C8M9G3EI51 29482Y200 8295.00000000 NS USD 202066.20000000 0.036435733786 Long EC CORP US N 3 N N N PICASSO FINANCE SUB INC N/A 71953LAA9 1199000.00000000 PA USD 1245461.25000000 0.224576374210 Long DBT CORP US N 2 2025-06-15 Fixed 6.12500000 N N N N N N CCF HOLDINGS LLC CLASS M EQUITY N/A 000000000 879959.00000000 NS USD 677568.43000000 0.122176311216 Long EC CORP US N 3 N N N LiveStyle Inc. Series B Preferred N/A 000000000 25188.00000000 NS USD 2518800.00000000 0.454179502863 Long EP CORP US Y 3 N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAK4 1585000.00000000 PA USD 1590753.55000000 0.286838040541 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N CRESTWOOD MID PARTNER LP N/A 226373AR9 1400000.00000000 PA USD 1415750.00000000 0.255282130847 Long DBT CORP US N 2 2029-02-01 Fixed 6.00000000 N N N N N N DICK'S SPORTING GOODS 529900SSBV5I4LWSK313 253393AD4 1475000.00000000 PA USD 5310921.88000000 0.957643266318 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 ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414H202 50815.00000000 NS USD 2284642.40000000 0.411957181773 Long EP CORP US N 1 N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCD5 2265000.00000000 PA USD 2446200.00000000 0.441088573886 Long DBT CORP US N 2 2029-09-01 Fixed 5.25000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAP9 1810000.00000000 PA USD 1968375.00000000 0.354929164264 Long DBT CORP US N 2 2028-06-15 Fixed 7.25000000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAN8 3190000.00000000 PA USD 4292145.00000000 0.773941671556 Long DBT CORP US N 2 2025-05-01 Fixed 0.75000000 N N N N N Booking Holdings Inc USD XXXX N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 92769XAP0 1115000.00000000 PA USD 1156232.70000000 0.208487054502 Long DBT CORP GB N 2 2029-05-15 Fixed 5.50000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BL2 570000.00000000 PA USD 391025.70000000 0.070508122134 Long DBT CORP KY N 2 2027-02-01 Fixed 8.00000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBL5 980000.00000000 PA USD 1042445.60000000 0.187969439562 Long DBT CORP US N 2 2027-07-15 Fixed 6.50000000 N N N N N N BAUSCH HEALTH AMERICAS KOO0397YRO83WY5MGD97 91911XAW4 2585000.00000000 PA USD 2658362.30000000 0.479344794284 Long DBT CORP US N 2 2027-01-31 Fixed 8.50000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCN1 2310000.00000000 PA USD 2300482.80000000 0.414813456586 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168Q120 39370.00000000 NS USD 3448812.00000000 0.621875384956 Long EP CORP CA N 1 N N N FUBOTV INC N/A 35953DAA2 7405000.00000000 PA USD 6369806.33000000 1.148576890699 Long DBT CORP US N 2 2026-02-15 Fixed 3.25000000 N N N N Y fuboTV Inc USD XXXX N N N AMKOR TECHNOLOGY INC 529900VHLRTKPWZJBM84 031652BK5 3750000.00000000 PA USD 3970312.50000000 0.715910178442 Long DBT CORP US N 2 2027-09-15 Fixed 6.62500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505682 12080.00000000 NS USD 17129440.00000000 3.088709124791 Long EP CORP US N 1 N N N SPLUNK INC 549300XGDSGBP6UEI867 848637AF1 6015000.00000000 PA USD 5687934.38000000 1.025624586718 Long DBT CORP US N 2 2027-06-15 Fixed 1.12500000 N N N N Y Splunk Inc USD XXXX N N N NIO INC 549300JBU4TV5OCKJV96 62914VAC0 2010000.00000000 PA USD 1779051.00000000 0.320791050797 Long DBT CORP KY N 2 2026-02-01 None 0.00000000 N N N N N NIO Inc USD XXXX N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137206 71510.00000000 NS USD 7508550.00000000 1.353910396309 Long EP CORP US N 1 N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BS9 680000.00000000 PA USD 727600.00000000 0.131197795094 Long DBT CORP US N 2 2025-06-01 Fixed 8.62500000 N N N N N N KOPPERS INC LTO4ZL5EBDR1NE6FGJ36 500605AH3 2095000.00000000 PA USD 2131662.50000000 0.384372484723 Long DBT CORP US N 2 2025-02-15 Fixed 6.00000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 3010000.00000000 PA USD 2933606.20000000 0.528975625501 Long DBT CORP BM N 2 2026-03-15 Fixed 5.87500000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAH0 1665000.00000000 PA USD 1846318.50000000 0.332920445631 Long DBT CORP US N 2 2029-05-15 Fixed 5.12500000 N N N N N N JAZZ SECURITIES DAC 6354009DV8VV7K6KOO02 47216FAA5 2480000.00000000 PA USD 2526673.60000000 0.455599237551 Long DBT CORP IE N 2 2029-01-15 Fixed 4.37500000 N N N N N N FOOT LOCKER INC 549300X383CBNP6MTV94 344849AA2 740000.00000000 PA USD 732600.00000000 0.132099374224 Long DBT CORP US N 2 2029-10-01 Fixed 4.00000000 N N N N N N DATADOG INC 549300F6JNO0KRPO1K63 23804LAB9 2655000.00000000 PA USD 5325399.00000000 0.960253720171 Long DBT CORP US N 2 2025-06-15 Fixed 