0001752724-21-139939.txt : 20210628
0001752724-21-139939.hdr.sgml : 20210628
20210628112924
ACCESSION NUMBER: 0001752724-21-139939
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210430
FILED AS OF DATE: 20210628
PERIOD START: 20211031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: ADVENT CONVERTIBLE & INCOME FUND
CENTRAL INDEX KEY: 0001219120
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21309
FILM NUMBER: 211051124
BUSINESS ADDRESS:
STREET 1: 227 W. MONROE STREET
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 312-827-0100
MAIL ADDRESS:
STREET 1: 227 W. MONROE STREET
CITY: CHICAGO
STATE: IL
ZIP: 60606
FORMER COMPANY:
FORMER CONFORMED NAME: ADVENT CLAYMORE CONVERTIBLE SECURITIES & INCOME FUND
DATE OF NAME CHANGE: 20030219
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001219120
XXXXXXXX
Advent Convertible and Income Fund
811-21309
0001219120
ZEFY1K43K8JK66NIVK50
888 Seventh Ave, 31st Floor
New York
10019
212-482-1600
Advent Convertible and Income Fund
ZEFY1K43K8JK66NIVK50
2021-10-31
2021-04-30
N
1038086193.18
332707738.98
705378454.20
0.00000000
0.00000000
61001045.00000000
0.00000000
0.00000000
0.00000000
263008951.54000000
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
AUD
CAD
EUR
JPY
GBP
USD
SGD
HKD
CHF
N
TRAVERE THERAPEUTICS INC
N/A
Travere Therapeutics, Inc.
761299AB2
1094000.00000000
PA
USD
1111458.23000000
0.157569064291
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
2.50000000
N
N
N
N
Y
Travere Therapeutics Inc
Travere Therapeutics Inc
USD
XXXX
N
N
N
PRYSMIAN SPA
529900X0H1IO3RS1A464
Prysmian SpA
BN7428004
400000.00000000
PA
475948.68000000
0.067474229920
Long
DBT
CORP
IT
N
2
2026-02-02
None
0.00000000
N
N
N
N
N
Prysmian SpA
Prysmian SpA
EUR
XXXX
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599CH6
7361000.00000000
PA
USD
7288788.59000000
1.033316022994
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.40000000
N
N
N
N
N
N
PALO ALTO NETWORKS
549300QXR2YVZV231H43
Palo Alto Networks, Inc.
697435AD7
1794000.00000000
PA
USD
2529540.00000000
0.358607494308
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
0.75000000
N
N
N
N
Y
Palo Alto Networks Inc
Palo Alto Networks Inc
USD
XXXX
N
N
N
Zhen Ding Technology Holding Ltd.
N/A
Zhen Ding Technology Holding Ltd.
N/A
800000.00000000
PA
USD
817200.00000000
0.115852702210
Long
DBT
CORP
KY
N
2
2025-06-30
None
0.00000000
N
N
N
N
N
Zhen Ding Technology Holding Ltd
Zhen Ding Technology Holding Ltd
USD
XXXX
N
N
N
BRENNTAG FINANCE BV
724500LOJA6NM43PH951
Brenntag Finance BV
QJ9360323
750000.00000000
PA
USD
873345.00000000
0.123812259192
Long
DBT
CORP
NL
N
2
2022-12-02
Fixed
1.87500000
N
N
N
N
N
Brenntag AG
Brenntag AG
USD
XXXX
N
N
N
KITE REALTY GROUP LP
549300X6R2GYI8Y3OD81
Kite Realty Group, LP
49803XAB9
3000000.00000000
PA
USD
3024300.00000000
0.428748564971
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.75000000
N
N
N
N
Y
Kite Realty Group Trust
Kite Realty Group Trust
USD
XXXX
N
N
N
BANDWIDTH INC
549300QC70JB7MUGXM66
Bandwidth, Inc.
05988JAC7
1559000.00000000
PA
USD
1570692.50000000
0.222673727932
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.50000000
N
N
N
N
Y
Bandwidth Inc
Bandwidth Inc
USD
XXXX
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017AF1
827000.00000000
PA
USD
1836779.12000000
0.260396260909
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
1.62500000
N
N
N
N
Y
Microchip Technology Inc
Microchip Technology Inc
USD
XXXX
N
N
N
GUARDANT HEALTH INC
254900M8C3E5VC8BR186
Guardant Health, Inc.
40131MAA7
2204000.00000000
PA
USD
2899637.51000000
0.411075429471
Long
DBT
CORP
US
N
2
2027-11-15
None
0.00000000
N
N
N
N
Y
Guardant Health Inc
Guardant Health Inc
USD
XXXX
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical, Inc.
09061GAJ0
1993000.00000000
PA
USD
1973070.00000000
0.279717928475
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
1.25000000
N
N
N
N
N
BioMarin Pharmaceutical Inc
BioMarin Pharmaceutical Inc
USD
XXXX
N
N
N
DEXCOM INC
549300YSK3QDSFR5EU59
Dexcom, Inc.
252131AJ6
6669000.00000000
PA
USD
6702345.00000000
0.950177165193
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.25000000
N
N
N
N
Y
DexCom Inc
DexCom Inc
USD
XXXX
N
N
N
ALLEGHENY TECHNOLOGIES
ZW1LRE7C3H17O2ZN9B45
Allegheny Technologies, Inc.
01741RAJ1
3000000.00000000
PA
USD
5058900.00000000
0.717189470401
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.50000000
N
N
N
N
Y
Allegheny Technologies Inc
Allegheny Technologies Inc
USD
XXXX
N
N
N
INSMED INC
529900Q55QAG41CCAC11
Insmed, Inc.
457669AA7
1006000.00000000
PA
USD
1126720.00000000
0.159732692895
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
1.75000000
N
N
N
N
Y
Insmed Inc
Insmed Inc
USD
XXXX
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903202
25000.00000000
NS
USD
3713000.00000000
0.526384096068
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana, Inc.
444859102
4000.00000000
NS
USD
1780960.00000000
0.252482903240
Long
EC
CORP
US
N
1
N
N
N
Sony Corp
N/A
Sony Corp.
N/A
40000000.00000000
PA
804537.76000000
0.114057603433
Long
DBT
CORP
JP
N
2
2022-09-30
None
0.00000000
N
N
N
N
N
Sony Corp
Sony Corp
JPY
XXXX
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver JPY
N/A
-614884800.00000000
NC
36854.29000000
0.005224754141
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
614884800.00000000
JPY
5664201.89000000
USD
2021-06-11
36854.29000000
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France S.A.
ZO3861812
202000.00000000
PA
3855529.22000000
0.546590159799
Long
DBT
CORP
FR
N
2
2024-09-14
None
0.00000000
N
N
N
N
N
Electricite de France SA
Electricite de France SA
EUR
XXXX
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825AH9
670000.00000000
PA
USD
680887.50000000
0.096527969623
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
4.25000000
N
N
N
N
N
N
XERO INVESTMENTS LTD
25490002CIY32NFE4689
Xero Investments Ltd.
BM7530900
609000.00000000
PA
USD
628048.50000000
0.089037097215
Long
DBT
CORP
NZ
N
2
2025-12-02
None
0.00000000
N
N
N
N
N
Xero Ltd
Xero Ltd
USD
XXXX
N
N
N
SQUARE INC
549300OHIIUWSTIZME52
Square, Inc.
852234AF0
2665000.00000000
PA
USD
5536537.50000000
0.784903120733
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.12500000
N
N
N
N
Y
Square Inc
Square Inc
USD
XXXX
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc.
92556H305
116685.00000000
NS
USD
8464329.90000000
1.199970008950
Long
EP
CORP
US
N
1
N
N
N
LIBERTY MEDIA CORP
549300ZKUTPIBZLWLL89
Liberty Media Corp.
531229AB8
3283000.00000000
PA
USD
4288214.06000000
0.607930967336
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
1.37500000
N
N
N
N
Y
N/A
LMCA 1.375 10/15/23
USD
XXXX
N
N
N
SPIRIT AIRLINES INC
549300DCAFIXFNFR3304
Spirit Airlines, Inc.
848577AB8
1492000.00000000
PA
USD
1538478.19000000
0.218106773865
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
1.00000000
N
N
N
N
Y
Spirit Airlines Inc
Spirit Airlines Inc
USD
XXXX
N
N
N
China Conch Venture
N/A
China Conch Venture
N/A
10000000.00000000
PA
1474214.13000000
0.208996195052
Long
DBT
CORP
VG
N
2
2023-09-05
None
0.00000000
N
N
N
N
N
China Conch Venture Holdings Ltd
China Conch Venture Holdings Ltd
HKD
XXXX
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC, Inc.
747262AY9
3154000.00000000
PA
USD
3334203.79000000
0.472682964747
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.75000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CG5
1845000.00000000
PA
USD
2091768.75000000
0.296545597266
Long
DBT
CORP
US
N
2
2048-06-01
Fixed
2.75000000
N
N
N
N
Y
NRG Energy Inc
NRG Energy Inc
USD
XXXX
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516106
25000.00000000
NS
USD
5576000.00000000
0.790497635248
Long
EC
CORP
US
N
1
N
N
N
VIAVI SOLUTIONS INC
5493006K3E3N1QOBF092
Viavi Solutions, Inc.
925550AB1
1525000.00000000
PA
USD
2053984.38000000
0.291188987666
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
1.00000000
N
N
N
N
Y
Viavi Solutions Inc
Viavi Solutions Inc
USD
XXXX
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
Elanco Animal Health, Inc.
28414H202
84162.00000000
NS
USD
4003586.34000000
0.567579902130
Long
EP
CORP
US
N
1
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver GBP
N/A
-500000.00000000
NC
-2855.66000000
-0.00040484083
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
500000.00000000
GBP
689497.50000000
USD
2021-06-11
-2855.66000000
N
N
N
Q2 HOLDINGS INC
549300M9RKR9DZXWS696
Q2 Holdings, Inc.
74736LAE9
4037000.00000000
PA
USD
4096653.62000000
0.580773852051
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.12500000
N
N
N
N
Y
Q2 Holdings Inc
Q2 Holdings Inc
USD
XXXX
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp.
682189AP0
1996000.00000000
PA
USD
3898437.51000000
0.552673176617
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
1.62500000
N
N
N
N
Y
ON Semiconductor Corp
ON Semiconductor Corp
USD
XXXX
N
N
N
INDIGO NATURAL RES LLC
549300F7DOI6H6TA3C86
Indigo Natural Resources LLC
45569LAC5
1963000.00000000
PA
USD
1950731.25000000
0.276551011500
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.37500000
N
N
N
N
N
N
HERBALIFE LTD
549300BA7TYPBSZZIA41
Herbalife Nutrition Ltd.
42703MAD5
3096000.00000000
PA
USD
3229515.00000000
0.457841458123
Long
DBT
CORP
KY
N
2
2024-03-15
Fixed
2.62500000
N
N
N
N
Y
Herbalife Nutrition Ltd
Herbalife Nutrition Ltd
USD
XXXX
N
N
N
AETHON UN/AETHIN UN FIN
N/A
Aethon United BR Limited Partnership / Aethon United Finance Corp.
00810GAC8
1956000.00000000
PA
USD
2081917.50000000
0.295149006551
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.25000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
008911BE8
284000.00000000
PA
USD
438496.00000000
0.062164643304
Long
DBT
CORP
CA
N
2
2025-07-01
Fixed
4.00000000
N
N
N
N
Y
Air Canada
Air Canada
USD
XXXX
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
Equities Corp.
26884LAJ8
996000.00000000
PA
USD
1480952.40000000
0.209951465228
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
1.75000000
N
N
N
N
Y
EQT Corp
EQT Corp
USD
XXXX
N
N
N
NATIONAL VISION HOLDINGS
549300JHURCBLI5ROA42
National Vision Holdings, Inc.
63845RAA5
518000.00000000
PA
USD
899701.25000000
0.127548728578
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.50000000
N
N
N
N
Y
National Vision Holdings Inc
National Vision Holdings Inc
USD
XXXX
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SCGEN RR 1.8825% 12/15/25
N/A
-56002928.34000000
PA
USD
-56002928.34000000
-7.93941578546
Short
RA
CORP
FR
N
2
Reverse repurchase
Y
1.88250100
2025-12-15
95891980.71000000
USD
95891980.71000000
USD
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769G100
40000.00000000
NS
USD
3913600.00000000
0.554822730506
Long
EC
CORP
US
N
1
N
N
N
SCORPIO TANKERS INC
549300NVJUH16NXG8K87
Scorpio Tankers, Inc.
80918TAD1
2146000.00000000
PA
USD
2159495.01000000
0.306147004794
Long
DBT
CORP
MH
N
2
2025-05-15
Fixed
3.00000000
N
N
N
N
N
Scorpio Tankers Inc
Scorpio Tankers Inc
USD
XXXX
N
N
N
SMILEDIRECTCLUB INC
254900QFZEGKCURCJS93
SmileDirectClub, Inc.
83192HAA4
2000000.00000000
PA
USD
1758750.00000000
0.249334238879
Long
DBT
CORP
US
N
2
2026-02-01
None
0.00000000
N
N
N
N
Y
SmileDirectClub Inc
SmileDirectClub Inc
USD
XXXX
N
N
N
APTIV PLC
N/A
Aptiv plc
EP0589507
58493.00000000
NS
USD
9613324.55000000
1.362860531500
Long
EP
CORP
JE
N
1
N
N
N
DROPBOX INC
549300JCDF7UAR6TJR51
Dropbox, Inc.
