0001752724-22-295430.txt : 20221228
0001752724-22-295430.hdr.sgml : 20221228
20221228151526
ACCESSION NUMBER: 0001752724-22-295430
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221031
FILED AS OF DATE: 20221228
DATE AS OF CHANGE: 20221228
PERIOD START: 20221031
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: 221494195
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
2022-10-31
2022-10-31
N
783404306.15
354288186.47
429116119.68
0.00000000
0.00000000
249011424.17000000
0.00000000
0.00000000
0.00000000
100003738.48000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
6022.94000000
GBP
JPY
CHF
EUR
USD
HKD
SGD
N
ICE BOFA US CONVERTIBLE INDEX
VXA0
OMNICELL INC
5493008RH0GTKHHPZI77
Omnicell, Inc.
68213NAD1
1687000.00000000
PA
USD
1691217.50000000
0.394116515888
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
PRYSMIAN SPA
529900X0H1IO3RS1A464
Prysmian SpA
BN7428004
700000.00000000
PA
692112.99000000
0.161288042620
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
VISTAJET MALTA/XO MGMT
N/A
VistaJet Malta Finance plc / XO Management Holding, Inc.
92840JAB5
2032000.00000000
PA
USD
1695521.12000000
0.395119419252
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
6.37500000
N
N
N
N
N
N
H WORLD GROUP LTD
549300Y5ML31FVN83730
H World Group Ltd.
44332NAB2
896000.00000000
PA
USD
857920.00000000
0.199927236627
Long
DBT
CORP
KY
N
2
2026-05-01
Fixed
3.00000000
N
N
N
N
N
China Lodging Group Ltd
China Lodging Group Ltd
USD
XXXX
N
N
N
CLOUDFLARE INC
5493007DY18BGNLDWU14
Cloudflare, Inc.
18915MAC1
1765000.00000000
PA
USD
1428767.50000000
0.332955914372
Long
DBT
CORP
US
N
2
2026-08-15
None
0.00000000
N
N
N
N
Y
Cloudflare Inc
Cloudflare Inc
USD
XXXX
N
N
N
JPMORGAN CHASE FINANCIAL
549300NJFDJOFYVV6789
JPMorgan Chase Financial Company LLC
48133DL24
3411000.00000000
PA
USD
3746983.50000000
0.873186377336
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.50000000
N
N
N
N
Y
Boeing Co/The
Boeing Co/The
USD
XXXX
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp.
1248EPBX0
3129000.00000000
PA
USD
2845011.96000000
0.662993495122
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903202
15000.00000000
NS
USD
2401650.00000000
0.559673685013
Long
EC
CORP
US
N
1
N
N
N
PLAYTIKA HOLDING CORP
254900E35Z4TKA4UFG64
Playtika Holding Corp.
72815LAA5
2327000.00000000
PA
USD
1942975.77000000
0.452785547056
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
SC GAMES HOLDIN/US FINCO
N/A
Scientific Games Holdings Limited Partnership/Scientific Games US FinCo, Inc.
80874DAA4
2082000.00000000
PA
USD
1794713.65000000
0.418234964311
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
6.62500000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet, Inc.
02079K107
30000.00000000
NS
USD
2839800.00000000
0.661778914788
Long
EC
CORP
US
N
1
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAL7
1659000.00000000
PA
USD
1102142.03000000
0.256840043860
Long
DBT
CORP
GB
N
2
2040-09-02
Fixed
3.30000000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver JPY
N/A
-952037500.00000000
NC
331331.37000000
0.077212520062
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
952037500.00000000
JPY
6771893.62000000
USD
2022-12-13
331331.37000000
N
N
N
XERO INVESTMENTS LTD
25490002CIY32NFE4689
Xero Investments Ltd.
BM7530900
609000.00000000
PA
USD
472888.50000000
0.110200591008
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
BLOCK INC
549300OHIIUWSTIZME52
Block, Inc.
852234AF0
2774000.00000000
PA
USD
2585021.26000000
0.602406001883
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
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
337500.00000000
NC
4381.19000000
0.001020980056
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
330375.71000000
USD
337500.00000000
EUR
2022-12-13
4381.19000000
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353TAF7
3463000.00000000
PA
USD
3469181.46000000
0.808448180083
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.50000000
N
N
N
N
N
N
ITRON INC
24F6LSZD18II6ICG6S41
Itron, Inc.
465741AN6
2504000.00000000
PA
USD
2018224.00000000
0.470321180547
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
LIBERTY MEDIA CORP
549300ZKUTPIBZLWLL89
Liberty Media Corp.
531229AB8
2290000.00000000
PA
USD
2942650.00000000
0.685746786253
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
SOLAR EDGE TECHNOLOGIES
5493000K6Y58XXPDF853
SolarEdge Technologies, Inc.
83417MAD6
1145000.00000000
PA
USD
1282972.50000000
0.298980262255
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
SPIRIT AIRLINES INC
549300DCAFIXFNFR3304
Spirit Airlines, Inc.
848577AB8
2000000.00000000
PA
USD
1661000.00000000
0.387074715636
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
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CG5
1068000.00000000
PA
USD
1254366.00000000
0.292313884860
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
10000.00000000
NS
USD
2040200.00000000
0.475442405081
Long
EC
CORP
US
N
1
N
N
N
VIAVI SOLUTIONS INC
5493006K3E3N1QOBF092
Viavi Solutions, Inc.
925550AB1
1787000.00000000
PA
USD
2189521.75000000
0.510239920987
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
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AD4
2300000.00000000
PA
USD
1991817.37000000
0.464167454600
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.50000000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver GBP
N/A
-1416993.00000000
NC
15480.68000000
0.003607573635
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
1416993.00000000
GBP
1649326.01000000
USD
2022-12-13
15480.68000000
N
N
N
EVOLENT HEALTH INC
549300CZOCFHQ2BBTR11
Evolent Health, Inc.