0.12500000 N N N N Y Datadog Inc USD XXXX N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAK5 4560000.00000000 PA USD 6960840.00000000 1.255149615178 Long DBT CORP US N 2 2026-05-01 Fixed 1.75000000 N N N N Y EQT Corp USD XXXX N N N CLARIOS GLOBAL LP/US FIN N/A 69867DAC2 3010000.00000000 PA USD 3168025.00000000 0.571245045084 Long DBT CORP N/A N 2 2027-05-15 Fixed 8.50000000 N N N N N N WEATHERFORD INTERNATIONA 549300A2JKMG5PGOGF82 947075AU1 745000.00000000 PA USD 730193.13000000 0.131665377472 Long DBT CORP BM N 2 2030-04-30 Fixed 8.62500000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CH2 1480000.00000000 PA USD 1509762.80000000 0.272234126546 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZZ4 3595000.00000000 PA USD 4159096.99000000 0.749951009718 Long DBT CORP US N 2 2026-01-15 Fixed 7.37500000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 28470RAH5 2065000.00000000 PA USD 2147145.70000000 0.387164350722 Long DBT CORP US N 2 2025-07-01 Fixed 6.25000000 N N N N N N ENPHASE ENERGY INC 5493008U7KIGMI59Z314 29355AAJ6 3785000.00000000 PA USD 4367890.00000000 0.787599693807 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 ADAPTHEALTH LLC N/A 00653VAC5 1490000.00000000 PA USD 1459924.35000000 0.263247465261 Long DBT CORP US N 2 2029-08-01 Fixed 4.62500000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 71376LAE0 1495000.00000000 PA USD 1439535.50000000 0.259571032929 Long DBT CORP US N 2 2029-08-01 Fixed 4.25000000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAN4 2170000.00000000 PA USD 2169717.90000000 0.391234475613 Long DBT CORP CA N 2 2029-06-15 Fixed 4.75000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BA4 685000.00000000 PA USD 670875.30000000 0.120969433951 Long DBT CORP US N 2 2030-01-15 Fixed 5.75000000 N N N N N N PORCH GROUP INC 549300NXEI7CVW8IXQ90 733245AA2 5435000.00000000 PA USD 5958118.75000000 1.074343104603 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 ENPHASE ENERGY INC 5493008U7KIGMI59Z314 29355AAG2 2665000.00000000 PA USD 2980802.50000000 0.537485865326 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 TRIUMPH GROUP INC 5493007L6S47Q14SL582 896818AQ4 825000.00000000 PA USD 828209.25000000 0.149339235124 Long DBT CORP US N 2 2024-09-15 Fixed 6.25000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CW8 2545000.00000000 PA USD 3091424.23000000 0.557432713959 Long DBT CORP US N 2 2025-04-22 Fixed 9.00000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MAZ5 595000.00000000 PA USD 580315.40000000 0.104640050768 Long DBT CORP US N 2 2024-10-01 Fixed 4.35000000 N N N N N N NEXTERA ENERGY INC N/A 65339F739 254310.00000000 NS USD 13732740.00000000 2.476230358166 Long EP CORP US N 1 N N OKTA INC 549300N8J06I8MRHU620 679295AF2 4390000.00000000 PA USD 5092400.00000000 0.918240312998 Long DBT CORP US N 2 2026-06-15 Fixed 0.37500000 N N N N Y Okta Inc USD XXXX N N N HUGHES SATELLITE SYSTEMS N/A 444454AF9 1460000.00000000 PA USD 1620600.00000000 0.292219827830 Long DBT CORP US N 2 2026-08-01 Fixed 6.62500000 N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBA7 2080000.00000000 PA USD 2189470.40000000 0.394796163969 Long DBT CORP US N 2 2026-03-15 Fixed 8.25000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599ED3 2510000.00000000 PA USD 3011171.70000000 0.542961912713 Long DBT CORP US N 2 2030-09-01 Fixed 6.62500000 N N N N N N GRAY ESCROW II INC N/A 389286AA3 730000.00000000 PA USD 731562.20000000 0.131912242460 Long DBT CORP US N 2 2031-11-15 Fixed 5.37500000 N N N N N ZILLOW GROUP INC 2549002XEELQDIR6FU05 98954MAH4 1160000.00000000 PA USD 1375760.00000000 0.248071300960 Long DBT CORP US N 2 2025-05-15 Fixed 2.75000000 N N N N Y Zillow Group Inc USD XXXX N N BILL.COM HOLDINGS INC 549300IBF9VZZIGOZW63 090043AC4 5790000.00000000 PA USD 6258990.00000000 1.128594952606 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 SELECT MEDICAL CORP 549300X05KS0JKR8CB50 816196AT6 1380000.00000000 PA USD 1448875.80000000 0.261255236840 Long DBT CORP US N 2 2026-08-15 Fixed 6.25000000 N N N N N N BENTLEY SYSTEMS 549300WVEHPGE0Z56F71 08265TAC3 1060000.00000000 PA USD 975038.15000000 0.175814809528 Long DBT CORP US N 2 2027-07-01 Fixed 0.37500000 N N N N Y Bentley Systems Inc USD XXXX N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAE6 8970000.00000000 PA USD 8665537.57000000 1.562533565819 Long DBT CORP US N 2 2027-05-01 None 0.00000000 N N N N N Snap Inc USD XXXX N N N DIGITALOCEAN HOLDINGS 549300EPISPY3RE3DL21 25402DAA0 4270000.00000000 PA USD 4171256.25000000 0.752143516730 Long DBT CORP US N 2 2026-12-01 None 0.00000000 N N N N N DIGITALOCEAN HOLDINGS