26210CAB0
1386000.00000000
PA
USD
1380456.00000000
0.195704304799
Long
DBT
CORP
US
N
2
2028-03-01
None
0.00000000
N
N
N
N
Y
Dropbox Inc
Dropbox Inc
USD
XXXX
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDA5
3378000.00000000
PA
USD
3547068.90000000
0.502860397688
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.12500000
N
N
N
N
N
N
PEGASYSTEMS INC
549300FMCOKPL06FYN26
Pegasystems, Inc.
705573AB9
3229000.00000000
PA
USD
3728474.51000000
0.528577884368
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.75000000
N
N
N
N
Y
Pegasystems Inc
Pegasystems Inc
USD
XXXX
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-375000.00000000
NC
-2277.65000000
-0.00032289758
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
375000.00000000
EUR
449547.38000000
USD
2021-06-11
-2277.65000000
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver CAD
N/A
-4392968.00000000
NC
-83430.12000000
-0.01182771028
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
4392968.00000000
CAD
3487809.85000000
USD
2021-06-11
-83430.12000000
N
N
N
PBF HOLDING CO LLC
N/A
PBF Holding Company LLC / PBF Finance Corp.
69318FAK4
1309000.00000000
PA
USD
1372813.75000000
0.194620879306
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
9.25000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353TAH3
5458000.00000000
PA
USD
5752880.09000000
0.815573548603
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
Uber Technologies Inc
Uber Technologies Inc
USD
XXXX
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CH3
2598000.00000000
PA
USD
2789251.77000000
0.395426278388
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
NMI HOLDINGS
529900KNNGFXJX1C3Z08
NMI Holdings, Inc.
629209AA5
2972000.00000000
PA
USD
3422094.54000000
0.485143049043
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.37500000
N
N
N
N
N
N
QIAGEN NV
54930036WK3GMCN17Z57
QIAGEN N.V.
AV5355400
1000000.00000000
PA
USD
1221174.52000000
0.173123308874
Long
DBT
CORP
NL
N
2
2024-11-13
Fixed
1.00000000
N
N
N
N
Y
QIAGEN NV
QIAGEN NV
USD
XXXX
N
N
N
CDK GLOBAL INC
5493000L10CYRTHIJ385
CDK Global, Inc.
12508EAF8
2570000.00000000
PA
USD
2720961.80000000
0.385744954896
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.87500000
N
N
N
N
N
N
ZSCALER INC.
529900MZ0RTK1BWRNF46
Zscaler, Inc.
98980GAA0
2000000.00000000
PA
USD
2830000.00000000
0.401203068104
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.12500000
N
N
N
N
Y
Zscaler Inc
Zscaler Inc
USD
XXXX
N
N
N
LENDINGTREE INC
549300ISY5YHUJZTON08
LendingTree, Inc.
52603BAA5
1140000.00000000
PA
USD
1338787.50000000
0.189797050367
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
0.62500000
N
N
N
N
Y
LendingTree Inc
LendingTree Inc
USD
XXXX
N
N
N
MAGIC MERGERCO INC
N/A
Magic Mergeco, Inc.
55916AAB0
2331000.00000000
PA
USD
2398272.66000000
0.339998003301
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
7.87500000
N
N
N
N
N
N
NEXTERA ENERGY PARTNERS
5493008F4ZOQFNG3WN54
NextEra Energy Partners, LP
65341BAD8
597000.00000000
PA
USD
638491.50000000
0.090517579066
Long
DBT
CORP
US
N
2
2025-11-15
None
0.00000000
N
N
N
N
N
NextEra Energy Partners LP
NextEra Energy Partners LP
USD
XXXX
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746804
3000.00000000
NS
USD
4309147.98000000
0.610898724555
Long
EP
CORP
US
N
1
N
N
N
VM CONSOLIDATED INC
N/A
VM Consolidated, Inc.
91835HAA0
2304000.00000000
PA
USD
2345921.28000000
0.332576259741
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
200000.00000000
NC
-812.25000000
-0.00011515095
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
241785.60000000
USD
200000.00000000
EUR
2021-06-11
-812.25000000
N
N
N
MINEBEA MITSUMI Inc
N/A
MINEBEA MITSUMI, Inc.
N/A
90000000.00000000
PA
1120831.62000000
0.158897909813
Long
DBT
CORP
JP
N
2
2022-08-03
None
0.00000000
N
N
N
N
Y
MINEBEA MITSUMI Inc
MINEBEA MITSUMI Inc
JPY
XXXX
N
N
N
NESCO HOLDINGS II INC
254900FAHT0HW9T6L409
NESCO Holdings II, Inc.
64083YAA9
792000.00000000
PA
USD
816750.00000000
0.115788906669
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55616XAM9
1370000.00000000
PA
USD
1234664.55000000
0.175035761674
Long
DBT
CORP
US
N
2
2034-12-15
Fixed
4.50000000
N
N
N
N
N
N
DocuSign Inc
549300Q7PVDWRZ39JG09
DocuSign, Inc.
256163106
20000.00000000
NS
USD
4458800.00000000
0.632114572461
Long
EC
CORP
US
N
1
N
N
N
CELLNEX TELECOM SA
5493008T4YG3AQUI7P67
Cellnex Telecom S.A.
AQ6595039
700000.00000000
PA
1387409.82000000
0.196690133039
Long
DBT
CORP
ES
N
2
2026-01-16
Fixed
1.50000000
N
N
N
N
N
Cellnex Telecom SA
Cellnex Telecom SA
EUR
XXXX
N
N
N
COMMERCIAL METALS CO
549300OQS2LO07ZJ7N73
Commercial Metals Co.
201723AK9
2000000.00000000
PA
USD
2097290.00000000
0.297328333111
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
4.87500000
N
N
N
N
N
N
CHEGG INC
549300AKX7O8JG0O3G77
Chegg, Inc.
163092AE9
1784000.00000000
PA
USD
1968644.00000000
0.279090463889
Long
DBT
CORP
US
N
2
2026-09-01
None
0.00000000
N
N
N
N
Y
Chegg Inc
Chegg Inc
USD
XXXX
N
N
N
IBERDROLA INTL BV
549300ZMLFJKWC63XN87
Iberdrola International BV
QJ6996202
500000.00000000
PA
801676.41000000
0.113651955943
Long
DBT
CORP
NL
N
2
2022-11-11
None
0.00000000
N
N
N
N
N
Iberdrola SA
Iberdrola SA
EUR
XXXX
N
N
N
LIBERTY MEDIA CORP
549300ZKUTPIBZLWLL89
Liberty Media Corp.
531229AK8
2150000.00000000
PA
USD
2406925.00000000
0.341224627101
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
0.50000000
N
N
N
N
Y
Live Nation Entertainment Inc
Live Nation Entertainment Inc
USD
XXXX
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SCGEN RR FLOAT 175 DY ROL
N/A
-32001045.00000000
PA
USD
-32001045.00000000
-4.53671994224
Short
RA
CORP
FR
N
2
Reverse repurchase
Y
1.17563000
2021-05-14
54794158.22000000
USD
54794158.22000000
USD
N
N
N
NEWS CORP
549300ITS31QK8VRBQ14
News Corp.
65249BAA7
2668000.00000000
PA
USD
2723307.64000000
0.386077519632
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.87500000
N
N
N
N
N
N
THE REALREAL INC
549300O00VUGT4H1PE90
RealReal, Inc.
88339PAC5
3094000.00000000
PA
USD
3252722.20000000
0.461131493403
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
1.00000000
N
N
N
N
Y
RealReal Inc/The
RealReal Inc/The
USD
XXXX
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec HKD / Deliver USD
N/A
5000000.00000000
NC
-276.27000000
-0.00003916620
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
644114.00000000
USD
5000000.00000000
HKD
2021-06-11
-276.27000000
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp.
12653CAF5
3000000.00000000
PA
USD
3825000.00000000
0.542262097350
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
2.25000000
N
N
N
N
Y
CNX Resources Corp
CNX Resources Corp
USD
XXXX
N
N
N
NEXI SPA
5493000P70CQRQG8SN85
Nexi SpA
BH9546384
800000.00000000
PA
1135511.98000000
0.160979113161
Long
DBT
CORP
IT
N
2
2027-04-24
Fixed
1.75000000
N
N
N
N
N
Nexi SpA
Nexi SpA
EUR
XXXX
N
N
N
SAREPTA THERAPEUTICS INC
549300IKDPIED8J8IG21
Sarepta Therapeutics, Inc.
803607AB6
2293000.00000000
PA
USD
2887746.88000000
0.409389720199
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
1.50000000
N
N
N
N
Y
Sarepta Therapeutics Inc
Sarepta Therapeutics Inc
USD
XXXX
N
N
N
ZILLOW GROUP INC
2549002XEELQDIR6FU05
Zillow Group, Inc.
98954MAH4
791000.00000000
PA
USD
1637864.38000000
0.232196542189
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.75000000
N
N
N
N
Y
Zillow Group Inc
Zillow Group Inc
USD
XXXX
N
N
N
ALTERYX INC
549300XWZG0JHL7I0827
Alteryx, Inc.
02156BAF0
1316000.00000000
PA
USD
1181932.50000000
0.167560051340
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
1.00000000
N
N
N
N
N
N
RINGCENTRAL INC
549300C8EH0H1614VE84
RingCentral, Inc.
76680RAF4
6059000.00000000
PA
USD
6890828.00000000
0.976897998368
Long
DBT
CORP
US
N
2
2025-03-01
None
0.00000000
N
N
N
N
Y
RingCentral Inc
RingCentral Inc
USD
XXXX
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp.
260003108
25000.00000000
NS
USD
3729750.00000000
0.528758707866
Long
EC
CORP
US
N
1
N
N
N
CORNWALL JERSEY LTD
213800NFORA6FS9LQ898
Cornwall Jersey Ltd.
BP0252620
500000.00000000
PA
688623.56000000
0.097624694360
Long
DBT
CORP
JE
N
2
2026-04-16
Fixed
0.75000000
N
N
N
N
N
ASOS PLC
ASOS PLC
GBP
XXXX
N
N
N
MEDNAX INC
N/A
MEDNAX, Inc.
58502BAC0
2573000.00000000
PA
USD
2730596.25000000
0.387110810337
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830109
8000.00000000
NS
USD
3044480.00000000
0.431609440559
Long
EC
CORP
US
N
1
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345102
100000.00000000
NS
USD
2106000.00000000
0.298563131246
Long
EC
CORP
US
N
1
N
N
N
KAKAO CORP
988400FTKUBQXKVZP434
Kakao Corp.
BM0687608
900000.00000000
PA
USD
1160100.00000000
0.164464904349
Long
DBT
CORP
KR
N
2
2023-04-28
None
0.00000000
N
N
N
N
N
Kakao Corp
Kakao Corp
USD
XXXX
N
N
N
SILICON LABORATORIES INC
4PRDF8Q9TDHRVZKZSZ47
Silicon Laboratories, Inc.
826919AC6
4448000.00000000
PA
USD
5832662.40000000
0.826884116642
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.62500000
N
N
N
N
Y
Silicon Laboratories Inc
Silicon Laboratories Inc
USD
XXXX
N
N
N
ANLLIAN CAPITAL LTD
529900WNC73E6N8L3G81
ANLLIAN Capital Ltd.
ZP4808231
1000000.00000000
PA
1612489.66000000
0.228599222218
Long
DBT
CORP
VG
N
2
2025-02-05
None
0.00000000
N
N
N
N
N
ANTA Sports Products Ltd
ANTA Sports Products Ltd
EUR
XXXX
N
N
N
COLFAX CORP
635400OP2DYYYMOIYL17
Colfax Corp.
194014205
36267.00000000
NS
USD
6665149.26000000
0.944904004412
Long
EP
CORP
US
N
1
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAS8
2617000.00000000
PA
USD
2900617.38000000
0.411214343552
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
8.87500000
N
N
N
N
N
N
SAFRAN SA
969500UIC89GT3UL7L24
Safran S.A.
BJ4442296
9870.00000000
PA
1743052.10000000
0.247108781055
Long
DBT
CORP
FR
N
2
2027-05-15
Fixed
0.87500000
N
N
N
N
N
Safran SA
Safran SA
EUR
XXXX
N
N
N
Atos SE
N/A
Atos SE
N/A
1200000.00000000
PA
1854395.61000000
0.262893713149
Long
DBT
CORP
FR
N
2
2024-11-06
None
0.00000000
N
N
N
N
N
Worldline SA/France
Worldline SA/France
EUR
XXXX
N
N
N
Penn National Gaming Inc
N/A
Penn National Gaming, Inc.
707569109
40000.00000000
NS
USD
3564800.00000000
0.505374097943
Long
EC
CORP
US
N
1
N
N
N
TEQU MAYFLOWER LTD
549300AGQHZ6WI0L1W93
Tequ Mayflower Ltd.
BO2197701
750000.00000000
PA
USD
740250.00000000
0.104943664722
Long
DBT
CORP
KY
N
2
2026-03-02
None
0.00000000
N
N
N
N
N
Hope Education Group Co Ltd
Hope Education Group Co Ltd
USD
XXXX
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners Limited Partnership / Tallgrass Energy Finance Corp.