30050BAD3
418000.00000000
PA
USD
485925.00000000
0.113238579888
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
1.50000000
N
N
N
N
Y
Evolent Health Inc
Evolent Health Inc
USD
XXXX
N
N
N
HERBALIFE LTD
549300BA7TYPBSZZIA41
Herbalife Nutrition Ltd.
42703MAD5
2327000.00000000
PA
USD
2146657.50000000
0.500250958085
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
1990967.29000000
0.463969354375
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.25000000
N
N
N
N
N
N
AMERICA MOVIL BV
724500AVF7ZU7L61BL70
America Movil BV
BO2399141
1600000.00000000
PA
1585419.90000000
0.369461744103
Long
DBT
CORP
NL
N
2
2024-03-02
None
0.00000000
N
N
N
N
N
Koninklijke KPN NV
Koninklijke KPN NV
EUR
XXXX
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370DB3
951000.00000000
PA
USD
874539.60000000
0.203800220940
Long
DBT
CORP
US
N
2
2032-08-19
Fixed
6.10000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SCGEN RR 1.8825% 12/15/25
N/A
-56002928.34000000
PA
USD
-56002928.34000000
-13.0507631318
Short
RA
CORP
FR
N
2
Reverse repurchase
Y
1.88250100
2025-12-15
91713745.58000000
USD
91713745.58000000
USD
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BP6
5547000.00000000
PA
USD
7247155.50000000
1.688856504715
Long
DBT
CORP
LR
N
2
2025-08-15
Fixed
6.00000000
N
N
N
N
N
Royal Caribbean Cruises Ltd
Royal Caribbean Cruises Ltd
USD
XXXX
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857LAN8
2968000.00000000
PA
USD
3854333.43000000
0.898202899689
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
APTIV PLC
N/A
Aptiv plc
EP0589507
42605.00000000
NS
USD
4560265.97000000
1.062711410934
Long
EP
CORP
JE
N
1
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-24014737.00000000
NC
544791.07000000
0.126956561409
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
24014737.00000000
EUR
24364343.54000000
USD
2022-12-13
544791.07000000
N
N
N
ARRAY TECHNOLOGIES INC
549300JM5FECYJQ85V37
Array Technologies, Inc.
04271TAA8
748000.00000000
PA
USD
682924.00000000
0.159146666526
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
1.00000000
N
N
N
N
Y
Array Technologies Inc
Array Technologies Inc
USD
XXXX
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver CAD
N/A
-987946.00000000
NC
35603.93000000
0.008297038579
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
987946.00000000
CAD
760208.75000000
USD
2022-12-13
35603.93000000
N
N
N
Macy's Inc
529900NZQ81TIOW3CW52
Macy's, Inc.
55616P104
125000.00000000
NS
USD
2606250.00000000
0.607353087071
Long
EC
CORP
US
N
1
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
4038000.00000000
PA
USD
3154768.26000000
0.735178222237
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
LCI INDUSTRIES
549300E1B98YNJ1WIQ04
LCI Industries
501812AB7
4000000.00000000
PA
USD
3514000.00000000
0.818892565168
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
1.12500000
N
N
N
N
Y
LCI Industries
LCI Industries
USD
XXXX
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CH3
2978000.00000000
PA
USD
2709622.64000000
0.631442753075
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55617LAP7
2046000.00000000
PA
USD
1772756.70000000
0.413118179135
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
NMI HOLDINGS
529900KNNGFXJX1C3Z08
NMI Holdings, Inc.
629209AA5
1546000.00000000
PA
USD
1546610.67000000
0.360417751529
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.37500000
N
N
N
N
N
N
SEA LTD
529900OM6JLLW44YKI15
Sea Ltd.
81141RAG5
1348000.00000000
PA
USD
935512.00000000
0.218009055613
Long
DBT
CORP
KY
N
2
2026-09-15
Fixed
0.25000000
N
N
N
N
Y
Sea Ltd
Sea Ltd
USD
XXXX
N
N
N
QIAGEN NV
54930036WK3GMCN17Z57
QIAGEN N.V.
AV5355400
4400000.00000000
PA
USD
4776196.61000000
1.113031273111
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
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines, Inc.
023771S58
1476000.00000000
PA
USD
1616231.07000000
0.376641891524
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
11.75000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDP2
1175000.00000000
PA
USD
1085382.75000000
0.252934508917
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.12500000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc.
89364MBR4
3717094.25000000
PA
USD
3625434.42000000
0.844860925453
Long
LON
CORP
US
N
2
2025-12-09
Floating
5.92400000
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
Michaels Companies, Inc.
55916AAB0
2348000.00000000
PA
USD
1307119.86000000
0.304607494347
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
7.87500000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corporation Ltd.
62886HBC4
3143000.00000000
PA
USD
2412252.50000000
0.562144461456
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
1.12500000
N
N
N
N
Y
Norwegian Cruise Line Holdings Ltd
Norwegian Cruise Line Holdings Ltd
USD
XXXX
N
N
N
NEXTERA ENERGY PARTNERS
5493008F4ZOQFNG3WN54
NextEra Energy Partners, LP
65341BAD8
1315000.00000000
PA
USD
1369572.50000000
0.319161279940
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
4497.00000000
NS
USD
5241388.41000000
1.221438247043
Long
EP
CORP
US
N
1
N
N
N
DELIVERY HERO AG
529900C3EX1FZGE48X78
Delivery Hero SE
ZP5363111
800000.00000000
PA
727787.82000000
0.169601603533
Long
DBT
CORP
DE
N
2
2024-01-23
Fixed
0.25000000
N
N
N
N
N
Delivery Hero SE
Delivery Hero SE
EUR
XXXX
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353TAJ9
1335000.00000000
PA
USD
1109266.85000000
0.258500391648
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
SCOTTS MIRACLE-GRO CO
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co.