USD XXXX N N N NEXSTAR MEDIA INC 5493006PK6I4I2OOT688 65343HAA9 2120000.00000000 PA USD 2199500.00000000 0.396604659579 Long DBT CORP US N 2 2027-07-15 Fixed 5.62500000 N N N N N N UNITY SOFTWARE INC 549300D1ESJMGNQNG432 91332UAA9 4450000.00000000 PA USD 4245300.00000000 0.765494776681 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 EXPEDIA GROUP INC N/A 30212PBD6 5895000.00000000 PA USD 6319440.00000000 1.139495044296 Long DBT CORP US N 2 2026-02-15 None 0.00000000 N N N N Y Expedia Group Inc USD XXXX N N JAMF HOLDING CORP 254900IHLXZU4Z5ANA12 47074LAA3 1425000.00000000 PA USD 1394718.75000000 0.251489863629 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 TRITON WATER HOLDINGS IN 5493005IYCEL7QJFZZ63 89680EAA7 1490000.00000000 PA USD 1446939.00000000 0.260906001148 Long DBT CORP US N 2 2029-04-01 Fixed 6.25000000 N N N N N N DIRECTV HOLDINGS/FING N/A 25461LAA0 2160000.00000000 PA USD 2197908.00000000 0.396317596783 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466CAC0 2310000.00000000 PA USD 2400956.25000000 0.432930409727 Long DBT CORP US N 2 2027-09-30 Fixed 5.50000000 N N N N N N SEAWORLD PARKS & ENTERTA 549300UZV72O3371JJ53 81282UAG7 870000.00000000 PA USD 866955.00000000 0.156325707044 Long DBT CORP US N 2 2029-08-15 Fixed 5.25000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAC4 1125000.00000000 PA USD 1198125.00000000 0.216040899185 Long DBT CORP US N 2 2026-11-01 Fixed 8.00000000 N N N N N N CALLON PETROLEUM 549300EFOWPEB0WLZW21 13123XBD3 1710000.00000000 PA USD 1674141.30000000 0.301874171572 Long DBT CORP US N 2 2028-08-01 Fixed 8.00000000 N N N N N DRAFTKINGS INC 5493008P45UYYL683Z97 26142RAA2 5875000.00000000 PA USD 4551595.62000000 0.820724724442 Long DBT CORP US N 2 2028-03-15 None 0.00000000 N N N N Y DraftKings Inc USD XXXX N N N FRONTIER COMMUNICATIONS N/A 35906ABF4 1295000.00000000 PA USD 1298638.95000000 0.234165155117 Long DBT CORP US N 2 2028-05-01 Fixed 5.00000000 N N N N N N HORIZON THERAPEUTICS USA N/A 44055PAA4 2235000.00000000 PA USD 2334669.83000000 0.420977919143 Long DBT CORP US N 2 2027-08-01 Fixed 5.50000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAU0 1730000.00000000 PA USD 2046451.60000000 0.369007610894 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N DANAHER CORP S4BKK9OTCEWQ3YHPFM11 235851300 8695.00000000 NS USD 18633471.95000000 3.359909888386 Long EP CORP US N 1 N N N WOLFSPEED INC 549300OGU88P3AW3TO93 225447AD3 755000.00000000 PA USD 1999371.85000000 0.360518386879 Long DBT CORP US N 2 2026-05-01 Fixed 1.75000000 N N N N Y Cree Inc USD XXXX N N N TESLA INC 54930043XZGB27CTOV49 88160RAG6 395000.00000000 PA USD 7282392.37000000 1.313130596419 Long DBT CORP US N 2 2024-05-15 Fixed 2.00000000 N N N N Y Tesla Inc USD XXXX N N N ZYNGA INC 549300XNQ0U2EL088Z74 98986TAC2 1450000.00000000 PA USD 1321312.50000000 0.238253555017 Long DBT CORP US N 2 2026-12-15 None 0.00000000 N N N N Y Zynga Inc USD XXXX N N N TEGNA INC 549300YC5EDBGX85AO10 87901JAH8 1415000.00000000 PA USD 1418537.50000000 0.255784761212 Long DBT CORP US N 2 2029-09-15 Fixed 5.00000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BL7 2395000.00000000 PA USD 2581408.84000000 0.465468867571 Long DBT CORP US N 2 2030-01-15 Fixed 5.25000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BB2 2400000.00000000 PA USD 2469000.00000000 0.445199774721 Long DBT CORP US N 2 2026-06-15 Fixed 6.37500000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 760000.00000000 PA USD 742786.00000000 0.133936071229 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A60 735000.00000000 PA USD 794446.80000000 0.143251331060 Long DBT CORP US N 2 2025-06-16 Fixed 5.12500000 N N N N N N CLARIV SCI HLD CORP N/A 18064PAD1 2195000.00000000 PA USD 2149453.75000000 0.387580528665 Long DBT CORP US N 2 2029-07-01 Fixed 4.87500000 N N N N N N GRAY TELEVISION INC 529900TM5726KDN7UU35 389375AL0 2280000.00000000 PA USD 2197350.00000000 0.396216980552 Long DBT CORP US N 2 2030-10-15 Fixed 4.75000000 N N N N N JETBLUE AIRWAYS CORP 54930070J9H97ZO93T57 477143AN1 3930000.00000000 PA USD 3698130.00000000 0.666831366096 Long DBT CORP US N 2 2026-04-01 Fixed 0.50000000 N N N N N JetBlue Airways Corp USD XXXX N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AP2 5080000.00000000 PA USD 8760460.00000000 1.579649582203 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 BRIDGEBIO PHARMA INC 54930028YG89VTY2J114 10806XAC6 3125000.00000000 PA USD 2476562.50000000 0.446563413156 Long DBT CORP US N 2 2029-02-01 Fixed 2.25000000 N N N N Y Bridgebio Pharma Inc USD XXXX N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBC4 3840000.00000000 PA USD 3517440.00000000 0.634250099472 Long DBT CORP BM N 2 2027-02-15 Fixed 1.12500000 N N N N N NCL CORPORATION LTD USD XXXX N N N AIRBNB INC 549300HMUDNO0RY56D37 009066AA9 8685000.00000000 PA USD 8598150.00000000 1.550382520463 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Airbnb Inc USD XXXX N N N DISH DBS CORP N/A 25470XBB0 3025000.00000000 PA USD 2964500.00000000 0.534546266570 Long DBT CORP US N 2 2028-07-01 Fixed 7.37500000 N N N N N N TEREX CORP YAWJZJYEQ7M1SYMOS462 880779BA0 2215000.00000000 PA USD 2256531.25000000 0.406888296538 Long DBT CORP US N 2 2029-05-15 Fixed 5.