87470LAG6
2672000.00000000
PA
USD
2717958.40000000
0.385319169279
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
6.00000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
75000.00000000
NS
USD
3040500.00000000
0.431045204442
Long
EC
CORP
US
N
1
N
N
N
EXACT SCIENCES CORP
549300VM3X1FYD4N9Z14
Exact Sciences Corp.
30063PAC9
3000000.00000000
PA
USD
3836250.00000000
0.543856985871
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.37500000
N
N
N
N
Y
Exact Sciences Corp
Exact Sciences Corp
USD
XXXX
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co.
844741BG2
7738000.00000000
PA
USD
13473792.50000000
1.910150844525
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.25000000
N
N
N
N
Y
Southwest Airlines Co
Southwest Airlines Co
USD
XXXX
N
N
N
KBR INC
254900OFQDXZRKRCV808
KBR, Inc.
48242WAB2
2371000.00000000
PA
USD
3837463.50000000
0.544029021180
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
2.50000000
N
N
N
N
Y
KBR Inc
KBR Inc
USD
XXXX
N
N
N
BILL.COM HOLDINGS INC
549300IBF9VZZIGOZW63
Bill.com Holdings, Inc.
090043AA8
860000.00000000
PA
USD
1045975.00000000
0.148285646346
Long
DBT
CORP
US
N
2
2025-12-01
None
0.00000000
N
N
N
N
Y
Bill.com Holdings Inc
Bill.com Holdings Inc
USD
XXXX
N
N
N
HLF FIN SARL LLC/HERBALI
N/A
HLF Financing Sarl LLC / Herbalife International, Inc.
40390DAA3
2500000.00000000
PA
USD
2615625.00000000
0.370811581276
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
7.25000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co.
075887406
25521.00000000
NS
USD
1409524.83000000
0.199825330871
Long
EP
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135F200
7583.00000000
NS
USD
10991179.35000000
1.558196069720
Long
EP
CORP
US
N
1
N
N
N
Six Flags Entertainment Corp
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp.
83001A102
50000.00000000
NS
USD
2349000.00000000
0.333012723313
Long
EC
CORP
US
N
1
N
N
N
NICE LTD
254900YTY4EF5Z4W0A51
Nice Ltd.
653656AA6
1112000.00000000
PA
USD
1180488.93000000
0.167355399498
Long
DBT
CORP
IL
N
2
2025-09-15
None
0.00000000
N
N
N
N
N
Nice Ltd
Nice Ltd
USD
XXXX
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137206
50326.00000000
NS
USD
5917331.08000000
0.838887414942
Long
EP
CORP
US
N
1
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver CHF
N/A
-1010500.00000000
NC
-31853.39000000
-0.00451578720
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
1010500.00000000
CHF
1077355.28000000
USD
2021-06-11
-31853.39000000
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAF5
2248000.00000000
PA
USD
2315462.48000000
0.328258180585
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.25000000
N
N
N
N
N
N
JP MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
JPMorgan Chase Bank North America
48128DAC1
985000.00000000
PA
USD
1123885.00000000
0.159330780988
Long
DBT
CORP
US
N
2
2023-01-01
Fixed
0.12500000
N
N
N
N
N
Alibaba Group Holding Ltd
Alibaba Group Holding Ltd
USD
XXXX
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066G104
2000.00000000
NS
USD
1200760.00000000
0.170229185886
Long
EC
CORP
US
N
1
N
N
N
AKAMAI TECHNOLOGIES INC
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc.
00971TAJ0
845000.00000000
PA
USD
1065967.50000000
0.151119940459
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.12500000
N
N
N
N
Y
Akamai Technologies Inc
Akamai Technologies Inc
USD
XXXX
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries, Inc.
16115QAD2
590000.00000000
PA
USD
1639093.76000000
0.232370828771
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
1.00000000
N
N
N
N
Y
Chart Industries Inc
Chart Industries Inc
USD
XXXX
N
N
N
ALLIANCE RES OP/FINANCE
N/A
Alliance Resource Operating Partners Limited Partnership / Alliance Resource Finance Corp.
01879NAA3
1757000.00000000
PA
USD
1664757.50000000
0.236009122491
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.50000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd.
335934AT2
1831000.00000000
PA
USD
2013550.70000000
0.285456791033
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.87500000
N
N
N
N
N
N
VISTAJET MALTA/XO MGMT
N/A
VistaJet Malta Finance plc / XO Management Holding, Inc.
92840JAA7
1294000.00000000
PA
USD
1395902.50000000
0.197894122181
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
10.50000000
N
N
N
N
N
N
2020 CASH EXCH TRUST
N/A
2020 Cash Mandatory Exchangeable Trust
901375105
7797.00000000
NS
USD
9175743.51000000
1.300825600125
Long
EP
CORP
US
N
1
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I Limited Partnership / Hilcorp Finance Co.
431318AV6
1990000.00000000
PA
USD
2054734.70000000
0.291295358933
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.00000000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver CAD
N/A
-767000.00000000
NC
-10047.19000000
-0.00142436871
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
767000.00000000
CAD
613481.38000000
USD
2021-06-11
-10047.19000000
N
N
N
NAGOYA RAILROAD
353800P62OOYUY3I8T51
Nagoya Railroad Company Ltd.
EK6258520
70000000.00000000
PA
670829.33000000
0.095102044300
Long
DBT
CORP
JP
N
2
2024-12-11
None
0.00000000
N
N
N
N
N
Nagoya Railroad Co Ltd
Nagoya Railroad Co Ltd
JPY
XXXX
N
N
N
MONGODB INC
549300TPTG69WKWE1Z37
MongoDB, Inc.
60937PAD8
1797000.00000000
PA
USD
2792088.75000000
0.395828470996
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.25000000
N
N
N
N
Y
MongoDB Inc
MongoDB Inc
USD
XXXX
N
N
N
DEUTSCHE LUFTHANSA AG
529900PH63HYJ86ASW55
Deutsche Lufthansa AG
BM3681145
500000.00000000
PA
703289.86000000
0.099703904451
Long
DBT
CORP
DE
N
2
2025-11-17
Fixed
2.00000000
N
N
N
N
N
Deutsche Lufthansa AG
Deutsche Lufthansa AG
EUR
XXXX
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals, Inc.
92532F100
15000.00000000
NS
USD
3273000.00000000
0.464006233889
Long
EC
CORP
US
N
1
N
N
N
DELIVERY HERO AG
529900C3EX1FZGE48X78
Delivery Hero SE
BK4238386
1300000.00000000
PA
1815759.10000000
0.257416297476
Long
DBT
CORP
DE
N
2
2025-07-15
Fixed
0.87500000
N
N
N
N
N
Delivery Hero SE
Delivery Hero SE
EUR
XXXX
N
N
N
MAKEMYTRIP LIMITED
529900DNT8HNJ7RYUO60
MakeMyTrip Ltd.
56087FAA2
782000.00000000
PA
USD
773079.91000000
0.109597891089
Long
DBT
CORP
MU
N
2
2028-02-15
None
0.00000000
N
N
N
N
N
MakeMyTrip Ltd
MakeMyTrip Ltd
USD
XXXX
N
N
N
DEUTSCHE WOHNEN SE
529900QE24Q67I3FWZ10
Deutsche Wohnen SE
AM6111372
800000.00000000
PA
1081811.43000000
0.153366100645
Long
DBT
CORP
DE
N
2
2024-07-26
Fixed
0.32500000
N
N
N
N
N
Deutsche Wohnen SE
Deutsche Wohnen SE
EUR
XXXX
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corporation Ltd.
62886HAW1
1855000.00000000
PA
USD
3520790.00000000
0.499134894046
Long
DBT
CORP
BM
N
2
2025-08-01
Fixed
5.37500000
N
N
N
N
N
Norwegian Cruise Line Holdings Ltd
Norwegian Cruise Line Holdings Ltd
USD
XXXX
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp.
235851409
2281.00000000
NS
USD
3229325.75000000
0.457814628554
Long
EP
CORP
US
N
1
N
N
N
SQUARE INC
549300OHIIUWSTIZME52
Square, Inc.
852234AG8
490000.00000000
PA
USD
565950.00000000
0.080233525227
Long
DBT
CORP
US
N
2
2026-05-01
None
0.00000000
N
N
N
N
Y
Square Inc
Square Inc
USD
XXXX
N
N
N
MATCH GROUP HLD II LLC
549300BIJKT86CPCKK96
Match Group Holdings II LLC
57665RAN6
2249000.00000000
PA
USD
2324993.71000000
0.329609402747
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454LAN0
664000.00000000
PA
USD
643250.00000000
0.091192181469
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.75000000
N
N
N
N
N
N
LIVONGO HEALTH
54930061HKCVF1H2O156
Livongo Health, Inc.
539183AB9
718000.00000000
PA
USD
1161365.00000000
0.164644240702
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.87500000
N
N
N
N
Y
Teladoc Inc
Teladoc Inc
USD
XXXX
N
N
N
INGEVITY CORP
5493009UTFC4B5IMGF87
Ingevity Corp.
45688CAB3
2223000.00000000
PA
USD
2217253.55000000
0.314335309903
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.87500000
N
N
N
N
N
N
UNISYS CORP
549300T21W22FIJJOW08
Unisys Corp.
909214BV9
1587000.00000000
PA
USD
1743716.25000000
0.247202936185
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
6.87500000
N
N
N
N
N
N
CENTURY ALUMINUM COMPANY
549300U5ODNGEYWKSW73
Century Aluminum Co.
156431AP3
709000.00000000
PA
USD
767424.72000000
0.108796166856
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
2.75000000
N
N
N
N
Y
Century Aluminum Co
Century Aluminum Co
USD
XXXX
N
N
N
AHEAD DB HOLDINGS LLC
254900L07WFL833JX193
Ahead DB Holdings LLC
00867FAA6
2680000.00000000
PA
USD
2730303.60000000
0.387069321970
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
6.62500000
N
N
N
N
N
N
SIX FLAGS THEME PARKS
5493003MX0ZXTM8EVY68
Six Flags Theme Parks, Inc.
83001WAC8
1930000.00000000
PA
USD
2089919.80000000
0.296283475566
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.00000000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-23425373.00000000
NC
-263529.40000000
-0.03736000134
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
23425373.00000000
EUR
27960923.44000000
USD
2021-06-11
-263529.40000000
N
N
N
ENPHASE ENERGY INC
5493008U7KIGMI59Z314
Enphase Energy, Inc.
29355AAJ6
3273000.00000000
PA
USD
2886606.35000000
0.409228029692
Long
DBT
CORP
US
N
2
2028-03-01
None
0.00000000
N
N
N
N
Y
Enphase Energy Inc
Enphase Energy Inc
USD
XXXX
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370CY4
6062000.00000000
PA
USD
6016535.00000000
0.852951343236
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Ford Motor Co
Ford Motor Co
USD
XXXX
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group, Inc.
30212PBD6
2372000.00000000
PA
USD
2583108.00000000
0.366201715493
Long
DBT
CORP
US
N
2
2026-02-15
None
0.00000000
N
N
N
N
Y
Expedia Group Inc
Expedia Group Inc
USD
XXXX
N
N
N
PALO ALTO NETWORKS
549300QXR2YVZV231H43
Palo Alto Networks, Inc.
697435AE5
6428000.00000000
PA
USD
8398182.00000000
1.190592362156
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.37500000
N
N
N
N
Y
Palo Alto Networks Inc
Palo Alto Networks Inc
USD
XXXX
N
N
N
ENVESTNET INC
549300HLWZ5OKIDM8737
Envestnet, Inc.
29404KAB2
3101000.00000000
PA
USD
3790972.50000000
0.537438091201
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
1.75000000
N
N
N
N
Y
Envestnet Inc
Envestnet Inc
USD
XXXX
N
N
N
PINDUODUO INC
5493000573DS7005T657
Pinduoduo, Inc.
722304AC6
2669000.00000000
PA
USD
2799781.00000000
0.396918984883
Long
DBT
CORP
KY
N
2
2025-12-01
None
0.00000000
N
N
N
N
Y
Pinduoduo Inc
Pinduoduo Inc
USD
XXXX
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAR2
2617000.00000000
PA
USD
2916450.23000000
0.413458932950
Long
DBT
CORP
KY
N
2
2027-06-01
Fixed
4.87500000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913Y100
90000.00000000
NS
USD
6656400.00000000
0.943663640470
Long
EC
CORP
US
N
1
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBC1
1392000.00000000
PA
USD
1508493.28000000
0.213855877085
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
NIO INC
549300JBU4TV5OCKJV96
NIO, Inc.
62914VAC0
904000.00000000
PA
USD
776355.20000000
0.110062221971
Long
DBT
CORP
KY
N
2
2026-02-01
None
0.00000000
N
N
N
N
N
NIO Inc
NIO Inc
USD
XXXX
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-600000.00000000
NC
-6647.24000000
-0.00094236504
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
600000.00000000
EUR
716272.80000000
USD
2021-06-11
-6647.24000000
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
2709000.00000000
PA
USD
2998172.21000000
0.425044483872
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp.
25470MAD1
1998000.00000000
PA
USD
1953045.00000000
0.276879026906
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.37500000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA S.A.
054536AD9
550000.00000000
PA
USD
810562.50000000
0.114911717982
Long
DBT
CORP
FR
N
2
2021-05-15
Fixed
7.25000000
N
N
N
Y
N
AXA Equitable Holdings Inc
AXA Equitable Holdings Inc
USD
XXXX
N
N
N
WATCO COS LLC/FINANCE CO
N/A
Watco Companies LLC / Watco Finance Corp.