810186AW6
2055000.00000000
PA
USD
1558912.48000000
0.363284530341
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.37500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDN7
2115000.00000000
PA
USD
1778186.25000000
0.414383466024
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.37500000
N
N
N
N
N
N
BILL.COM HOLDINGS INC
549300IBF9VZZIGOZW63
Bill.com Holdings, Inc.
090043AB6
4516000.00000000
PA
USD
5028566.00000000
1.171842717945
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
VM CONSOLIDATED INC
N/A
VM Consolidated, Inc.
91835HAA0
3423000.00000000
PA
USD
2986892.69000000
0.696056976891
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
500000.00000000
NC
4717.15000000
0.001099271219
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
491219.00000000
USD
500000.00000000
EUR
2022-12-13
4717.15000000
N
N
N
LYFT INC
549300H7I5VN334XVZ52
Lyft, Inc.
55087PAB0
5266000.00000000
PA
USD
4657777.00000000
1.085435104016
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
CIENA CORP
W0CZ7N0GH8UIGXDM1H41
Ciena Corp.
171779AL5
3246000.00000000
PA
USD
2731882.30000000
0.636630080929
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
4.00000000
N
N
N
N
N
N
NEXTERA ENERGY INC
N/A
NextEra Energy, Inc.
65339F713
44890.00000000
NS
USD
2087385.00000000
0.486438263273
Long
EP
CORP
US
N
1
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
Elanco Animal Health, Inc.
28414HAG8
1890000.00000000
PA
USD
1706915.70000000
0.397774779766
Long
DBT
CORP
US
N
2
2028-08-28
Fixed
6.40000000
N
N
N
N
N
N
REALOGY GROUP/CO-ISSUER
N/A
Realogy Group LLC / Realogy Company-Issuer Corp.
75606DAP6
4396000.00000000
PA
USD
2958508.00000000
0.689442289468
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.25000000
N
N
N
N
Y
Anywhere Real Estate Inc
Anywhere Real Estate Inc
USD
XXXX
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp.
701094104
13000.00000000
NS
USD
3778060.00000000
0.880428356505
Long
EC
CORP
US
N
1
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-531711.80000000
NC
7700.62000000
0.001794530582
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
531711.80000000
EUR
535090.83000000
USD
2022-12-13
7700.62000000
N
N
N
CELLNEX TELECOM SA
5493008T4YG3AQUI7P67
Cellnex Telecom S.A.
AQ6595039
600000.00000000
PA
717972.34000000
0.167314231992
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
AMERICAN AIRLINES GROUP
N/A
American Airlines Group, Inc.
02376RAF9
6008000.00000000
PA
USD
6762004.00000000
1.575798179066
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.50000000
N
N
N
N
Y
American Airlines Group Inc
American Airlines Group Inc
USD
XXXX
N
N
N
BP Capital Markets PLC
N/A
BP Capital Markets plc
N/A
600000.00000000
PA
755203.50000000
0.175990475623
Long
DBT
CORP
GB
N
2
2023-04-28
Fixed
1.00000000
N
N
N
N
N
BP PLC
BP PLC
GBP
XXXX
N
N
N
LIBERTY MEDIA CORP
549300ZKUTPIBZLWLL89
Liberty Media Corp.
531229AK8
1970000.00000000
PA
USD
2106066.78000000
0.490791812148
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
-52006211.11000000
PA
USD
-52006211.11000000
-12.1193795163
Short
RA
CORP
FR
N
2
Reverse repurchase
Y
4.29999800
2022-11-11
85168384.68000000
USD
85168384.68000000
USD
N
N
N
TANDEM DIABETES CARE INC
549300JEPFOD0K4D3I05
Tandem Diabetes Care, Inc.
875372AA2
4000000.00000000
PA
USD
3760000.00000000
0.876219705473
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.50000000
N
N
N
N
Y
Tandem Diabetes Care Inc
Tandem Diabetes Care Inc
USD
XXXX
N
N
N
SAIL VANTAGE LTD
254900G8GWH4KOG4MQ81
Sail Vantage Ltd.
BT3565715
16000000.00000000
PA
1580667.14000000
0.368354174431
Long
DBT
CORP
VG
N
2
2027-01-13
None
0.00000000
N
N
N
N
N
China Meidong Auto Holdings Ltd
China Meidong Auto Holdings Ltd
HKD
XXXX
N
N
N
NUTANIX INC
549300X7J6E8TKVIXW09
Nutanix, Inc.
67059NAH1
939000.00000000
PA
USD
820216.50000000
0.191140920227
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.25000000
N
N
N
N
Y
Nutanix Inc
Nutanix Inc
USD
XXXX
N
N
N
ACURIS FIN US/ACURIS FIN
N/A
Acuris Finance US Incorporated / Acuris Finance SARL
00511BAA5
2157000.00000000
PA
USD
1751936.97000000
0.408266408473
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
NEXI SPA
5493000P70CQRQG8SN85
Nexi SpA
BH9546384
1500000.00000000
PA
1271712.68000000
0.296356305828
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
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp.
12653CAG3
599000.00000000
PA
USD
880230.50000000
0.205126412090
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
NICE LTD
254900YTY4EF5Z4W0A51
Nice Ltd.