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135F200 11935.00000000 NS USD 20715102.10000000 3.735260748586 Long EP CORP US N 1 N N N PDC ENERGY INC 5493008W8H2T511J5Y59 69327RAJ0 2150000.00000000 PA USD 2172231.00000000 0.391687627316 Long DBT CORP US N 2 2026-05-15 Fixed 5.75000000 N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 085770AB1 1330000.00000000 PA USD 1378279.00000000 0.248525516526 Long DBT CORP US N 2 2027-07-15 Fixed 5.62500000 N N N N N ANTERO MIDSTREAM PART/FI 529900HFO1BDEIT4QU11 03690AAH9 1405000.00000000 PA USD 1420412.85000000 0.256122916497 Long DBT CORP US N 2 2029-06-15 Fixed 5.37500000 N N N N N N TEMPUR SEALY INTL INC 549300HFEKVR3US71V91 88023UAJ0 740000.00000000 PA USD 714921.40000000 0.128911642861 Long DBT CORP US N 2 2031-10-15 Fixed 3.87500000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 69346VAA7 2750000.00000000 PA USD 2832500.00000000 0.510744577521 Long DBT CORP US N 2 2027-10-15 Fixed 5.50000000 N N N N N N CLOUDFLARE INC 5493007DY18BGNLDWU14 18915MAD9 6525000.00000000 PA USD 8050218.75000000 1.451581844455 Long DBT CORP US N 2 2026-08-15 None 0.00000000 N N N N Y Cloudflare Inc USD XXXX N N N TELADOC HEALTH INC 549300I2PVFBC9MFAC61 87918AAF2 5415000.00000000 PA USD 4923107.57000000 0.887714208625 Long DBT CORP US N 2 2027-06-01 Fixed 1.25000000 N N N N Y Teladoc Health Inc USD XXXX N N N BURLINGTON STORES INC 5299003Z37DVGKKC1W09 122017AB2 3390000.00000000 PA USD 5032625.69000000 0.907462058909 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 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746804 16980.00000000 NS USD 24893019.60000000 4.488605394113 Long EP CORP US N 1 N N N CCF HLDGS LLC WT CCF HLDGS LLC WTS C N/A 000000000 1455681.00000000 NC USD 756954.12000000 0.136490807492 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 756954.12000000 N N N TRONOX INC 549300EPZ4YXC7E5P181 897051AC2 1485000.00000000 PA USD 1440450.00000000 0.259735931752 Long DBT CORP US N 2 2029-03-15 Fixed 4.62500000 N N N N N N KENNEDY-WILSON INC 5EA4464UK7FM5QNNKL62 489399AM7 1990000.00000000 PA USD 2032327.30000000 0.366460776071 Long DBT CORP US N 2 2031-03-01 Fixed 5.00000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BB7 1710000.00000000 PA USD 2036227.95000000 0.367164124998 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 ZSCALER INC. 529900MZ0RTK1BWRNF46 98980GAB8 2840000.00000000 PA USD 6665480.00000000 1.201891532771 Long DBT CORP US N 2 2025-07-01 Fixed 0.12500000 N N N N Y Zscaler Inc USD XXXX N N N MODIVCARE ESCROW ISSUER N/A 60783XAA2 865000.00000000 PA USD 858512.50000000 0.154803390682 Long DBT CORP US N 2 2029-10-01 Fixed 5.00000000 N N N N N N PBF HOLDING CO LLC N/A 69318FAJ7 1960000.00000000 PA USD 1169140.00000000 0.210814444964 Long DBT CORP US N 2 2028-02-15 Fixed 6.00000000 N N N N N N GRIFFON CORPORATION 5493000C2SGNC7ZN3242 398433AP7 1165000.00000000 PA USD 1200678.13000000 0.216501268930 Long DBT CORP US N 2 2028-03-01 Fixed 5.75000000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BG2 5750000.00000000 PA USD 7722968.75000000 1.392573490353 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 Dreyfus Government Cash Management 5493000Q69I5Q3QZIA91 262006208 60144135.65000000 NS USD 60144135.65000000 10.84493950677 Long STIV RF US N 1 N N NATERA INC N/A 632307AB0 1055000.00000000 PA USD 2648709.38000000 0.477604220040 Long DBT CORP US N 2 2027-05-01 Fixed 2.25000000 N N N N Y Natera Inc USD XXXX N N N WR GRACE HOLDING LLC N/A 92943GAA9 2110000.00000000 PA USD 2121668.30000000 0.382570372294 Long DBT CORP US N 2 2029-08-15 Fixed 5.62500000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAC2 2430000.00000000 PA USD 2565253.80000000 0.462555858187 Long DBT CORP US N 2 2027-03-14 Fixed 7.25000000 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 460599AD5 2890000.00000000 PA USD 3179000.00000000 0.573224011276 Long DBT CORP GB N 2 2027-01-15 Fixed 6.25000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AL5 1085000.00000000 PA USD 