941130AB2
1619000.00000000
PA
USD
1727270.63000000
0.244871475690
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
6.50000000
N
N
N
N
N
N
SOLAR EDGE TECHNOLOGIES
5493000K6Y58XXPDF853
SolarEdge Technologies, Inc.
83417MAC8
855000.00000000
PA
USD
1037542.50000000
0.147090188794
Long
DBT
CORP
US
N
2
2025-09-15
None
0.00000000
N
N
N
N
Y
SolarEdge Technologies Inc
SolarEdge Technologies Inc
USD
XXXX
N
N
N
MIDDLEBY CORP
JDFO86U9VQRBKW5KYA35
Middleby Corp.
596278AA9
2391000.00000000
PA
USD
3587695.50000000
0.508619944178
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
1.00000000
N
N
N
N
Y
Middleby Corp/The
Middleby Corp/The
USD
XXXX
N
N
N
ZENDESK INC
549300SLI6BN94BKKO36
Zendesk, Inc.
98936JAC5
2385000.00000000
PA
USD
3511912.50000000
0.497876349793
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.62500000
N
N
N
N
Y
Zendesk Inc
Zendesk Inc
USD
XXXX
N
N
N
WAYFAIR INC
54930027N9ZAVYFDHK53
Wayfair, Inc.
94419LAL5
5329000.00000000
PA
USD
5552151.89000000
0.787116739523
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.62500000
N
N
N
N
N
Wayfair Inc
Wayfair Inc
USD
XXXX
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370CA6
4308000.00000000
PA
USD
5549694.84000000
0.786768408781
Long
DBT
CORP
US
N
2
2031-07-16
Fixed
7.45000000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver CHF
N/A
-3153038.00000000
NC
-65568.60000000
-0.00929552066
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
3153038.00000000
CHF
3395467.60000000
USD
2021-06-11
-65568.60000000
N
N
N
RAG-STIFTUNG
529900C4BQB2G2UM9E04
RAG-Stiftung
BJ9815504
800000.00000000
PA
1111699.37000000
0.157603250195
Long
DBT
CORP
DE
N
2
2026-06-17
None
0.00000000
N
N
N
N
N
Evonik Industries AG
Evonik Industries AG
EUR
XXXX
N
N
N
PARKLAND CORP
549300Q72GWZCL8MQC95
Parkland Corp.
70137TAP0
3040000.00000000
PA
USD
3240792.00000000
0.459440174377
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
5.87500000
N
N
N
N
N
N
AG ISSUER LLC
N/A
AG Issuer LLC
00119LAA9
764000.00000000
PA
USD
793605.00000000
0.112507689350
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.25000000
N
N
N
N
N
N
REPAY HOLDINGS
N/A
Repay Holdings Corp.
76029LAA8
1139000.00000000
PA
USD
1106965.63000000
0.156932157965
Long
DBT
CORP
US
N
2
2026-02-01
None
0.00000000
N
N
N
N
Y
Repay Holdings Corp
Repay Holdings Corp
USD
XXXX
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Companies, Inc.
071734AF4
2920000.00000000
PA
USD
3239375.00000000
0.459239289308
Long
DBT
CORP
CA
N
2
2029-05-30
Fixed
7.25000000
N
N
N
N
N
N
MEITUAN
21380033K525E5JLIA77
Meituan
BP1721839
1500000.00000000
PA
USD
1545750.00000000
0.219137682870
Long
DBT
CORP
KY
N
2
2028-04-27
None
0.00000000
N
N
N
N
N
Meituan
Meituan
USD
XXXX
N
N
N
WESTERN GLOBAL AIRLINES
N/A
Western Global Airlines LLC
958278AA1
1676000.00000000
PA
USD
1905260.04000000
0.270104654977
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
10.37500000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BN1
1980000.00000000
PA
USD
2090147.40000000
0.296315741933
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
LIBERTY MEDIA CORP
549300ZKUTPIBZLWLL89
Liberty Media Corp.
531229AH5
349000.00000000
PA
USD
447173.70000000
0.063394862337
Long
DBT
CORP
US
N
2
2048-12-01
Fixed
2.25000000
N
N
N
N
N
Live Nation Entertainment Inc
Live Nation Entertainment Inc
USD
XXXX
N
N
N
JAZZ INVESTMENTS I LTD
N/A
Jazz Investments I Ltd.
472145AE1
3671000.00000000
PA
USD
4712646.25000000
0.668101814272
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
2.00000000
N
N
N
N
Y
Jazz Pharmaceuticals PLC
Jazz Pharmaceuticals PLC
USD
XXXX
N
N
N
CELLNEX TELECOM SA
5493008T4YG3AQUI7P67
Cellnex Telecom S.A.
AZ3212430
400000.00000000
PA
627812.83000000
0.089003686781
Long
DBT
CORP
ES
N
2
2028-07-05
Fixed
0.50000000
N
N
N
N
N
Cellnex Telecom SA
Cellnex Telecom SA
EUR
XXXX
N
N
N
AMERICAN GREETINGS CORP
549300WMJOT8C9DNMF90
American Greetings Corp.
026375AR6
1931000.00000000
PA
USD
1997378.13000000
0.283164040254
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
8.75000000
N
N
N
N
N
N
NEXTERA ENERGY INC
N/A
NextEra Energy, Inc.
65339F770
105823.00000000
NS
USD
5330304.51000000
0.755665909308
Long
EP
CORP
US
N
1
N
N
N
FINE PERFECTION INVSTMNT
549300FX92K5YHFF9Q73
Fine Perfection Investment Ltd.
BO9976735
650000.00000000
PA
USD
673484.50000000
0.095478462092
Long
DBT
CORP
VG
N
2
2022-04-17
None
0.00000000
N
N
N
N
N
China International Marine Containers Group Co Ltd
China International Marine Containers Group Co Ltd
USD
XXXX
N
N
N
LAND O LAKES CAP TRST I
N/A
Land O'Lakes Capital Trust I
514665AA6
3151000.00000000
PA
USD
3686670.00000000
0.522651348088
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
7.45000000
N
N
N
N
N
N
Alcoa Corp
549300T12EZ1F6PWWU29
Alcoa Corp.
013872106
100000.00000000
NS
USD
3664000.00000000
0.519437470507
Long
EC
CORP
US
N
1
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
Nexstar Broadcasting, Inc.
65336YAN3
2586000.00000000
PA
USD
2637720.00000000
0.373943942332
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.75000000
N
N
N
N
N
N
CHURCHILL DOWNS INC
529900FODTBQC8MIS994
Churchill Downs, Inc.
171484AE8
1479000.00000000
PA
USD
1521521.25000000
0.215702824624
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
NIO Inc
549300JBU4TV5OCKJV96
NIO, Inc.
62914V106
70000.00000000
NS
USD
2788800.00000000
0.395362231918
Long
EC
CORP
KY
N
1
N
N
N
AFTERPAY LTD
529900P6ROPAX0QTB720
Afterpay Ltd.
BO2758809
1100000.00000000
PA
783843.74000000
0.111123856326
Long
DBT
CORP
AU
N
2
2026-03-12
None
0.00000000
N
N
N
N
N
Afterpay Ltd
Afterpay Ltd
AUD
XXXX
N
N
N
HUGHES SATELLITE SYSTEMS
N/A
Hughes Satellite Systems Corp.
444454AD4
1955000.00000000
PA
USD
2156365.00000000
0.305703269948
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
5.25000000
N
N
N
N
N
N
TELADOC HEALTH INC
549300I2PVFBC9MFAC61
Teladoc Health, Inc.
87918AAE5
2782000.00000000
PA
USD
3124533.76000000
0.442958491487
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
1.25000000
N
N
N
N
Y
Teladoc Inc
Teladoc Inc
USD
XXXX
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp.
037411BJ3
1931000.00000000
PA
USD
2040584.25000000
0.289289279797
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.87500000
N
N
N
N
N
N
RINGCENTRAL INC
549300C8EH0H1614VE84
RingCentral, Inc.
76680RAG2
1500000.00000000
PA
USD
1563750.00000000
0.221689504504
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
RingCentral Inc
RingCentral Inc
USD
XXXX
N
N
N
99 ESCROW ISSUER INC
N/A
99 Escrow Issuer, Inc.
65442QAA9
2711000.00000000
PA
USD
2599686.34000000
0.368551991419
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.50000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189T206
41637.00000000
PA
USD
2706405.00000000
0.383681268386
Long
DBT
CORP
US
N
2
2029-09-15
Variable
4.56560000
N
N
N
N
N
N/A
CNP Var 9/29 EC181642 Corp
USD
XXXX
N
N
N
PRIMO WATER HOLDINGS INC
9845008F9A5F2E1D4832
Primo Water Holdings, Inc.
74168LAA4
2682000.00000000
PA
USD
2679478.92000000
0.379864015415
Long
DBT
CORP
US
N
2
2029-04-30
Fixed
4.37500000
N
N
N
N
N
N
IVANHOE MINES LTD
5299006XZISURYIA4G32
Ivanhoe Mines Ltd.
46579RAA2
4695000.00000000
PA
USD
5628366.00000000
0.797921451454
Long
DBT
CORP
CA
N
2
2026-04-15
Fixed
2.50000000
N
N
N
N
Y
Ivanhoe Mines Ltd
Ivanhoe Mines Ltd
USD
XXXX
N
N
N
LIBERTY MEDIA CORP
549300ZKUTPIBZLWLL89
Liberty Media Corp.
531229AJ1
3500000.00000000
PA
USD
3591000.00000000
0.509088416100
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
2.75000000
N
N
N
N
Y
Sirius XM Holdings Inc
Sirius XM Holdings Inc
USD
XXXX
N
N
N
MATCH GROUP FINANCECO 2
549300IPGK4BWL134U96
Match Group Financeco 2, Inc.
44932FAA5
1542000.00000000
PA
USD
2847896.41000000
0.403740204005
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.87500000
N
N
N
N
Y
Match Group Inc
Match Group Inc
USD
XXXX
N
N
N
EXACT SCIENCES CORP
549300VM3X1FYD4N9Z14
Exact Sciences Corp.
30063PAB1
2744000.00000000
PA
USD
3750705.01000000
0.531729454970
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.37500000
N
N
N
N
Y
Exact Sciences Corp
Exact Sciences Corp
USD
XXXX
N
N
N
KORN/FERRY INTERNATIONAL
549300FOD20OM0GT5G40
Korn Ferry
50067PAA7
2109000.00000000
PA
USD
2203588.65000000
0.312398066155
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday, Inc.
98138HAF8
2457000.00000000
PA
USD
4193853.30000000
0.594553643512
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
0.25000000
N
N
N
N
Y
Workday Inc
Workday Inc
USD
XXXX
N
N
N
SHOPIFY INC
549300HGQ43STJLLP808
Shopify, Inc.
82509LAA5
537000.00000000
PA
USD
631981.88000000
0.089594724113
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
0.12500000
N
N
N
N
Y
Shopify Inc
Shopify Inc
USD
XXXX
N
N
N
SSR MINING INC
549300JD2KR7AB9DYJ38
SSR Mining, Inc.
784730AB9
719000.00000000
PA
USD
864597.50000000
0.122572144761
Long
DBT
CORP
CA
N
2
2039-04-01
Fixed
2.50000000
N
N
N
N
N
SSR Mining Inc
SSR Mining Inc
USD
XXXX
N
N
N
LEG Immobilien AG
N/A
LEG Immobilien AG
N/A
600000.00000000
PA
874893.92000000
0.124031846279
Long
DBT
CORP
DE
N
2
2025-09-01
Fixed
0.87500000
N
N
N
N
N
LEG Immobilien AG
LEG Immobilien AG
EUR
XXXX
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903107
50000.00000000
NS
USD
4081000.00000000
0.578554671708
Long
EC
CORP
US
N
1
N
N
N
BFMMKQ
N/A
Asia Cement Corp.
N/A
927000.00000000
PA
USD
1379839.50000000
0.195616904908
Long
DBT
CORP
TW
N
2
2023-09-21
None
0.00000000
N
N
N
N
N
Asia Cement Corp
Asia Cement Corp
USD
XXXX
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153AG7
1963000.00000000
PA
USD
2320648.79000000
0.328993432700
Long
DBT
CORP
LR
N
2
2027-10-15
Fixed
7.50000000
N
N
N
N
N
N
TWITTER INC
549300I8RX485XMK6836
Twitter, Inc.
90184LAG7
4000000.00000000
PA
USD
4215000.00000000
0.597551566099
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.87500000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
Valvoline, Inc.
92047WAD3
2818000.00000000
PA
USD
2892000.68000000
0.409992772359
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAM6
2598000.00000000
PA
USD
2507394.75000000
0.355468009416
Long
DBT
CORP
CA
N
2
2028-09-01
Fixed
3.50000000
N
N
N
N
N
N
SHANGHAI PORT GROUP BVI
N/A
Shanghai Port Group BVI Holding Company Ltd.
AO5336562
528000.00000000
PA
USD
571824.00000000
0.081066269687
Long
DBT
CORP
VG
N
2
2022-08-09
None
0.00000000
N
N
N
N
N
Postal Savings Bank of China Co Ltd
Postal Savings Bank of China Co Ltd
USD
XXXX
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AE1
1976000.00000000
PA
USD
2143278.28000000
0.303847993547
Long
DBT
CORP
NL
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
ESR CAYMAN LTD
549300C81AR42BZUFZ09
ESR Cayman Ltd.