653656AB4
670000.00000000
PA
USD
627790.00000000
0.146298395983
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
Q2 HOLDINGS INC
549300M9RKR9DZXWS696
Q2 Holdings, Inc.
74736LAD1
782000.00000000
PA
USD
634984.00000000
0.147974865282
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.75000000
N
N
N
N
Y
Q2 Holdings Inc
Q2 Holdings Inc
USD
XXXX
N
N
N
ZILLOW GROUP INC
2549002XEELQDIR6FU05
Zillow Group, Inc.
98954MAH4
4743000.00000000
PA
USD
4467906.00000000
1.041188106224
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
SPLUNK INC
549300XGDSGBP6UEI867
Splunk, Inc.
848637AD6
4081000.00000000
PA
USD
3789208.50000000
0.883026371236
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
1.12500000
N
N
N
N
Y
Splunk Inc
Splunk Inc
USD
XXXX
N
N
N
WOLVERINE WORLD WIDE
549300OVC7PK14LQ8D87
Wolverine World Wide, Inc.
978097AG8
1956000.00000000
PA
USD
1548115.32000000
0.360768390885
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.00000000
N
N
N
N
N
N
RINGCENTRAL INC
549300C8EH0H1614VE84
RingCentral, Inc.
76680RAF4
4550000.00000000
PA
USD
3807781.25000000
0.887354512069
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
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
AR8389751
1800000.00000000
PA
USD
1953495.00000000
0.455236918495
Long
DBT
CORP
US
N
2
2025-03-27
None
0.00000000
N
N
N
N
N
Glencore PLC
Glencore PLC
USD
XXXX
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370CZ1
9061000.00000000
PA
USD
9151610.00000000
2.132665164577
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
PENN ENTERTAINMENT INC
N/A
Penn Entertainment, Inc.
707569AU3
2830000.00000000
PA
USD
4488380.00000000
1.045959308950
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
2.75000000
N
N
N
N
Y
Penn National Gaming Inc
Penn National Gaming Inc
USD
XXXX
N
N
N
MIDAS OPCO HOLDINGS LLC
N/A
Stagwell Global LLC
59565JAA9
3077000.00000000
PA
USD
2661712.70000000
0.620277956928
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.62500000
N
N
N
N
N
N
LIBERTY BROADBAND CORP
549300MIX43II8JLN536
Liberty Broadband Corp.
530307AA5
2982000.00000000
PA
USD
2892407.93000000
0.674038517163
Long
DBT
CORP
US
N
2
2050-09-30
Fixed
2.75000000
N
N
N
N
N
Charter Communications Inc
Charter Communications Inc
USD
XXXX
N
N
N
ANLLIAN CAPITAL LTD
529900WNC73E6N8L3G81
ANLLIAN Capital Ltd.
ZP4808231
700000.00000000
PA
697031.99000000
0.162434352389
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
ARCHER OBLIGATIONS
9695004P3VIN4H10XX33
Archer Obligations S.A.
AP2206757
600000.00000000
PA
698050.98000000
0.162671814920
Long
DBT
CORP
FR
N
2
2023-03-31
None
0.00000000
N
N
N
N
N
Kering SA
Kering SA
EUR
XXXX
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver CHF
N/A
-122793.33000000
NC
5471.37000000
0.001275032502
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
122793.33000000
CHF
128817.75000000
USD
2022-12-13
5471.37000000
N
N
N
DROPBOX INC
549300JCDF7UAR6TJR51
Dropbox, Inc.
26210CAD6
3414000.00000000
PA
USD
2968473.00000000
0.691764504725
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
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.
983130AU9
2690000.00000000
PA
USD
2652837.65000000
0.618209740519
Long
DBT
CORP
US
N
2
2023-05-30
Fixed
4.25000000
N
N
N
N
N
N
SEAWORLD PARKS & ENTERTA
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment, Inc.
78488CAH3
2992642.82000000
PA
USD
2914834.11000000
0.679264650364
Long
LON
CORP
US
N
2
2028-08-25
Floating
6.81300000
N
N
N
N
N
N
SAFRAN SA
969500UIC89GT3UL7L24
Safran S.A.
BJ4442296
13679.00000000
PA
1755879.84000000
0.409185243684
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
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners Limited Partnership / Tallgrass Energy Finance Corp.
87470LAG6
3062000.00000000
PA
USD
2892230.41000000
0.673997148407
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
6.00000000
N
N
N
N
N
N
EXACT SCIENCES CORP
549300VM3X1FYD4N9Z14
Exact Sciences Corp.
30063PAC9
1594000.00000000
PA
USD
1029086.40000000
0.239815367636
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
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Companies, Inc.
071734AN7
1902000.00000000
PA
USD
1169016.75000000
0.272424338398
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co.
844741BG2
6180000.00000000
PA
USD
7621485.00000000
1.776089186694
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
414000.00000000
PA
USD
826758.00000000
0.192665332781
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
DISH DBS CORP
N/A
DISH DBS Corp.
25470XBE4
2362000.00000000
PA
USD
2048267.35000000
0.477322397379
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
CARRIAGE PURCHASER INC
N/A
Carriage Purchaser, Inc.
14445LAA5
1180000.00000000
PA
USD
880343.98000000
0.205152857146
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.87500000
N
N
N
N
N
N
AG TTMT ESCROW ISSUER
N/A
AG TTMT Escrow Issuer LLC
00840KAA7
3164000.00000000
PA
USD
3180104.76000000
0.741082568133
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
8.62500000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VAX9
1660000.00000000
PA
USD
1048363.74000000
0.244307704120
Long
DBT
CORP
US
N
2
2041-04-01
Fixed
2.90000000
N
N
N
N
N
N
OKTA INC
549300N8J06I8MRHU620
Okta, Inc.