1087178.14000000 0.196035424467 Long DBT CORP US N 2 2031-05-01 Fixed 4.00000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAD3 1990000.00000000 PA USD 2014676.00000000 0.363277967329 Long DBT CORP US N 2 2029-02-15 Fixed 4.75000000 N N N N N N FASTLY INC 549300E2FZC83FJ3H565 31188VAA8 3710000.00000000 PA USD 3111762.50000000 0.561100025916 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Fastly Inc USD XXXX N N N RACKSPACE TECHNOLOGY 549300QTYCKLMFSE8I97 750098AA3 1480000.00000000 PA USD 1428200.00000000 0.257527062882 Long DBT CORP US N 2 2028-12-01 Fixed 5.37500000 N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HAX9 1710000.00000000 PA USD 2316879.00000000 0.417769950934 Long DBT CORP BM N 2 2025-08-01 Fixed 5.37500000 N N N N N Norwegian Cruise Line Holdings USD XXXX N N N ORGANON & CO/ORG 549300SH15FO4Y2G3V63 68622TAB7 1455000.00000000 PA USD 1485918.75000000 0.267934666972 Long DBT CORP US N 2 2031-04-30 Fixed 5.12500000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAE9 730000.00000000 PA USD 712454.45000000 0.128466812733 Long DBT CORP US N 2 2031-11-15 Fixed 5.75000000 N N N N N N DOCUSIGN INC 549300Q7PVDWRZ39JG09 256163AC0 3910000.00000000 PA USD 3964740.00000000 0.714905368501 Long DBT CORP US N 2 2024-01-15 None 0.00000000 N N N N Y DocuSign Inc USD XXXX N N CLEAR CHANNEL OUTDOOR HO N/A 18453HAD8 1445000.00000000 PA USD 1484737.50000000 0.267721668902 Long DBT CORP US N 2 2029-06-01 Fixed 7.50000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153AZ5 866000.00000000 PA USD 966785.08000000 0.174326650393 Long DBT CORP LR N 2 2025-06-01 Fixed 11.50000000 N N N N N N AVALARA INC 549300Q16CMW239SS315 05338GAA4 3675000.00000000 PA USD 3494925.00000000 0.630190288647 Long DBT CORP US N 2 2026-08-01 Fixed 0.25000000 N N N N N Avalara Inc USD XXXX N N N DISH DBS CORP N/A 25470XBF1 1150000.00000000 PA USD 1133129.50000000 0.204321181907 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N LiveStyle Inc. Series C warrants N/A 000000000 19500.00000000 NC USD 0.20000000 0.000000036063 N/A DE CORP US N 3 LiveStyle Inc. Series C warrants N/A Call Purchased LiveStyle Inc. Common Stock LiveStyle Inc. Common Stock 1.00000000 166.66670000 USD 2021-11-30 XXXX 0.20000000 N N N OAK STREET HEALTH INC 2549007CJE6GSEURLA30 67181AAA5 9505000.00000000 PA USD 7516360.95000000 1.355318834211 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Oak Street Health Inc USD XXXX N N N LYFT INC 549300H7I5VN334XVZ52 55087PAB0 515000.00000000 PA USD 658170.00000000 0.118678467285 Long DBT CORP US N 2 2025-05-15 Fixed 1.50000000 N N N N Y LYFT INC USD XXXX N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189AR6 3020000.00000000 PA USD 4136673.93000000 0.745907777129 Long DBT CORP US N 2 2027-05-01 None 0.00000000 N N N N Y ON Semiconductor Corp USD XXXX N N MERCER INTL INC 549300Z5IAG39VRTY874 588056BA8 1470000.00000000 PA USD 1451625.00000000 0.261750961109 Long DBT CORP US N 2 2029-02-01 Fixed 5.12500000 N N N N N N TENNECO INC 549300U0EXXFAQFAD785 880349AS4 655000.00000000 PA USD 700031.25000000 0.126226713162 Long DBT CORP US N 2 2029-01-15 Fixed 7.87500000 N N N N N N UNITED STATES STEEL CORP JNLUVFYJT1OZSIQ24U47 912909AU2 2010000.00000000 PA USD 2105475.00000000 0.379650464026 Long DBT CORP US N 2 2029-03-01 Fixed 6.87500000 N N N N N PETCO HEALTH & WELLNESS N/A 000000000 1174100.00000000 PA USD 1166515.31000000 0.210341171819 Long LON CORP US N 2 2028-03-04 Floating 4.00000000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 156700BD7 915000.00000000 PA USD 860365.35000000 0.155137488861 Long DBT CORP US N 2 2029-01-15 Fixed 4.50000000 N N N N N N II-VI INC 549300O5C25A0MMHHU33 902104AB4 3630000.00000000 PA USD 4978545.00000000 0.897710454614 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 SFX ENTERTAINMENT INC SERIES B N/A 000000000 6750.00000000 NS USD 0.00000000 0.000000 Long EP CORP US N 3 N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 857691AH2 730000.00000000 PA USD 723612.50000000 0.130478785737 Long DBT CORP US N 2 2031-12-01 Fixed 4.62500000 N N N N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 02406PAU4 2760000.00000000 PA USD 2861788.80000000 0.516025811689 Long DBT CORP US N 2 2027-04-01 Fixed 6.50000000 N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 550241AA1 2125000.00000000 PA USD 2069367.50000000 0.373139710334 Long DBT CORP US N 2 2029-06-15 Fixed 5.37500000 N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BL0 2240000.00000000 PA USD 2254369.60000000 0.406498516832 Long DBT CORP US N 2 2027-11-15 Fixed 5.50000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBJ6 