ZO4257499
714000.00000000
PA
USD
783615.00000000
0.111091428343
Long
DBT
CORP
KY
N
2
2025-09-30
Fixed
1.50000000
N
N
N
N
N
ESR Cayman Ltd
ESR Cayman Ltd
USD
XXXX
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BE1
2472000.00000000
PA
USD
3209892.00000000
0.455059547238
Long
DBT
CORP
LR
N
2
2023-11-15
Fixed
2.87500000
N
N
N
N
Y
Royal Caribbean Cruises Ltd
Royal Caribbean Cruises Ltd
USD
XXXX
N
N
N
Gaming and Leisure Properties
5493006GWRDBCZYWTM57
Gaming and Leisure Properties, Inc.
36467J108
76735.00000000
NS
USD
3567410.15000000
0.505744133345
Long
EC
CORP
US
N
1
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp.
25470MAB5
1057000.00000000
PA
USD
1115135.00000000
0.158090312138
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.37500000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
NABORS INDUSTRIES LTD
N/A
Nabors Industries Ltd.
629571AA8
1317000.00000000
PA
USD
1161429.38000000
0.164653367718
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
7.25000000
N
N
N
N
N
N
CREDIT ACCEPTANC
N/A
Credit Acceptance Corp.
225310AM3
2512000.00000000
PA
USD
2660044.72000000
0.377108870303
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.62500000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZU5
2584000.00000000
PA
USD
2607654.38000000
0.369681603467
Long
DBT
CORP
US
N
2
2024-10-28
Fixed
2.90000000
N
N
N
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas, Inc.
92276F100
50000.00000000
NS
USD
2773000.00000000
0.393122299595
Long
EC
CORP
US
N
1
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec HKD / Deliver USD
N/A
3900000.00000000
NC
-96.56000000
-0.00001368910
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
502289.99000000
USD
3900000.00000000
HKD
2021-06-11
-96.56000000
N
N
N
Intrawest Resorts Holdings, Inc.
N/A
Intrawest Resorts Holdings, Inc.
N/A
503703.93000000
PA
USD
497090.30000000
0.070471432326
Long
LON
CORP
US
N
2
2024-07-31
Variable
2.85900000
N
N
N
N
N
N
PBF LOGISTICS LP/FINANCE
N/A
PBF Logistics Limited Partnership / PBF Logistics Finance Corp.
69318UAB1
1536000.00000000
PA
USD
1536000.00000000
0.217755446151
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
6.87500000
N
N
N
N
N
N
MENICON CO LTD
3538000OOSRECSEX2327
Menicon Company Ltd.
BN5110687
70000000.00000000
PA
715017.61000000
0.101366522572
Long
DBT
CORP
JP
N
2
2025-01-29
None
0.00000000
N
N
N
N
N
Menicon Co Ltd
Menicon Co Ltd
JPY
XXXX
N
N
N
TWITTER INC
549300I8RX485XMK6836
Twitter, Inc.
90184LAF9
2506000.00000000
PA
USD
3075413.27000000
0.435994784315
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.25000000
N
N
N
N
Y
Twitter Inc
Twitter Inc
USD
XXXX
N
N
N
LENOVO GROUP LTD
254900VUZRGD5U73RE46
Lenovo Group Ltd.
AW7146607
950000.00000000
PA
USD
1551112.50000000
0.219897913065
Long
DBT
CORP
HK
N
2
2024-01-24
Fixed
3.37500000
N
N
N
N
N
Lenovo Group Ltd
Lenovo Group Ltd
USD
XXXX
N
N
N
SQUARE INC
549300OHIIUWSTIZME52
Square, Inc.
852234AH6
5893000.00000000
PA
USD
6953740.00000000
0.985816898516
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
0.25000000
N
N
N
N
Y
Square Inc
Square Inc
USD
XXXX
N
N
N
COMPASS MINERALS INTERNA
2549008X9G8XP7YJGC47
Compass Minerals International, Inc.
20451NAG6
2141000.00000000
PA
USD
2310545.79000000
0.327561151923
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
6.75000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp.
62886EBA5
1983000.00000000
PA
USD
2042490.00000000
0.289559453912
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
CANOPY GROWTH CORP
529900CSD7NH1UBC9X07
Canopy Growth Corp.
138035AA8
4360000.00000000
PA
3796659.08000000
0.538244265527
Long
DBT
CORP
CA
N
2
2023-07-15
Fixed
4.25000000
N
N
N
N
Y
Canopy Growth Corp
Canopy Growth Corp
CAD
XXXX
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
90000.00000000
NS
USD
4602600.00000000
0.652500791964
Long
EC
CORP
US
N
1
N
N
N
SYNAPTICS INC
549300AJ3LI4FWNRQX29
Synaptics, Inc.
87157DAG4
1993000.00000000
PA
USD
1998779.70000000
0.283362737846
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
400000.00000000
NC
6374.70000000
0.000903727631
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
475572.00000000
USD
400000.00000000
EUR
2021-06-11
6374.70000000
N
N
N
VERISIGN INC
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343EAF9
2554000.00000000
PA
USD
2566897.70000000
0.363903615813
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.62500000
N
N
N
N
N
N
ENTERCOM MEDIA CORP
549300S5JUSXRHNCHD80
Entercom Media Corp.
29365DAA7
2598000.00000000
PA
USD
2670159.45000000
0.378542814017
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
6.50000000
N
N
N
N
N
N
SUMMIT HOTEL PROPERTIES
254900OBQWJK6X20LS71
Summit Hotel Properties, Inc.
866082AA8
2518000.00000000
PA
USD
2739584.00000000
0.388384984498
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.50000000
N
N
N
N
N
Summit Hotel Properties Inc
Summit Hotel Properties Inc
USD
XXXX
N
N
N
M/A-COM TECH SOLUTIONS
N/A
MACOM Technology Solutions Holdings, Inc.
55405YAA8
3000000.00000000
PA
USD
3003750.00000000
0.425835235271
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.25000000
N
N
N
N
Y
MACOM Technology Solutions Holdings Inc
MACOM Technology Solutions Holdings Inc
USD
XXXX
N
N
N
SNAP INC
549300JNC0L6VP8A2Q35
Snap, Inc.
83304AAB2
1606000.00000000
PA
USD
4414492.50000000
0.625833192623
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.75000000
N
N
N
N
N
Snap Inc
Snap Inc
USD
XXXX
N
N
N
STRIDE INC
254900BRWS3AFONWU277
Stride, Inc.
48273UAA0
1629000.00000000
PA
USD
1466588.70000000
0.207915154094
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
1.12500000
N
N
N
N
Y
K12 Inc
K12 Inc
USD
XXXX
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp.
512807108
5000.00000000
NS
USD
3102250.00000000
0.439799370327
Long
EC
CORP
US
N
1
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
Las Vegas Sands Corp.
517834107
50000.00000000
NS
USD
3063000.00000000
0.434234981485
Long
EC
CORP
US
N
1
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
156700BC9
2634000.00000000
PA
USD
2687022.42000000
0.380933441332
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.00000000
N
N
N
N
N
N
AMADEUS IT GROUP SA
9598004A3FTY3TEHHN09
Amadeus IT Group S.A.
BH5506184
1000000.00000000
PA
1631676.81000000
0.231319343578
Long
DBT
CORP
ES
N
2
2025-04-09
Fixed
1.50000000
N
N
N
N
N
Amadeus IT Group SA
Amadeus IT Group SA
EUR
XXXX
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-900000.00000000
NC
-5487.07000000
-0.00077789021
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
900000.00000000
EUR
1078893.00000000
USD
2021-06-11
-5487.07000000
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec CHF / Deliver USD
N/A
413750.00000000
NC
7237.22000000
0.001026005253
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
446929.12000000
USD
413750.00000000
CHF
2021-06-11
7237.22000000
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BA9
6260000.00000000
PA
USD
8817210.00000000
1.249997068594
Long
DBT
CORP
LR
N
2
2023-06-15
Fixed
4.25000000
N
N
N
N
Y
Royal Caribbean Cruises Ltd
Royal Caribbean Cruises Ltd
USD
XXXX
N
N
N
TESLA INC
54930043XZGB27CTOV49
Tesla, Inc.
88160RAG6
359000.00000000
PA
USD
4098658.13000000
0.581058027161
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
2.00000000
N
N
N
N
Y
Tesla Inc
Tesla Inc
USD
XXXX
N
N
N
NIO INC
549300JBU4TV5OCKJV96
NIO, Inc.
62914VAD8
1315000.00000000
PA
USD
1103285.00000000
0.156410362895
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
0.50000000
N
N
N
N
N
NIO Inc
NIO Inc
USD
XXXX
N
N
N
CYBERARK SOFTWARE LTD
529900YEXNDM894PWS93
CyberArk Software Ltd.
23248VAB1
518000.00000000
PA
USD
583423.40000000
0.082710691902
Long
DBT
CORP
IL
N
2
2024-11-15
None
0.00000000
N
N
N
N
Y
CyberArk Software Ltd
CyberArk Software Ltd
USD
XXXX
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver HKD
N/A
-48528660.00000000
NC
1889.11000000
0.000267815098
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
48528660.00000000
HKD
6250805.52000000
USD
2021-06-11
1889.11000000
N
N
N
ZHONGSHENG GROUP
3003005VYMEBAJNJ2Y26
Zhongsheng Group Holdings Ltd.
BJ4661549
13000000.00000000
PA
2381789.27000000
0.337661188234
Long
DBT
CORP
KY
N
2
2025-05-21
None
0.00000000
N
N
N
N
N
Zhongsheng Group Holdings Ltd
Zhongsheng Group Holdings Ltd
HKD
XXXX
N
N
N
EDGEWELL PERSONAL CARE
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co.
28035QAB8
2650000.00000000
PA
USD
2648953.25000000
0.375536456242
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.12500000
N
N
N
N
N
N
MASTEC INC
549300TMDIT8WREDOF45
MasTec, Inc.
576323AP4
2291000.00000000
PA
USD
2391231.25000000
0.338999757614
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
PURE STORAGE INC
549300NPDB0BZTK3WO90
Pure Storage, Inc.
74624MAB8
1504000.00000000
PA
USD
1603640.00000000
0.227344624782
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
0.12500000
N
N
N
N
Y
Pure Storage Inc
Pure Storage Inc
USD
XXXX
N
N
N
SCRIPPS ESCROW INC
N/A
Scripps Escrow, Inc.
81104PAA7
1984000.00000000
PA
USD
2090511.04000000
0.296367294400
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.87500000
N
N
N
N
N
N
KKR & CO INC
549300JOHU21WRN2Z451
KKR & Company, Inc.
48251W401
144902.00000000
NS
USD
10864751.96000000
1.540272728109
Long
EP
CORP
US
N
1
N
N
N
VAREX IMAGING CORPORATIO
549300CWYWPVCT8E9W67
Varex Imaging Corp.
92214XAC0
1972000.00000000
PA
USD
2207535.68000000
0.312957628186
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.87500000
N
N
N
N
N
N
CHURCHILL DOWNS INC
529900FODTBQC8MIS994
Churchill Downs, Inc.
171484AG3
1376000.00000000
PA
USD
1431562.88000000
0.202949618247
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
5.50000000
N
N
N
N
N
N
JUST EAT TAKEAWAY
724500FVZIBSSQ7SHI95
Just Eat Takeaway.com N.V.
BJ0846755
700000.00000000
PA
902800.40000000
0.127988088468
Long
DBT
CORP
NL
N
2
2026-04-30
Fixed
1.25000000
N
N
N
N
N
Just Eat Takeaway.com NV
Just Eat Takeaway.com NV
EUR
XXXX
N
N
N
SUPERNUS PHARMACEUTICALS
549300GRM36VBKISYJ58
Supernus Pharmaceuticals, Inc.
868459AD0
2000000.00000000
PA
USD
1976250.00000000
0.280168750297
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
0.62500000
N
N
N
N
Y
Supernus Pharmaceuticals Inc
Supernus Pharmaceuticals Inc
USD
XXXX
N
N
N
MACY'S INC
529900NZQ81TIOW3CW52
Macy's, Inc.
55616PAA2
1241000.00000000
PA
USD
1371515.97000000
0.194436895801
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
8.37500000
N
N
N
N
N
N
RADIAN GROUP INC
54930005OUP720S5U385
Radian Group, Inc.
750236AW1
1647000.00000000
PA
USD
1747886.99000000
0.247794213105
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.87500000
N
N
N
N
N
N
AVAYA INC
J6LB5QIFSP2MFEFG4U76
Avaya, Inc.
053499AL3
2516000.00000000
PA
USD
2679238.08000000
0.379829872042
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.12500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BR9
1980000.00000000
PA
USD
2209046.40000000
0.313171799740
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.37500000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp.
25470MAE9
934000.00000000
PA
USD
1146018.00000000
0.162468529223
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver CAD
N/A
-1056961.00000000
NC
-20073.53000000
-0.00284578156
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
1056961.00000000
CAD
839177.29000000
USD
2021-06-11
-20073.53000000
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAC5
2970000.00000000
PA
USD
3095942.85000000
0.438905219115
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.87500000
N
N
N
N
N
N
STANLEY BLACK & DECKER I
549300DJ09SMTO561131
Stanley Black & Decker, Inc.