679295AF2
572000.00000000
PA
USD
457028.00000000
0.106504505200
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
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co.
075887406
24717.00000000
NS
USD
1204706.58000000
0.280741394869
Long
EP
CORP
US
N
1
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137206
11785.00000000
NS
USD
1296821.40000000
0.302207570521
Long
EP
CORP
US
N
1
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver CHF
N/A
-99377.54000000
NC
2350.29000000
0.000547704896
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
99377.54000000
CHF
102175.41000000
USD
2022-12-13
2350.29000000
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AS3
1693000.00000000
PA
USD
1767492.00000000
0.411891308422
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
2.50000000
N
N
N
N
N
Post Holdings Inc
Post Holdings Inc
USD
XXXX
N
N
N
ALLIANCE RES OP/FINANCE
N/A
Alliance Resource Operating Partners Limited Partnership / Alliance Resource Finance Corp.
01879NAA3
2331000.00000000
PA
USD
2289986.06000000
0.533651838040
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.50000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corporation Ltd.
62886HBG5
1182000.00000000
PA
USD
942810.48000000
0.219709872633
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd.
335934AT2
2616000.00000000
PA
USD
2437294.50000000
0.567980177910
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.87500000
N
N
N
N
N
N
HALOZYME THERAPEUTICS IN
529900242I3SV9AGM753
Halozyme Therapeutics, Inc.
40637HAE9
5720000.00000000
PA
USD
6027450.00000000
1.404619804190
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
1.00000000
N
N
N
N
N
Halozyme Therapeutics Inc
Halozyme Therapeutics Inc
USD
XXXX
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787AP2
860000.00000000
PA
USD
2210630.00000000
0.515158927529
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
2020 CASH EXCH TRUST
N/A
2020 Cash Mandatory Exchangeable Trust
901375105
2861.00000000
NS
USD
3560514.50000000
0.829732171948
Long
EP
CORP
US
N
1
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp.
25470XBD6
1383000.00000000
PA
USD
932789.88000000
0.217374700511
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
MONGODB INC
549300TPTG69WKWE1Z37
MongoDB, Inc.
60937PAD8
3101000.00000000
PA
USD
3497152.75000000
0.814966529947
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
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings, Inc.
50155QAM2
1953000.00000000
PA
USD
1069505.16000000
0.249234440504
Long
DBT
CORP
US
N
2
2041-10-15
Fixed
4.10000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp.
25470MAF6
3292000.00000000
PA
USD
2232634.40000000
0.520286770318
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
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp.
1248EPCP6
3172000.00000000
PA
USD
2341530.75000000
0.545663665990
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp.
235851409
1448.00000000
NS
USD
1896733.70000000
0.442009426589
Long
EP
CORP
US
N
1
N
N
N
LIVONGO HEALTH
54930061HKCVF1H2O156
Livongo Health, Inc.
539183AA1
790000.00000000
PA
USD
684930.00000000
0.159614139061
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
HEALTH CATALYST INC
549300223PL6GWKVJG92
Health Catalyst, Inc.
42225TAB3
3584000.00000000
PA
USD
3057152.00000000
0.712430006656
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.50000000
N
N
N
N
Y
Health Catalyst Inc
Health Catalyst Inc
USD
XXXX
N
N
N
NEOGENOMICS INC
N/A
NeoGenomics, Inc.
64049MAA8
938000.00000000
PA
USD
779009.00000000
0.181538041633
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.25000000
N
N
N
N
Y
NeoGenomics Inc
NeoGenomics Inc
USD
XXXX
N
N
N
BURLINGTON STORES INC
5299003Z37DVGKKC1W09
Burlington Stores, Inc.
122017AB2
6907000.00000000
PA
USD
7027872.50000000
1.637755418100
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.25000000
N
N
N
N
Y
Burlington Stores Inc
Burlington Stores Inc
USD
XXXX
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd.
30251GBC0
2901000.00000000
PA
USD
2296460.61000000
0.535160648756
Long
DBT
CORP
AU
N
2
2031-04-01
Fixed
4.37500000
N
N
N
N
N
N
CA MAGNUM HOLDINGS
549300ZRDHFR078MFZ78
CA Magnum Holdings
12674CAA1
3085000.00000000
PA
USD
2591640.01000000
0.603948416557
Long
DBT
CORP
MU
N
2
2026-10-31
Fixed
5.37500000
N
N
N
N
N
N
CENTRAL GARDEN & PET CO
5493004DVZLD37DJ0H83
Central Garden & Pet Co.
153527AP1
3585000.00000000
PA
USD
2981483.18000000
0.694796360067
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
4.12500000
N
N
N
N
N
N
INGEVITY CORP
5493009UTFC4B5IMGF87
Ingevity Corp.
45688CAB3
2223000.00000000
PA
USD
1879948.97000000
0.438097960850
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.87500000
N
N
N
N
N
N
SILICON LABORATORIES INC
4PRDF8Q9TDHRVZKZSZ47
Silicon Laboratories, Inc.
826919AD4
1552000.00000000
PA
USD
1759549.16000000
0.410040331580
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
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp.
29261AAE0
2432000.00000000
PA
USD
2033176.32000000
0.473805626671
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.62500000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
75000.00000000
NS
USD
2802750.00000000
0.653144888169
Long
EC
CORP
US
N
1
N
N
N
UNISYS CORP
549300T21W22FIJJOW08
Unisys Corp.