2240000.00000000 PA USD 2214800.00000000 0.399363491718 Long DBT CORP US N 2 2028-07-15 Fixed 4.00000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BG6 1290000.00000000 PA USD 1470600.00000000 0.265172453910 Long DBT CORP PA N 2 2026-02-01 Fixed 10.50000000 N N N N N N VIRGIN MEDIA FINANCE PLC 2138001LVYC87DDHT482 92769VAJ8 960000.00000000 PA USD 931200.00000000 0.167910097294 Long DBT CORP GB N 2 2030-07-15 Fixed 5.00000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAR0 90000.00000000 PA USD 94711.05000000 0.017077901224 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N TWO HARBORS INV CORP 549300ZUIBT6KH4HU823 90187BAA9 3975000.00000000 PA USD 3984937.50000000 0.718547297400 Long DBT CORP US N 2 2022-01-15 Fixed 6.25000000 N N N N N Two Harbors Investment Corp USD XXXX N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 1520000.00000000 PA USD 1478200.00000000 0.266542854189 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N PALO ALTO NETWORKS 549300QXR2YVZV231H43 697435AD7 575000.00000000 PA USD 1183637.50000000 0.213428573654 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 AVIS BUDGET CAR/FINANCE N/A 053773BF3 2060000.00000000 PA USD 2108224.60000000 0.380146260422 Long DBT CORP US N 2 2029-03-01 Fixed 5.37500000 N N N N N SUNOCO LP/FINANCE CORP N/A 86765LAU1 730000.00000000 PA USD 722700.00000000 0.130314247546 Long DBT CORP US N 2 2030-04-30 Fixed 4.50000000 N N N N N N SUNNOVA ENERGY INTL INC 549300JK1Y1VVC3JU540 86745KAE4 2280000.00000000 PA USD 2837460.00000000 0.511638944018 Long DBT CORP US N 2 2026-12-01 Fixed 0.25000000 N N N N Y Sunnova Energy International I USD XXXX N N N TENNECO INC 549300U0EXXFAQFAD785 880349AR6 1455000.00000000 PA USD 1388884.80000000 0.250437910115 Long DBT CORP US N 2 2026-07-15 Fixed 5.00000000 N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAQ2 1810000.00000000 PA USD 2004882.70000000 0.361512080349 Long DBT CORP US N 2 2028-01-15 Fixed 6.62500000 N N N N N N 2020 MANDATORY EXCHANGE N/A 901376202 1830.00000000 NS USD 2817834.00000000 0.508100065615 Long EP CORP US N 2 N N N AVAYA INC J6LB5QIFSP2MFEFG4U76 053499AL3 1355000.00000000 PA USD 1402330.15000000 0.252862319508 Long DBT CORP US N 2 2028-09-15 Fixed 6.12500000 N N N N N N FORTRESS TRANS & INFRAST 529900E7PUVK6BC8PE80 34960PAC5 1500000.00000000 PA USD 1666875.00000000 0.300563942685 Long DBT CORP US N 2 2027-08-01 Fixed 9.75000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 28470RAK8 1325000.00000000 PA USD 1453723.75000000 0.262129398950 Long DBT CORP US N 2 2027-07-01 Fixed 8.12500000 N N N N N N MEREDITH CORP 549300YC8BC386CCTS24 589433AB7 1717000.00000000 PA USD 1776030.46000000 0.320246399631 Long DBT CORP US N 2 2026-02-01 Fixed 6.87500000 N N N N N N AMC ENTERTAINMENT HLDGS 549300ZO77UNR6NRBR11 00165CAD6 4990000.00000000 PA USD 3592800.00000000 0.647838700129 Long DBT CORP US N 2 2027-05-15 Fixed 6.12500000 N N N N N N FIVE9 INC 254900MXP6EWY0SFFR59 338307AD3 1180000.00000000 PA USD 1469188.35000000 0.264917911074 Long DBT CORP US N 2 2025-06-01 Fixed 0.50000000 N N N N Y Five9 Inc USD XXXX N N N LOGMEIN INC 549300D12V5KRBV00592 541056AA5 1590000.00000000 PA USD 1582050.00000000 0.285268652733 Long DBT CORP US N 2 2027-09-01 Fixed 5.50000000 N N N N N N LUMENTUM HOLDINGS INC 549300JLWRRC38DWEF52 55024UAD1 2175000.00000000 PA USD 2400338.00000000 0.432818929467 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 AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 023771S58 1955000.00000000 PA USD 2370437.50000000 0.427427396108 Long DBT CORP US N 2 2025-07-15 Fixed 11.75000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAL2 705000.00000000 PA USD 685950.90000000 0.123687803220 Long DBT CORP US N 2 2028-03-15 Fixed 4.87500000 N N N N N N SPOTIFY USA INC N/A 84921RAA8 4580000.00000000 PA USD 4165510.00000000 0.751107376914 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Spotify Technology SA USD XXXX N N N MOZART DEBT MERGER SUB N/A 62482BAB8 1470000.00000000 PA USD 1468162.50000000 0.264732934084 Long DBT CORP US N 2 2029-10-01 Fixed 5.25000000 N N N N N N JOSEPH T RYERSON & SON I 54930086XMNNXPXPWJ34 48088LAB3 904000.00000000 PA USD 987620.00000000 0.178083516205 Long DBT CORP US N 2 2028-08-01 Fixed 8.50000000 N N N N N N JAZZ INVESTMENTS I LTD N/A 472145AF8 4060000.00000000 PA USD 4496450.00000000 0.810781096414 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 ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAQ9 1215000.00000000 PA USD 1332369.00000000 0.240247216948 Long DBT CORP US N 2 2029-02-01 Fixed 7.62500000 N N N N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550BJ9 