854502846
31165.00000000
NS
USD
3802441.65000000
0.539064048151
Long
EP
CORP
US
N
1
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners Limited Partnership / AmeriGas Finance Corp.
030981AL8
2230000.00000000
PA
USD
2500064.15000000
0.354428765879
Long
DBT
CORP
US
N
2
2027-05-20
Fixed
5.75000000
N
N
N
N
N
N
LyondellBasell Industries N.V.
N/A
LyondellBasell Industries N.V.
N/A
30000.00000000
NS
USD
3112200.00000000
0.441209960620
Long
EC
CORP
NL
N
1
N
N
N
CHEGG INC
549300AKX7O8JG0O3G77
Chegg, Inc.
163092AD1
270000.00000000
PA
USD
492210.00000000
0.069779562597
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.12500000
N
N
N
N
Y
Chegg Inc
Chegg Inc
USD
XXXX
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
30000.00000000
NS
USD
3345000.00000000
0.474213520427
Long
EC
CORP
US
N
1
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SCGEN RR 3.83% 12/15/22
N/A
-49005213.06000000
PA
USD
-49005213.06000000
-6.94736460522
Short
RA
CORP
FR
N
2
Reverse repurchase
Y
3.83000000
2022-12-15
83909824.00000000
USD
83909824.00000000
USD
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec CHF / Deliver USD
N/A
277000.00000000
NC
7480.19000000
0.001060450592
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
296578.00000000
USD
277000.00000000
CHF
2021-06-11
7480.19000000
N
N
N
JP MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
JPMorgan Chase Bank North America
ZR5721975
1100000.00000000
PA
1883809.95000000
0.267063721436
Long
DBT
CORP
US
N
2
2022-09-18
None
0.00000000
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
LVMH Moet Hennessy Louis Vuitton SE
EUR
XXXX
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
250000.00000000
NC
-1018.56000000
-0.00014439908
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
302235.25000000
USD
250000.00000000
EUR
2021-06-11
-1018.56000000
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826C839
15000.00000000
NS
USD
3503400.00000000
0.496669550812
Long
EC
CORP
US
N
1
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599EF8
1955000.00000000
PA
USD
2177381.25000000
0.308682698916
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.12500000
N
N
N
N
N
N
MDC PARTNERS INC
529900SR4J92B5C43M74
MDC Partners, Inc.
552697AQ7
2710000.00000000
PA
USD
2760595.70000000
0.391363768422
Long
DBT
CORP
CA
N
2
2024-05-01
Variable
7.50000000
N
N
N
N
N
N
AVANTOR INC
5493003VM0XB4U8YD238
Avantor, Inc.
05352A209
13170.00000000
NS
USD
1301722.80000000
0.184542466848
Long
EP
CORP
US
N
1
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver AUD
N/A
-1000000.00000000
NC
-1367.44000000
-0.00019385905
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
1000000.00000000
AUD
771237.00000000
USD
2021-06-11
-1367.44000000
N
N
N
TALEN ENERGY SUPPLY LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAJ7
333000.00000000
PA
USD
345795.53000000
0.049022695255
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
7.62500000
N
N
N
N
N
N
LYFT INC
549300H7I5VN334XVZ52
Lyft, Inc.
55087PAA2
831000.00000000
PA
USD
1332093.00000000
0.188847985371
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
1.50000000
N
N
N
N
Y
Lyft Inc
Lyft Inc
USD
XXXX
N
N
N
Sika AG
N/A
Sika A.G.
N/A
1360000.00000000
PA
2208611.37000000
0.313110126464
Long
DBT
CORP
CH
N
2
2025-06-05
Fixed
0.15000000
N
N
N
N
N
Sika AG
Sika AG
CHF
XXXX
N
N
N
WIX LTD
5493008P6N29Q1AG9464
Wix.com Ltd.
92940WAC3
2500000.00000000
PA
USD
2759375.00000000
0.391190712385
Long
DBT
CORP
IL
N
2
2025-08-15
None
0.00000000
N
N
N
N
Y
Wix.com Ltd
Wix.com Ltd
USD
XXXX
N
N
N
INSULET CORPORATION
549300TZTYD2PYN92D43
Insulet Corp.
45784PAK7
4290000.00000000
PA
USD
6169556.26000000
0.874644841115
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.37500000
N
N
N
N
Y
Insulet Corp
Insulet Corp
USD
XXXX
N
N
N
LIVEPERSON INC
549300IN2P1JZ20G7N40
LivePerson, Inc.
538146AC5
6819000.00000000
PA
USD
6874233.90000000
0.974545488180
Long
DBT
CORP
US
N
2
2026-12-15
None
0.00000000
N
N
N
N
Y
LivePerson Inc
LivePerson Inc
USD
XXXX
N
N
N
STMICROELECTRONICS NV
213800Z8NOHIKRI42W10
STMicroelectronics N.V.
BK6867034
600000.00000000
PA
USD
724752.00000000
0.102746546295
Long
DBT
CORP
NL
N
2
2025-08-04
None
0.00000000
N
N
N
N
Y
STMicroelectronics NV
STMicroelectronics NV
USD
XXXX
N
N
N
AMKOR TECHNOLOGY INC
529900VHLRTKPWZJBM84
Amkor Technology, Inc.
031652BK5
3000000.00000000
PA
USD
3232860.00000000
0.458315671644
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
6.62500000
N
N
N
N
N
N
BEASLEY MEZ HLDGS LLC
549300VK8LJV1TK18D38
Beasley Mezzanine Holdings LLC
07403VAA7
2608000.00000000
PA
USD
2655243.92000000
0.376428271120
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
8.62500000
N
N
N
N
N
N
CENTENNIAL RESOURCE PROD
5493004CTVUMQLRPOE23
Centennial Resource Production LLC
15136AAA0
2750000.00000000
PA
USD
2712325.00000000
0.384520534168
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.25000000
N
N
N
N
Y
Centennial Resource Development Inc/DE
Centennial Resource Development Inc/DE
USD
XXXX
N
N
N
MARRIOTT VACATION WORLDW
549300WA6BT5H4F7IO94
Marriott Vacations Worldwide Corp.
57164YAC1
831000.00000000
PA
USD
986812.50000000
0.139898304821
Long
DBT
CORP
US
N
2
2026-01-15
None
0.00000000
N
N
N
N
Y
Marriott Vacations Worldwide Corp
Marriott Vacations Worldwide Corp
USD
XXXX
N
N
N
TERADYNE INC
C3X4YJ278QNZHRJULN75
Teradyne, Inc.
880770AG7
256000.00000000
PA
USD
1012960.00000000
0.143605180165
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
1.25000000
N
N
N
N
Y
Teradyne Inc
Teradyne Inc
USD
XXXX
N
N
N
GLOBAL FASHION GROUP SA
5493001035L29EQRO222
Global Fashion Group S.A.
BO3949308
300000.00000000
PA
374393.74000000
0.053077002532
Long
DBT
CORP
LU
N
2
2028-03-15
Fixed
1.25000000
N
N
N
N
N
Global Fashion Group SA
Global Fashion Group SA
EUR
XXXX
N
N
N
RAPID7 INC
549300GNVG5D60KEYN14
Rapid7, Inc.
753422AC8
3168000.00000000
PA
USD
4736160.00000000
0.671435308492
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
2.25000000
N
N
N
N
Y
Rapid7 Inc
Rapid7 Inc
USD
XXXX
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver SGD
N/A
-1173623.00000000
NC
-9330.81000000
-0.00132280904
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
1173623.00000000
SGD
872685.32000000
USD
2021-06-11
-9330.81000000
N
N
N
ENERSYS
7ZS3DE5PN30BYUJFWP05
EnerSys
29275YAC6
2396000.00000000
PA
USD
2517321.46000000
0.356875297935
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.37500000
N
N
N
N
N
N
STMICROELECTRONICS NV
213800Z8NOHIKRI42W10
STMicroelectronics N.V.
BK6867067
1800000.00000000
PA
USD
2150613.00000000
0.304887821168
Long
DBT
CORP
NL
N
2
2027-08-04
None
0.00000000
N
N
N
N
Y
STMicroelectronics NV
STMicroelectronics NV
USD
XXXX
N
N
N
RAPID7 INC
549300GNVG5D60KEYN14
Rapid7, Inc.
753422AE4
1052000.00000000
PA
USD
1089451.20000000
0.154449174554
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.25000000
N
N
N
N
Y
Rapid7 Inc
Rapid7 Inc
USD
XXXX
N
N
N
DRAFTKINGS INC
5493008P45UYYL683Z97
DraftKings, Inc.
26142RAA2
1045000.00000000
PA
USD
1002677.50000000
0.142147452056
Long
DBT
CORP
US
N
2
2028-03-15
None
0.00000000
N
N
N
N
Y
DraftKings Inc
DraftKings Inc
USD
XXXX
N
N
N
CLOUDFLARE INC
5493007DY18BGNLDWU14
Cloudflare, Inc.
18915MAA5
266000.00000000
PA
USD
618117.50000000
0.087629200512
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.75000000
N
N
N
N
Y
Cloudflare Inc
Cloudflare Inc
USD
XXXX
N
N
N
SHIFT4 PAYMENTS INC
N/A
Shift4 Payments, Inc.
82452JAA7
2011000.00000000
PA
USD
2833096.80000000
0.401642094840
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
Shift4 Payments Inc
Shift4 Payments Inc
USD
XXXX
N
N
N
ENDEAVOR ENERGY RESOURCE
N/A
Endeavor Energy Resources Limited Partnership / EER Finance, Inc.
29260FAF7
2672000.00000000
PA
USD
2849020.00000000
0.403899492965
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.62500000
N
N
N
N
N
N
COUPA SOFTWARE INC
549300Q95ICR2GFL2K37
Coupa Software, Inc.
22266LAE6
1844000.00000000
PA
USD
2134430.00000000
0.302593591750
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.37500000
N
N
N
N
Y
Coupa Software Inc
Coupa Software Inc
USD
XXXX
N
N
N
MAIL RU GROUP LTD
2138009IXUP41SPL5B50
Mail.Ru Group Ltd.
ZO6384879
800000.00000000
PA
USD
776456.00000000
0.110076512172
Long
DBT
CORP
VG
N
2
2025-10-01
Fixed
1.62500000
N
N
N
N
N
Mail.Ru Group Ltd
Mail.Ru Group Ltd
USD
XXXX
N
N
N
CHANGE HEALTHCARE INC
549300GS1BPJEDOZHM07
Change Healthcare, Inc.
15912K209
80019.00000000
NS
USD
6124654.26000000
0.868279180280
Long
EP
CORP
US
N
1
N
N
N
ORGANON FINANCE 1 LLC
549300SH15FO4Y2G3V63
Organon Finance 1 LLC
68622TAB7
1336000.00000000
PA
USD
1387903.60000000
0.196760135177
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.12500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505682
3430.00000000
NS
USD
4856811.40000000
0.688539800313
Long
EP
CORP
US
N
1
N
N
N
ARCELORMITTAL SA
2EULGUTUI56JI9SAL165
ArcelorMittal S.A.
03938L302
139553.00000000
NS
USD
9604037.46000000
1.361543920545
Long
EP
CORP
LU
N
1
N
N
N
HARVEST MIDSTREAM I LP
549300DW5M17KJOXCY66
Harvest Midstream I, LP
417558AA1
2202000.00000000
PA
USD
2378996.76000000
0.337265300043
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
7.50000000
N
N
N
N
N
N
HERBALIFE/HLF FINANCING
N/A
Herbalife Nutrition Ltd. / HLF Financing, Inc.
42704MAA0
2635000.00000000
PA
USD
2871530.78000000
0.407090798266
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.87500000
N
N
N
N
N
N
adidas AG
N/A
adidas AG
N/A
600000.00000000
PA
864093.38000000
0.122500676743
Long
DBT
CORP
DE
N
2
2023-09-12
Fixed
0.05000000
N
N
N
N
N
adidas AG
adidas AG
EUR
XXXX
N
N
N
LENDINGTREE INC
549300ISY5YHUJZTON08
LendingTree, Inc.
52603BAC1
3992000.00000000
PA
USD
3547890.00000000
0.502976803285
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.50000000
N
N
N
N
Y
LendingTree Inc
LendingTree Inc
USD
XXXX
N
N
N
DOWNSTREAM DEVELOPMENT
549300NM30NX0VZ5ZB32
Downstream Development Authority of the Quapaw Tribe of Oklahoma
26112TAJ5
2546000.00000000
PA
USD
2657120.17000000
0.376694263083
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
10.50000000
N
N
N
N
N
N
Intrawest Resorts Holdings, Inc.
N/A
Intrawest Resorts Holdings, Inc.
N/A
1860040.00000000
PA
USD
1835617.67000000
0.260231604618
Long
LON
CORP
US
N
2
2024-07-31
Variable
2.85900000
N
N
N
N
N
N
VINGROUP JSC
254900MJ9C15O3O1V757
Vingroup JSC
BP0704034
1200000.00000000
PA
USD
1246020.00000000
0.176645599618
Long
DBT
CORP
VN
N
2
2026-04-20
Fixed
3.00000000
N
N
N
N
N
Vinhomes JSC
Vinhomes JSC
USD
XXXX
N
N
N
DYCOM INDUSTRIES INC
549300F56EKTHQI3WT60
Dycom Industries, Inc.