909214BV9
3005000.00000000
PA
USD
2518792.35000000
0.586972205070
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
6.87500000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-594193.56000000
NC
-4155.97000000
-0.00096849542
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
594193.56000000
EUR
585208.16000000
USD
2022-12-13
-4155.97000000
N
N
N
MCGRAW-HILL EDUCATION
N/A
McGraw-Hill Education, Inc.
57767XAB6
1936000.00000000
PA
USD
1652705.12000000
0.385141700393
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
8.00000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBJ6
3677000.00000000
PA
USD
3166535.62000000
0.737920454342
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122108
30000.00000000
NS
USD
2324100.00000000
0.541601653588
Long
EC
CORP
US
N
1
N
N
N
VISHAY INTERTECHNOLOGY
5493009O8F3QQJTCQR75
Vishay Intertechnology, Inc.
928298AP3
4000000.00000000
PA
USD
3844455.00000000
0.895900858459
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
2.25000000
N
N
N
N
Y
Vishay Intertechnology Inc
Vishay Intertechnology Inc
USD
XXXX
N
N
N
ZILLOW GROUP INC
2549002XEELQDIR6FU05
Zillow Group, Inc.
98954MAG6
982000.00000000
PA
USD
986910.00000000
0.229986699342
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.37500000
N
N
N
N
Y
Zillow Group Inc
Zillow Group Inc
USD
XXXX
N
N
N
JACOBS ENTERTAINMENT INC
5493004U9JIWY3HSUO63
Jacobs Entertainment, Inc.
469815AK0
1762000.00000000
PA
USD
1556436.27000000
0.362707481406
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.75000000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-121130.82000000
NC
1413.19000000
0.000329325778
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
121130.82000000
EUR
121559.50000000
USD
2022-12-13
1413.19000000
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
3993000.00000000
PA
USD
3769851.20000000
0.878515401101
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
ROHM COMPANY LTD
5493009V2FGDEP7JFE59
Rohm Company Ltd.
ZQ6794247
170000000.00000000
PA
1215225.22000000
0.283192628817
Long
DBT
CORP
JP
N
2
2024-12-05
None
0.00000000
N
N
N
N
Y
Rohm Co Ltd
Rohm Co Ltd
JPY
XXXX
N
N
N
IMAX CORP
5493002KS2T1Q0X7VZ21
IMAX Corp.
45245EAJ8
3500000.00000000
PA
USD
2804441.15000000
0.653538988955
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
KONTOOR BRANDS INC
549300M0CPXV65RFF271
Kontoor Brands, Inc.
50050NAA1
2108000.00000000
PA
USD
1693106.79000000
0.394556790656
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.12500000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAN1
3029000.00000000
PA
USD
2473178.50000000
0.576342483205
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.50000000
N
N
N
N
N
N
NIPPON STEEL CORP
35380065QWQ4U2V3PA33
Nippon Steel Corp.
BR4845219
90000000.00000000
PA
632001.21000000
0.147279764384
Long
DBT
CORP
JP
N
2
2026-10-05
None
0.00000000
N
N
N
N
N
Nippon Steel Corp
Nippon Steel Corp
JPY
XXXX
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC, Inc.
747262AZ6
1301000.00000000
PA
USD
945683.89000000
0.220379483927
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.37500000
N
N
N
N
N
N
COLGATE ENERGY P
549300QRLZK0B17DH791
Colgate Energy Partners III LLC
19416MAB5
2038000.00000000
PA
USD
1905061.26000000
0.443950057485
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.87500000
N
N
N
N
N
N
VISTA OUTDOOR INC
549300QI2D33ESTJLN81
Vista Outdoor, Inc.
928377AC4
2312000.00000000
PA
USD
1810804.64000000
0.421984762854
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
ETSY INC
54930089Q7XT501AEA40
Etsy, Inc.
29786AAL0
2459000.00000000
PA
USD
2134657.90000000
0.497454605432
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
ALTERRA MOUNTAIN COMPANY
549300C5O4FSVNUEI843
Alterra Mountain Co.
46124CAJ6
2673203.29000000
PA
USD
2606373.21000000
0.607381799579
Long
LON
CORP
US
N
2
2028-08-17
Floating
7.25400000
N
N
N
N
N
N
JP MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
JPMorgan Chase Bank North America
BO0411732
800000.00000000
PA
780715.37000000
0.181935689244
Long
DBT
CORP
US
N
2
2024-02-18
None
0.00000000
N
N
N
N
N
Siemens AG
Siemens AG
EUR
XXXX
N
N
N
JP MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
JPMorgan Chase Bank North America
BP9257679
1500000.00000000
PA
1534409.31000000
0.357574381298
Long
DBT
CORP
US
N
2
2024-06-10
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
LUMENTUM HOLDINGS INC
549300JLWRRC38DWEF52
Lumentum Holdings, Inc.
55024UAE9
3080000.00000000
PA
USD
2596440.00000000
0.605066992574
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.50000000
N
N
N
N
Y
Lumentum Holdings Inc
Lumentum Holdings Inc
USD
XXXX
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver CHF
N/A
-290000.00000000
NC
12778.15000000
0.002977783731
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
290000.00000000
CHF
304084.27000000
USD
2022-12-13
12778.15000000
N
N
N
RAG-STIFTUNG
529900C4BQB2G2UM9E04
RAG-Stiftung
BJ9815504
1000000.00000000
PA
889255.68000000
0.207229614367
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
EVE BATTERY INVESTMENT L
655600YHAC8Z3JTNW753
Eve Battery Investment Ltd.