1465000.00000000 PA USD 1544842.50000000 0.278559551632 Long DBT CORP US N 2 2031-04-30 Fixed 5.25000000 N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAH3 6395000.00000000 PA USD 5934560.00000000 1.070095089134 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 ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 043436AW4 725000.00000000 PA USD 729578.38000000 0.131554528318 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AS8 1405000.00000000 PA USD 1462956.25000000 0.263794164814 Long DBT CORP US N 2 2030-03-15 Fixed 5.37500000 N N N N N N INSULET CORPORATION 549300TZTYD2PYN92D43 45784PAK7 3970000.00000000 PA USD 5530706.25000000 0.997273866566 Long DBT CORP US N 2 2026-09-01 Fixed 0.37500000 N N N N Y Insulet Corp USD XXXX N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAS5 750000.00000000 PA USD 773437.50000000 0.139463021774 Long DBT CORP US N 2 2030-03-01 Fixed 5.37500000 N N N N N N SEA LTD 529900OM6JLLW44YKI15 81141RAG5 6100000.00000000 PA USD 5950550.00000000 1.072978339194 Long DBT CORP KY N 2 2026-09-15 Fixed 0.25000000 N N N N Y Sea Ltd USD XXXX N N N BOFA FINANCE LLC 549300CGZYSEY3ZSIW16 09709THH7 5970000.00000000 PA USD 6599835.00000000 1.190054700365 Long DBT CORP US N 2 2022-09-01 Fixed 0.12500000 N N N N N Charter Communications Inc USD XXXX N N N INFINERA CORP 549300ZOF66WPV3H0H17 45667GAC7 180000.00000000 PA USD 197370.00000000 0.035588934603 Long DBT CORP US N 2 2024-09-01 Fixed 2.12500000 N N N N Y Infinera Corp USD XXXX N N N BATH & BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AW4 1945000.00000000 PA USD 2157705.20000000 0.389068395688 Long DBT CORP US N 2 2030-10-01 Fixed 6.62500000 N N N N N N SHIFT4 PAYMENTS INC N/A 82452JAA7 1695000.00000000 PA USD 1678444.27000000 0.302650065162 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 TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDJ6 3260000.00000000 PA USD 3329764.00000000 0.600409146487 Long DBT CORP US N 2 2028-10-01 Fixed 6.12500000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAM1 1475000.00000000 PA USD 1409421.50000000 0.254141002141 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N MANDIANT INC 549300E9D2UJUFLLY524 31816QAF8 1225000.00000000 PA USD 1265578.13000000 0.228203766046 Long DBT CORP US N 2 2024-06-01 Fixed 0.87500000 N N N N Y FireEye Inc USD XXXX N N N I3 VERTICALS LLC 549300VET627YPCK1T69 44933TAB2 2435000.00000000 PA USD 2146980.14000000 0.387134497634 Long DBT CORP US N 2 2025-02-15 Fixed 1.00000000 N N N N Y I3 Verticals Inc USD XXXX N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAH8 1445000.00000000 PA USD 1538925.00000000 0.277492532731 Long DBT CORP US N 2 2030-10-01 Fixed 6.37500000 N N N N N N AFFINION GROUP HOLDINGS WTS 04/01/24 P N/A 000000000 15601.62000000 NC USD 0.00000000 0.000000 N/A DE CORP US N 3 AFFINION GROUP HOLDINGS WTS 04/01/24 P N/A Call Purchased Affinion Equity Affinion Equity 1.00000000 0.00000000 USD 2024-04-01 XXXX -3080311.96000000 N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AT1 700000.00000000 PA USD 701099.00000000 0.126419245385 Long DBT CORP US N 2 2030-01-15 Fixed 5.87500000 N N N N N N BENTLEY SYSTEMS INC 549300WVEHPGE0Z56F71 08265TAA7 3870000.00000000 PA USD 3944591.39000000 0.711272255244 Long DBT CORP US N 2 2026-01-15 Fixed 0.12500000 N N N N Y Bentley Systems Inc USD XXXX N N N WAYFAIR INC 54930027N9ZAVYFDHK53 94419LAM3 6330000.00000000 PA USD 6225555.00000000 1.122566092960 Long DBT CORP US N 2 2025-10-01 Fixed 0.62500000 N N N N N Wayfair Inc USD XXXX N N N ETSY INC 54930089Q7XT501AEA40 29786AAL0 2595000.00000000 PA USD 4009275.00000000 0.722935733818 Long DBT CORP US N 2 2027-09-01 Fixed 0.12500000 N N N N Y Etsy Inc USD XXXX N N N MATCH GROUP FINANCECO 2 549300IPGK4BWL134U96 44932FAA5 4680000.00000000 PA USD 7429500.00000000 1.339656430253 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 LiveStyle Inc. Common Stock N/A 000000000 90407.00000000 NS USD 0.90000000 0.000000162284 Long EC CORP US Y 3 N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DC6 2510000.00000000 PA USD 2683277.85000000 0.483837462266 Long DBT CORP US N 2 2026-03-15 Fixed 5.55000000 N N N N N N SOFI TECHNOLOGIES INC 549300SW81JCMVZDDY09 83406FAA0 5060000.00000000 PA USD 5487114.60000000 0.989413602184 Long DBT CORP US N 2 2026-10-15 None 0.00000000 N N N N Y SoFi Technologies Inc USD XXXX N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CY4 5270000.00000000 PA USD 6831237.50000000 1.231780233321 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Ford Motor Co USD XXXX N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAJ7 