267475AD3
2314000.00000000
PA
USD
2351602.50000000
0.333381674191
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
ADM AG HOLDING LTD
254900F9FYTK7ZOY3Y61
ADM Ag Holding Ltd.
ZO0974485
1000000.00000000
PA
USD
1128377.95000000
0.159967736933
Long
DBT
CORP
VG
N
2
2023-08-26
None
0.00000000
N
N
N
N
N
Wilmar International Ltd
Wilmar International Ltd
USD
XXXX
N
N
N
FORTIVE CORPORATION
549300MU9YQJYHDQEF63
Fortive Corp.
34959J207
3000.00000000
NS
USD
2984280.00000000
0.423075014870
Long
EP
CORP
US
N
1
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating, LP
23311VAJ6
2615000.00000000
PA
USD
2861346.08000000
0.405646935054
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818108
20000.00000000
NS
USD
4441800.00000000
0.629704518695
Long
EC
CORP
US
N
1
N
N
N
YANDEX NV
549300GGZHJ5Q1B18P93
Yandex N.V.
BG2734757
1600000.00000000
PA
USD
1959054.38000000
0.277730963901
Long
DBT
CORP
NL
N
2
2025-03-03
Fixed
0.75000000
N
N
N
N
Y
Yandex NV
Yandex NV
USD
XXXX
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc.
78573NAE2
702000.00000000
PA
USD
1481922.00000000
0.210088923354
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.00000000
N
N
N
N
N
Sabre Corp
Sabre Corp
USD
XXXX
N
N
N
PRA GROUP INC
549300Q5HW3JSSB86K27
PRA Group, Inc.
69354NAB2
1636000.00000000
PA
USD
1758700.00000000
0.249327150486
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.50000000
N
N
N
N
Y
PRA Group Inc
PRA Group Inc
USD
XXXX
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow, Inc.
260557103
45000.00000000
NS
USD
2812500.00000000
0.398722130404
Long
EC
CORP
US
N
1
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AU3
3000000.00000000
PA
USD
3307500.00000000
0.468897225355
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.00000000
N
N
N
N
Y
Live Nation Entertainment Inc
Live Nation Entertainment Inc
USD
XXXX
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
340000.00000000
NC
3340.75000000
0.000473611006
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
406313.94000000
USD
340000.00000000
EUR
2021-06-11
3340.75000000
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic plc
N/A
45000.00000000
NS
USD
5891400.00000000
0.835211221000
Long
EC
CORP
US
N
1
N
N
N
AKAMAI TECHNOLOGIES INC
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc.
00971TAL5
1989000.00000000
PA
USD
2233895.63000000
0.316694622113
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.37500000
N
N
N
N
Y
Akamai Technologies Inc
Akamai Technologies Inc
USD
XXXX
N
N
N
CINEMARK HOLDINGS INC
549300LL2QMPTYIE0K55
Cinemark Holdings, Inc.
17243VAA0
661000.00000000
PA
USD
1139811.88000000
0.161588700819
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
4.50000000
N
N
N
N
Y
Cinemark Holdings Inc
Cinemark Holdings Inc
USD
XXXX
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Company, Inc.
02557T307
29153.00000000
NS
USD
1492050.54000000
0.211524824881
Long
EP
CORP
US
N
1
N
N
N
NEOGENOMICS INC
N/A
NeoGenomics, Inc.
64049MAB6
1600000.00000000
PA
USD
1624036.64000000
0.230236212962
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.25000000
N
N
N
N
Y
NeoGenomics Inc
NeoGenomics Inc
USD
XXXX
N
N
N
KAMAN CORP
5493003YK076OLTEQF95
Kaman Corp.
483548AF0
2500000.00000000
PA
USD
2759375.00000000
0.391190712385
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.25000000
N
N
N
N
Y
Kaman Corp
Kaman Corp
USD
XXXX
N
N
N
ETSY INC
54930089Q7XT501AEA40
Etsy, Inc.
29786AAK2
1722000.00000000
PA
USD
2233218.76000000
0.316598663696
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.12500000
N
N
N
N
Y
Etsy Inc
Etsy Inc
USD
XXXX
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-475000.00000000
NC
-6090.80000000
-0.00086347973
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
475000.00000000
EUR
566220.90000000
USD
2021-06-11
-6090.80000000
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope, Inc.
20338QAA1
3277000.00000000
PA
USD
3514582.50000000
0.498254870002
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
8.25000000
N
N
N
N
N
N
OSISKO GOLD ROYALTIES
549300TJZTXZMPQ6K004
Osisko Gold Royalties Ltd.
68827LAA9
1300000.00000000
PA
1087912.53000000
0.154231040588
Long
DBT
CORP
CA
N
2
2022-12-31
Fixed
4.00000000
N
N
N
N
N
Osisko Gold Royalties Ltd
Osisko Gold Royalties Ltd
CAD
XXXX
N
N
N
SINGAPORE AIRLINES LTD
549300ZG62N2599PWR15
Singapore Airlines Ltd.
BM4690772
1000000.00000000
PA
853373.88000000
0.120980996076
Long
DBT
CORP
SG
N
2
2025-12-03
Fixed
1.62500000
N
N
N
N
N
Singapore Airlines Ltd
Singapore Airlines Ltd
SGD
XXXX
N
N
N
Enphase Energy Inc
5493008U7KIGMI59Z314
Enphase Energy, Inc.
29355A107
25000.00000000
NS
USD
3481250.00000000
0.493529392522
Long
EC
CORP
US
N
1
N
N
N
ZYNGA INC
549300XNQ0U2EL088Z74
Zynga, Inc.
98986TAC2
1900000.00000000
PA
USD
2063875.00000000
0.292591159782
Long
DBT
CORP
US
N
2
2026-12-15
None
0.00000000
N
N
N
N
Y
Zynga Inc
Zynga Inc
USD
XXXX
N
N
N
SMART INSIGHT INTL LTD
549300EOTSWYWE1BC269
Smart Insight International Ltd.
AV8268402
8000000.00000000
PA
1159285.94000000
0.164349496798
Long
DBT
CORP
VG
N
2
2023-12-05
Fixed
4.50000000
N
N
N
N
N
Country Garden Holdings Co Ltd
Country Garden Holdings Co Ltd
HKD
XXXX
N
N
N
FIREEYE INC
549300E9D2UJUFLLY524
FireEye, Inc.
31816QAF8
4107000.00000000
PA
USD
4669145.64000000
0.661934825510
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
0.87500000
N
N
N
N
Y
FireEye Inc
FireEye Inc
USD
XXXX
N
N
N
FIRSTCASH INC
549300V2X3UU7K0DG350
FirstCash, Inc.
33767DAB1
1968000.00000000
PA
USD
2024786.64000000
0.287049686298
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.62500000
N
N
N
N
N
N
LSF9 ATL HLDG/VICTRA FIN
N/A
LSF9 Atlantis Holdings LLC / Victra Finance Corp.
50220MAA8
2943000.00000000
PA
USD
3083042.66000000
0.437076386674
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.75000000
N
N
N
N
N
N
TENNECO INC
549300U0EXXFAQFAD785
Tenneco, Inc.
880349AR6
2365000.00000000
PA
USD
2293896.28000000
0.325200786378
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.00000000
N
N
N
N
N
N
JUST EAT TAKEAWAY
724500FVZIBSSQ7SHI95
Just Eat Takeaway.com N.V.
BN8560011
500000.00000000
PA
583827.79000000
0.082768021410
Long
DBT
CORP
NL
N
2
2028-02-09
Fixed
0.62500000
N
N
N
N
N
Just Eat Takeaway.com NV
Just Eat Takeaway.com NV
EUR
XXXX
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017AU8
2461000.00000000
PA
USD
2802463.75000000
0.397299312633
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.12500000
N
N
N
N
Y
Microchip Technology Inc
Microchip Technology Inc
USD
XXXX
N
N
N
DUFRY ONE BV
7245003K5MN9U7XW0808
Dufry One BV
BO7646199
1400000.00000000
PA
1572304.15000000
0.222902208117
Long
DBT
CORP
NL
N
2
2026-03-30
Fixed
0.75000000
N
N
N
N
N
Dufry AG
Dufry AG
CHF
XXXX
N
N
N
SYNAPTICS INC
549300AJ3LI4FWNRQX29
Synaptics, Inc.
87157DAD1
3245000.00000000
PA
USD
6191865.63000000
0.877807592949
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
0.50000000
N
N
N
N
Y
Synaptics Inc
Synaptics Inc
USD
XXXX
N
N
N
21VIANET GROUP INC
529900672GYJQ3T38I58
21Vianet Group, Inc.
90138VAA5
851000.00000000
PA
USD
755262.50000000
0.107071954849
Long
DBT
CORP
KY
N
2
2026-02-01
None
0.00000000
N
N
N
N
N
21Vianet Group Inc
21Vianet Group Inc
USD
XXXX
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
Sprint Capital Corp.
852060AD4
1955000.00000000
PA
USD
2465796.93000000
0.349570775137
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
TENNECO INC
549300U0EXXFAQFAD785
Tenneco, Inc.
880349AS4
647000.00000000
PA
USD
729327.52000000
0.103395208013
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
7.87500000
N
N
N
N
N
N
PHOTO HOLDINGS MERGER SU
N/A
Photo Holdings Merger Sub, Inc.
719245AD4
1742000.00000000
PA
USD
1909763.31000000
0.270743073966
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
8.50000000
N
N
N
N
N
N
SNAP INC
549300JNC0L6VP8A2Q35
Snap, Inc.
83304AAE6
1264000.00000000
PA
USD
1299550.00000000
0.184234433623
Long
DBT
CORP
US
N
2
2027-05-01
None
0.00000000
N
N
N
N
N
Snap Inc
Snap Inc
USD
XXXX
N
N
N
IMAX CORP
5493002KS2T1Q0X7VZ21
IMAX Corp.
45245EAH2
5173000.00000000
PA
USD
5389063.53000000
0.763996050334
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
0.50000000
N
N
N
N
Y
IMAX Corp
IMAX Corp
USD
XXXX
N
N
N
WH SMITH PLC
2138001KJNGUJ34G7X91
WH Smith plc
BP3126219
900000.00000000
PA
1272158.83000000
0.180351245834
Long
DBT
CORP
GB
N
2
2026-05-07
Fixed
1.62500000
N
N
N
N
N
WH Smith PLC
WH Smith PLC
GBP
XXXX
N
N
N
ITRON INC
24F6LSZD18II6ICG6S41
Itron, Inc.
465741AM8
1450000.00000000
PA
USD
1447648.10000000
0.205229985602
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Itron Inc
Itron Inc
USD
XXXX
N
N
N
ASGN INCORPORATED
LZBNYYCBUKY537072438
ASGN, Inc.
00191UAA0
2608000.00000000
PA
USD
2715580.00000000
0.384981988580
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.62500000
N
N
N
N
N
N
LUMENTUM HOLDINGS INC
549300JLWRRC38DWEF52
Lumentum Holdings, Inc.
55024UAD1
7771000.00000000
PA
USD
8616484.80000000
1.221540684818
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.50000000
N
N
N
N
Y
Lumentum Holdings Inc
Lumentum Holdings Inc
USD
XXXX
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp.
00130H204
10709.00000000
NS
USD
1167173.91000000
0.165467757492
Long
EP
CORP
US
N
1
N
N
N
Morgan Stanley Institutional Liquidity Government Portfolio - Institutional Class
N/A
Morgan Stanley Institutional Liquidity Government Portfolio - Institutional Class
N/A
23593955.31000000
NS
USD
23593955.31000000
3.344864755864
Long
STIV
RF
US
N
1
N
N
N
CALUMET SPECIALTY PROD
N/A
Calumet Specialty Products Partners Limited Partnership / Calumet Finance Corp.
131477AT8
1971000.00000000
PA
USD
2152410.84000000
0.305142697113
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
11.00000000
N
N
N
N
N
N
BHARTI AIRTEL LTD
335800KQ1FPKOQ84OR26
Bharti Airtel Ltd.
ZP4052509
1050000.00000000
PA
USD
1237524.24000000
0.175441173831
Long
DBT
CORP
IN
N
2
2025-02-17
Fixed
1.50000000
N
N
N
N
N
Bharti Airtel Ltd
Bharti Airtel Ltd
USD
XXXX
N
N
N
NIELSEN FINANCE LLC/CO
N/A
Nielsen Finance LLC / Nielsen Finance Co.
65409QBD3
1931000.00000000
PA
USD
2061342.50000000
0.292232132655
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.62500000
N
N
N
N
N
N
Spirit Airlines Inc
549300DCAFIXFNFR3304
Spirit Airlines, Inc.
848577102
95833.00000000
NS
USD
3432738.06000000
0.486651958187
Long
EC
CORP
US
N
1
N
N
N
NEXTERA ENERGY INC
N/A
NextEra Energy, Inc.
65339F739
75032.00000000
NS
USD
3786865.04000000
0.536855785352
Long
EP
CORP
US
N
1
N
N
N
OMNICELL INC
5493008RH0GTKHHPZI77
Omnicell, Inc.