BS4547102
1451000.00000000
PA
USD
1135770.25000000
0.264676668601
Long
DBT
CORP
VG
N
2
2026-11-22
Fixed
0.75000000
N
N
N
N
N
Smoore International Holdings Ltd
Smoore International Holdings Ltd
USD
XXXX
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665RAL0
1704000.00000000
PA
USD
1394553.60000000
0.324982804430
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.12500000
N
N
N
N
N
N
MEITUAN
21380033K525E5JLIA77
Meituan
BP1721839
6700000.00000000
PA
USD
4827350.00000000
1.124951913621
Long
DBT
CORP
KY
N
2
2028-04-27
None
0.00000000
N
N
N
N
N
Meituan
Meituan
USD
XXXX
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-350000.00000000
NC
3391.04000000
0.000790238316
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
350000.00000000
EUR
350546.35000000
USD
2022-12-13
3391.04000000
N
N
N
CARREFOUR SA
549300B8P6MUJ1YWTS08
Carrefour S.A.
AN8852740
2600000.00000000
PA
USD
2515760.00000000
0.586265554851
Long
DBT
CORP
FR
N
2
2023-06-14
None
0.00000000
N
N
N
N
N
Carrefour SA
Carrefour SA
USD
XXXX
N
N
N
UPWORK INC
5493004QJ6WWBXVE2S70
Upwork, Inc.
91688FAB0
2342000.00000000
PA
USD
1753946.43000000
0.408734687316
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.25000000
N
N
N
N
Y
Upwork Inc
Upwork Inc
USD
XXXX
N
N
N
CELLNEX TELECOM SA
5493008T4YG3AQUI7P67
Cellnex Telecom S.A.
AZ3212430
1600000.00000000
PA
1522558.13000000
0.354812616019
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
CONMED CORP
Z6C0YCECH9DCU5ZIQW84
CONMED Corp.
207410AG6
5224000.00000000
PA
USD
4589284.00000000
1.069473690110
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
2.25000000
N
N
N
N
Y
CONMED Corp
CONMED Corp
USD
XXXX
N
N
N
FLUOR CORP
CQ7WZ4NOFWT7FAE6Q943
Fluor Corp.
343412607
603.00000000
NS
USD
879819.21000000
0.205030566238
Long
EP
CORP
US
N
2
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
Equities Corp.
26884L109
20000.00000000
NS
USD
836800.00000000
0.195005491899
Long
EC
CORP
US
N
1
N
N
N
AMERICAN GREETINGS CORP
549300WMJOT8C9DNMF90
American Greetings Corp.
026375AR6
1931000.00000000
PA
USD
1849734.15000000
0.431056785137
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
8.75000000
N
N
N
N
N
N
LAND O LAKES CAP TRST I
N/A
Land O'Lakes Capital Trust I
514665AA6
3682000.00000000
PA
USD
3668395.01000000
0.854872339155
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
7.45000000
N
N
N
N
N
N
NEXSTAR MEDIA INC
5493006PK6I4I2OOT688
Nexstar Media, Inc.
65336YAN3
2541000.00000000
PA
USD
2235927.54000000
0.521054194297
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.75000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612E106
15000.00000000
NS
USD
2463750.00000000
0.574145292383
Long
EC
CORP
US
N
1
N
N
N
SELENA SARL
969500NRAPWZMPGW7689
Selena Sarl
BK1437130
900000.00000000
PA
796093.50000000
0.185519364920
Long
DBT
CORP
FR
N
2
2025-06-25
None
0.00000000
N
N
N
N
N
Puma SE
Puma SE
EUR
XXXX
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076102
8000.00000000
NS
USD
2369040.00000000
0.552074343365
Long
EC
CORP
US
N
1
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189T206
17881.00000000
PA
USD
698342.46000000
0.162739740590
Long
DBT
CORP
US
N
2
2029-09-15
Variable
3.36900000
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
4294000.00000000
PA
USD
3643712.81000000
0.849120469470
Long
DBT
CORP
US
N
2
2029-04-30
Fixed
4.37500000
N
N
N
N
N
N
Glencore Funding LLC
N/A
Glencore Funding LLC
N/A
200000.00000000
PA
USD
217055.00000000
0.050581879832
Long
DBT
CORP
US
N
2
2025-03-27
None
0.00000000
N
N
N
N
N
Glencore PLC
Glencore PLC
USD
XXXX
N
N
N
IVANHOE MINES LTD
5299006XZISURYIA4G32
Ivanhoe Mines Ltd.
46579RAA2
2750000.00000000
PA
USD
3147482.79000000
0.733480437031
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
INTERDIGITAL INC
N/A
InterDigital, Inc.
45867GAC5
876000.00000000
PA
USD
824316.00000000
0.192096256047
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.50000000
N
N
N
N
N
InterDigital Inc
InterDigital Inc
USD
XXXX
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
Nordstrom, Inc.
655664AX8
1708000.00000000
PA
USD
1605127.16000000
0.374054267920
Long
DBT
CORP
US
N
2
2024-04-08
Fixed
2.30000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55617LAR3
4000000.00000000
PA
USD
3335136.20000000
0.777210653957
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.12500000
N
N
N
N
N
N
MATCH GROUP FINANCECO 2
549300IPGK4BWL134U96
Match Group Financeco 2, Inc.
44932FAA5
3889000.00000000
PA
USD
3383430.00000000
0.788464903747
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
1381000.00000000
PA
USD
981373.13000000
0.228696402906
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
TRIPADVISOR INC
549300XVG45PT5BART17
TripAdvisor, Inc.
896945AA0
2356000.00000000
PA
USD
2331794.88000000
0.543394846536
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
7.00000000
N
N
N
N
N
N
SHOPIFY INC
549300HGQ43STJLLP808
Shopify, Inc.