1790000.00000000 PA USD 1934095.00000000 0.348747937744 Long DBT CORP US N 2 2026-06-15 Fixed 6.75000000 N N N N N N APTIV PLC N/A 000000000 56155.00000000 NS USD 10025352.15000000 1.807729655199 Long EP CORP JE N 1 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AY3 2230000.00000000 PA USD 2366587.50000000 0.426733180178 Long DBT CORP US N 2 2028-04-01 Fixed 7.50000000 N N N N N N MICROSTRATEGY INC 549300WQTWEJUEHXQX21 594972AD3 3665000.00000000 PA USD 2939330.00000000 0.530007717226 Long DBT CORP US N 2 2027-02-15 None 0.00000000 N N N N Y MicroStrategy Inc USD XXXX N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CX6 2205000.00000000 PA USD 3197250.00000000 0.576514775103 Long DBT CORP US N 2 2030-04-22 Fixed 9.62500000 N N N N N N PALO ALTO NETWORKS 549300QXR2YVZV231H43 697435AF2 4165000.00000000 PA USD 7757312.50000000 1.398766212007 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 NCR CORP 549300YKTY8JX1DV2R67 62886EBA5 1415000.00000000 PA USD 1429928.25000000 0.257838693709 Long DBT CORP US N 2 2029-04-15 Fixed 5.12500000 N N N N N N AKAMAI TECHNOLOGIES INC OC1LZNN2LF5WTJ5RIL89 00971TAJ0 2850000.00000000 PA USD 3637806.38000000 0.655954062720 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 VAIL RESORTS INC 529900PSZHRNU9HKH870 91879QAM1 6875000.00000000 PA USD 7317578.13000000 1.319475145802 Long DBT CORP US N 2 2026-01-01 None 0.00000000 N N N N Y Vail Resorts Inc USD XXXX N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AS3 1480000.00000000 PA USD 1539200.00000000 0.277542119583 Long DBT CORP US N 2 2029-03-01 Fixed 6.75000000 N N N N N N SHIFT4 PAYMENTS INC N/A 82452JAC3 3750000.00000000 PA USD 3211713.90000000 0.579122845180 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 SQUARE INC 549300OHIIUWSTIZME52 852234AK9 275000.00000000 PA USD 306109.38000000 0.055196365741 Long DBT CORP US N 2 2027-11-01 Fixed 0.25000000 N N N N Y Square Inc USD XXXX N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAF6 1565000.00000000 PA USD 1713675.00000000 0.309002723348 Long DBT CORP US N 2 2023-10-01 Fixed 8.25000000 N N N N N N HEALTHEQUITY INC 529900LRJU1RAFQHM467 42226AAA5 470000.00000000 PA USD 464125.00000000 0.083689082803 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAF5 2285000.00000000 PA USD 2343473.15000000 0.422565297062 Long DBT CORP US N 2 2027-09-01 Fixed 6.87500000 N N N N N N FORTRESS TRANS & INFRAST 529900E7PUVK6BC8PE80 34960PAD3 750000.00000000 PA USD 735000.00000000 0.132532132207 Long DBT CORP US N 2 2028-05-01 Fixed 5.50000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAE9 3435000.00000000 PA USD 3306187.50000000 0.596157930412 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 LIONS GATE CAPITAL HOLD 549300MWJHNLR35C0837 53627NAE1 2010000.00000000 PA USD 2035125.00000000 0.366965245658 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N PEBBLEBROOK HOTEL TRUST 5493004Q1NNH6JXCSI52 70509VAA8 3620000.00000000 PA USD 3831770.00000000 0.690928773100 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 AVEANNA HEALTHCARE LLC 5493006D6JRLPIY8YV18 05549DAK4 260000.00000000 PA USD 257725.00000000 0.046471896290 Long LON CORP US N 2 2028-07-15 Floating 4.25000000 N N N N N N COMPASS GROUP DIVERSIFIE 549300I6PTUQPX21TE93 20451RAB8 2140000.00000000 PA USD 2201995.80000000 0.397054691817 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B36 745000.00000000 PA USD 781318.75000000 0.140884135879 Long DBT CORP US N 2 2030-11-13 Fixed 4.00000000 N N N N N N DEXCOM INC 549300YSK3QDSFR5EU59 252131AK3 3830000.00000000 PA USD 4617543.75000000 0.832616215985 Long DBT CORP US N 2 2025-11-15 Fixed 0.25000000 N N N N Y Dexcom Inc USD XXXX N N CLEAR CHANNEL OUTDOOR HO N/A 18453HAC0 760000.00000000 PA USD 792138.50000000 0.142835108039 Long DBT CORP US N 2 2028-04-15 Fixed 7.75000000 N N N N N N VIAVI SOLUTIONS INC 5493006K3E3N1QOBF092 925550AB1 725000.00000000 PA USD 904890.63000000 0.163166101508 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 PLUG POWER INC 549300JPDKRSJ8JSM954 72919PAD5 490000.00000000 PA USD 3878399.00000000 0.699336719757 Long DBT CORP US N 2 2025-06-01 Fixed 3.75000000 N N N N Y Plug Power Inc USD XXXX N N N OWENS-BROCKWAY V2UQUCDZJ9WY98W8QU33 69073TAT0 3020000.00000000 PA USD 3159712.75000000 0.569746214858 Long DBT CORP US N 2 2027-05-13 Fixed 6.62500000 N N N N N N NGL ENRGY OP/FIN CORP N/A 62922LAA6 2150000.00000000 PA USD 2134616.75000000 0.384905182753 Long DBT CORP US N 2 2026-02-01 Fixed 7.50000000 N N N N N N 2022-01-25 Virtus AllianzGI Convertible & Income Fund Amy Hackett Amy Hackett Vice President and Assistant Treasurer XXXX