68213NAC3
1370000.00000000
PA
USD
2139940.00000000
0.303374732706
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.25000000
N
N
N
N
Y
Omnicell Inc
Omnicell Inc
USD
XXXX
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SCGEN RR 1.535% 12/15/23
N/A
-19000810.14000000
PA
USD
-19000810.14000000
-2.69370435499
Short
RA
CORP
FR
N
2
Reverse repurchase
Y
1.53500000
2023-12-15
32534407.09000000
USD
32534407.09000000
USD
N
N
N
MARRIOTT VACATION WORLDW
549300WA6BT5H4F7IO94
Marriott Vacations Worldwide Corp.
57164YAB3
812000.00000000
PA
USD
1068267.20000000
0.151445964026
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
1.50000000
N
N
N
N
Y
Marriott Vacations Worldwide Corp
Marriott Vacations Worldwide Corp
USD
XXXX
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857LAM0
3561000.00000000
PA
USD
5402037.00000000
0.765835271524
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.75000000
N
N
N
N
N
Booking Holdings Inc
Booking Holdings Inc
USD
XXXX
N
N
N
ORPEA
969500LHIH3NT7PK1V89
Orpea S.A.
ZS6392717
7756.00000000
PA
1418772.40000000
0.201136339159
Long
DBT
CORP
FR
N
2
2027-05-17
Fixed
0.37500000
N
N
N
N
N
Orpea
Orpea
EUR
XXXX
N
N
N
JETBLUE AIRWAYS CORP
54930070J9H97ZO93T57
JetBlue Airways Corp.
477143AN1
4861000.00000000
PA
USD
5334947.50000000
0.756324136105
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.50000000
N
N
N
N
N
JetBlue Airways Corp
JetBlue Airways Corp
USD
XXXX
N
N
N
VINCI SA
213800WFQ334R8UXUG83
Vinci S.A.
AM4657558
1000000.00000000
PA
USD
1172000.00000000
0.166151941985
Long
DBT
CORP
FR
N
2
2022-02-16
Fixed
0.37500000
N
N
N
N
N
Vinci SA
Vinci SA
USD
XXXX
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar, Inc.
149123101
7500.00000000
NS
USD
1710825.00000000
0.242540013777
Long
EC
CORP
US
N
1
N
N
N
SBI HOLDINGS INC
353800L6LMHYIPSMRQ17
SBI Holdings, Inc.
BK4146019
200000000.00000000
PA
2223137.09000000
0.315169406828
Long
DBT
CORP
JP
N
2
2025-07-25
None
0.00000000
N
N
N
N
N
SBI Holdings Inc/Japan
SBI Holdings Inc/Japan
JPY
XXXX
N
N
N
FIVE9 INC
254900MXP6EWY0SFFR59
Five9, Inc.
338307AC5
1777000.00000000
PA
USD
2707135.91000000
0.383784887939
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.50000000
N
N
N
N
Y
Five9 Inc
Five9 Inc
USD
XXXX
N
N
N
ZILLOW GROUP INC
2549002XEELQDIR6FU05
Zillow Group, Inc.
98954MAC5
1048000.00000000
PA
USD
1752780.00000000
0.248487884704
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
1.50000000
N
N
N
N
Y
Zillow Group Inc
Zillow Group Inc
USD
XXXX
N
N
N
BENTLEY SYSTEMS INC
549300WVEHPGE0Z56F71
Bentley Systems, Inc.
08265TAA7
2186000.00000000
PA
USD
2325357.50000000
0.329660976480
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.12500000
N
N
N
N
Y
Bentley Systems Inc
Bentley Systems Inc
USD
XXXX
N
N
N
ZYNGA INC
549300XNQ0U2EL088Z74
Zynga, Inc.
98986TAB4
2614000.00000000
PA
USD
3677636.60000000
0.521370702224
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
0.25000000
N
N
N
N
Y
Zynga Inc
Zynga Inc
USD
XXXX
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc.
80874YBE9
2886000.00000000
PA
USD
3178092.06000000
0.450551337523
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
HALOZYME THERAPEUTICS IN
529900242I3SV9AGM753
Halozyme Therapeutics, Inc.
40637HAC3
1668000.00000000
PA
USD
1613790.00000000
0.228783568649
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.25000000
N
N
N
N
Y
Halozyme Therapeutics Inc
Halozyme Therapeutics Inc
USD
XXXX
N
N
N
URBAN ONE INC
549300PLGIGPBRQUP240
Urban One, Inc.
91705JAC9
1956000.00000000
PA
USD
2027247.30000000
0.287398528822
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.37500000
N
N
N
N
N
N
WOLVERINE WORLD WIDE
549300OVC7PK14LQ8D87
Wolverine World Wide, Inc.
978097AD5
2561000.00000000
PA
USD
2620223.13000000
0.371463448365
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.00000000
N
N
N
N
N
N
NEW GOLD INC
5493005G0GNCHP0H6L96
New Gold, Inc.
644535AH9
1963000.00000000
PA
USD
2132505.05000000
0.302320695692
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
7.50000000
N
N
N
N
N
N
RH
5493008MTS3OGGMHGK69
RH
74967XAD5
358000.00000000
PA
USD
1165867.85000000
0.165282600150
Long
DBT
CORP
US
N
2
2024-09-15
None
0.00000000
N
N
N
N
Y
RH
RH
USD
XXXX
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec JPY / Deliver USD
N/A
13425000.00000000
NC
-823.56000000
-0.00011675434
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
123687.46000000
USD
13425000.00000000
JPY
2021-06-11
-823.56000000
N
N
N
DATADOG INC
549300F6JNO0KRPO1K63
Datadog, Inc.
23804LAA1
4105000.00000000
PA
USD
4915737.50000000
0.696893627914
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.12500000
N
N
N
N
Y
Datadog Inc
Datadog Inc
USD
XXXX
N
N
N
JAZZ SECURITIES DAC
6354009DV8VV7K6KOO02
Jazz Securities DAC
47216FAA5
2011000.00000000
PA
USD
2058761.25000000
0.291866194344
Long
DBT
CORP
IE
N
2
2029-01-15
Fixed
4.37500000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AF8
2761000.00000000
PA
USD
2947464.14000000
0.417855708868
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.87500000
N
N
N
N
N
N
NEXI SPA
5493000P70CQRQG8SN85
Nexi SpA
BO1287214
900000.00000000
PA
1050321.76000000
0.148901877247
Long
DBT
CORP
IT
N
2
2028-02-24
None
0.00000000
N
N
N
N
N
Nexi SpA
Nexi SpA
EUR
XXXX
N
N
N
JUST EAT TAKEAWAY
724500FVZIBSSQ7SHI95
Just Eat Takeaway.com N.V.
BN8560003
300000.00000000
PA
354408.25000000
0.050243702212
Long
DBT
CORP
NL
N
2
2025-08-09
None
0.00000000
N
N
N
N
N
Just Eat Takeaway.com NV
Just Eat Takeaway.com NV
EUR
XXXX
N
N
N
HORIZON THERAPEUTICS USA
N/A
Horizon Therapeutics USA, Inc.
44055PAA4
3230000.00000000
PA
USD
3460137.50000000
0.490536318397
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.50000000
N
N
N
N
N
N
PNC Financial Services Group I
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475105
15000.00000000
NS
USD
2804250.00000000
0.397552545488
Long
EC
CORP
US
N
1
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
42307TAH1
2617000.00000000
PA
USD
3717842.33000000
0.527070582871
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
7.12500000
N
N
N
N
N
N
PEBBLEBROOK HOTEL TRUST
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust
70509VAA8
4004000.00000000
PA
USD
4592588.00000000
0.651081412063
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
1.75000000
N
N
N
N
Y
Pebblebrook Hotel Trust
Pebblebrook Hotel Trust
USD
XXXX
N
N
N
OKTA INC
549300N8J06I8MRHU620
Okta, Inc.
679295AE5
1947000.00000000
PA
USD
2563955.63000000
0.363486524819
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.37500000
N
N
N
N
Y
Okta Inc
Okta Inc
USD
XXXX
N
N
N
DEXCOM INC
549300YSK3QDSFR5EU59
Dexcom, Inc.
252131AH0
500000.00000000
PA
USD
1180000.00000000
0.167286084934
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.75000000
N
N
N
N
Y
DexCom Inc
DexCom Inc
USD
XXXX
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-200000.00000000
NC
-2208.15000000
-0.00031304471
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
200000.00000000
EUR
238765.20000000
USD
2021-06-11
-2208.15000000
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
197677AG2
1112000.00000000
PA
USD
1330113.24000000
0.188567319015
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.69000000
N
N
N
N
N
N
ORGANON FINANCE 1 LLC
549300SH15FO4Y2G3V63
Organon Finance 1 LLC
68622TAA9
1341000.00000000
PA
USD
1375517.34000000
0.195004161497
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
4.12500000
N
N
N
N
N
N
2020 MANDATORY EXCHANGE
N/A
2020 Mandatory Exchangeable Trust
901376202
578.00000000
NS
USD
1051324.20000000
0.149043991029
Long
EP
CORP
US
N
1
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Incorporated/AAdvantage Loyalty IP Ltd.
00253XAB7
2629000.00000000
PA
USD
2820259.75000000
0.399822213622
Long
DBT
CORP
US
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
EMERGENT BIOSOLUTIONS
549300YW6TUOX8BE5103
Emergent BioSolutions, Inc.
29089QAC9
1768000.00000000
PA
USD
1664227.24000000
0.235933948661
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
3.87500000
N
N
N
N
N
N
REDFIN CORP
549300HXWD3JEMZU3O57
Redfin Corp.
75737FAD0
2500000.00000000
PA
USD
2613777.73000000
0.370549697745
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.50000000
N
N
N
N
Y
Redfin Corp
Redfin Corp
USD
XXXX
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
Staples, Inc.
855030AP7
3653000.00000000
PA
USD
3784380.15000000
0.536503507793
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.75000000
N
N
N
N
N
N
CENTURY ALUMINUM COMPANY
549300U5ODNGEYWKSW73
Century Aluminum Co.
156431AN8
1674000.00000000
PA
USD
1766455.02000000
0.250426563142
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
7.50000000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy Limited Partnership / Genesis Energy Finance Corp.
37185LAM4
2825000.00000000
PA
USD
2913973.38000000
0.413107795205
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
TYLER TECHNOLOGIES INC
25490040SMU4Z8LBCW70
Tyler Technologies, Inc.
902252AA3
1169000.00000000
PA
USD
1239724.50000000
0.175753100001
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.25000000
N
N
N
N
Y
Tyler Technologies Inc
Tyler Technologies Inc
USD
XXXX
N
N
N
BRINK'S CO/THE
XFP140TFNOQMIVFTVQ13
Brink's Co.
109696AA2
2665000.00000000
PA
USD
2783259.38000000
0.394576750030
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.62500000
N
N
N
N
N
N
ADVISOR GROUP HOLDINGS I
N/A
Advisor Group Holdings, Inc.
00791GAA5
1417000.00000000
PA
USD
1577028.90000000
0.223572025855
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
10.75000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787AN7
6967000.00000000
PA
USD
10603774.00000000
1.503274438971
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.25000000
N
N
N
N
Y
Pioneer Natural Resources Co
Pioneer Natural Resources Co
USD
XXXX
N
N
N
PROOFPOINT INC
529900C5FODDK0WSR085
Proofpoint, Inc.
743424AF0
3000000.00000000
PA
USD
3744375.00000000
0.530832062945
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.25000000
N
N
N
N
Y
Proofpoint Inc
Proofpoint Inc
USD
XXXX
N
N
N
CHAMPIONX CORP
549300EP2909K6DYYP38
ChampionX Corp.
03755LAC8
2217000.00000000
PA
USD
2330200.02000000
0.330347490219
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.37500000
N
N
N
N
N
N
NEW FORTRESS ENERGY INC
N/A
New Fortress Energy, Inc.
644393AB6
3200000.00000000
PA
USD
3269680.00000000
0.463535564565
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
6.50000000
N
N
N
N
N
N
HUGHES SATELLITE SYSTEMS
N/A
Hughes Satellite Systems Corp.
444454AF9
652000.00000000
PA
USD
722644.20000000
0.102447727981
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.62500000
N
N
N
N
N
N
ZALANDO SE
529900YRFFGH5AXU4S86
Zalando SE
BK7156551
900000.00000000
PA
1324068.89000000
0.187710424399
Long
DBT
CORP
DE
N
2
2025-08-06
Fixed
0.05000000
N
N
N
N
N
Zalando SE
Zalando SE
EUR
XXXX
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec HKD / Deliver USD
N/A
3637200.00000000
NC
-238.65000000
-0.00003383290
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
468591.96000000
USD
3637200.00000000
HKD
2021-06-11
-238.65000000
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
250000.00000000
NC
-0.06000000
-0.00000000850
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
301216.75000000
USD
250000.00000000
EUR
2021-06-11
-0.06000000
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver HKD
N/A
-2880000.00000000
NC
-66.75000000
-0.00000946300
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
2880000.00000000
HKD
370783.78000000
USD
2021-06-11
-66.75000000
N
N
N
VIAVI SOLUTIONS INC
5493006K3E3N1QOBF092
Viavi Solutions, Inc.
925550AE5
3000000.00000000
PA
USD
3860625.00000000
0.547312577668
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
1.75000000
N
N
N
N
Y
Viavi Solutions Inc
Viavi Solutions Inc
USD
XXXX
N
N
N
2021-06-01
Advent Convertible and Income Fund
Robert White
Robert White
Treasurer and CFO