82509LAA5
862000.00000000
PA
USD
728390.00000000
0.169741933848
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
LEG Immobilien AG
N/A
LEG Immobilien AG
N/A
600000.00000000
PA
536682.28000000
0.125066912051
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
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources, Inc.
097793AE3
1967000.00000000
PA
USD
1813682.19000000
0.422655338921
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical, Inc.
09061GAK7
299000.00000000
PA
USD
300614.36000000
0.070054315420
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
CEREVEL THERAP HLDS INC
254900RJNIRS9COSQR41
Cerevel Therapeutics Holdings, Inc.
15678UAA0
770000.00000000
PA
USD
709170.00000000
0.165262959715
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
2.50000000
N
N
N
N
Y
Cerevel Therapeutics Holdings Inc
Cerevel Therapeutics Holdings Inc
USD
XXXX
N
N
N
TRINET GROUP INC
5299003FJVBETSFKE990
TriNet Group, Inc.
896288AA5
3029000.00000000
PA
USD
2514660.66000000
0.586009367784
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAM6
2978000.00000000
PA
USD
2546785.60000000
0.593495672429
Long
DBT
CORP
CA
N
2
2028-09-01
Fixed
3.50000000
N
N
N
N
N
N
WOLFSPEED INC
549300OGU88P3AW3TO93
Wolfspeed, Inc.
977852AA0
4279000.00000000
PA
USD
3921703.50000000
0.913902629182
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.25000000
N
N
N
N
Y
Wolfspeed Inc
Wolfspeed Inc
USD
XXXX
N
N
N
UNITY SOFTWARE INC
549300D1ESJMGNQNG432
Unity Software, Inc.
91332UAA9
1378000.00000000
PA
USD
1006973.50000000
0.234662240316
Long
DBT
CORP
US
N
2
2026-11-15
None
0.00000000
N
N
N
N
Y
Unity Software Inc
Unity Software Inc
USD
XXXX
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AE1
2515000.00000000
PA
USD
2345936.97000000
0.546690478966
Long
DBT
CORP
NL
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries, Inc.
62957HAJ4
3017000.00000000
PA
USD
2971699.75000000
0.692516457367
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.37500000
N
N
N
N
N
N
DIRECTV FIN LLC/COINC
N/A
Directv Financing LLC / Directv Financing Company-Obligor, Inc.
25461LAA0
3103000.00000000
PA
USD
2800395.44000000
0.652596188203
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
TRINSEO OP / TRINSEO FIN
N/A
Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc.
89668QAF5
1416000.00000000
PA
USD
805633.20000000
0.187742469474
Long
DBT
CORP
LU
N
2
2029-04-01
Fixed
5.12500000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corporation Ltd.
62886HBE0
1520000.00000000
PA
USD
1360924.40000000
0.317145951313
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
5.87500000
N
N
N
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas, Inc.
92276F100
75000.00000000
NS
USD
2934750.00000000
0.683905792723
Long
EC
CORP
US
N
1
N
N
N
BLACKLINE INC
529900P9N7PK9LV5EK56
Blackline, Inc.
09239BAD1
2085000.00000000
PA
USD
1695105.00000000
0.395022447831
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Blackline Inc
Blackline Inc
USD
XXXX
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec HKD / Deliver USD
N/A
12300000.00000000
NC
-1058.79000000
-0.00024673741
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
1568951.20000000
USD
12300000.00000000
HKD
2022-12-13
-1058.79000000
N
N
N
MENICON CO LTD
3538000OOSRECSEX2327
Menicon Company Ltd.
BN5110687
90000000.00000000
PA
621404.78000000
0.144810402476
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
WUXI APPTEC CO LTD
254900OEPQLZSPLN9175
WuXi AppTec Company Ltd.
ZR4552470
700000.00000000
PA
USD
757750.00000000
0.176583904740
Long
DBT
CORP
CN
N
2
2024-09-17
None
0.00000000
N
N
N
N
N
WuXi AppTec Co Ltd
WuXi AppTec Co Ltd
USD
XXXX
N
N
N
PEDIATRIX MEDICAL GROUP
N/A
Pediatrix Medical Group, Inc.
58502BAE6
3101000.00000000
PA
USD
2671278.93000000
0.622507243958
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.37500000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp.
62886EBA5
1704000.00000000
PA
USD
1433937.98000000
0.334160828325
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BS0
1469000.00000000
PA
USD
1142147.50000000
0.266162804802
Long
DBT
CORP
PA
N
2
2030-06-01
Fixed
10.50000000
N
N
N
N
N
N
SYNAPTICS INC
549300AJ3LI4FWNRQX29
Synaptics, Inc.
87157DAG4
3076000.00000000
PA
USD
2545287.36000000
0.593146526841
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co.
163851AH1
1639000.00000000
PA
USD
1282574.87000000
0.298887599691
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
SPIRIT LOYALTY KY LTD/IP
N/A
Spirit Loyalty Cayman Limited / Spirit IP Cayman Ltd
84859BAA9
3150000.00000000
PA
USD
3202290.00000000
0.746252553362
Long
DBT
CORP
KY
N
2
2025-09-20
Fixed
8.00000000
N
N
N
N
N
N
SUMMIT HOTEL PROPERTIES
254900OBQWJK6X20LS71
Summit Hotel Properties, Inc.
866082AA8
780000.00000000
PA
USD
711750.00000000
0.165864195577
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
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co.
406216101
65000.00000000
NS
USD
2367300.00000000
0.551668858714
Long
EC
CORP
US
N
1
N
N
N
MAKEMYTRIP LIMITED
529900DNT8HNJ7RYUO60
MakeMyTrip Ltd.
56087FAB0
649000.00000000
PA
USD
653543.00000000
0.152299801854
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
PRA GROUP INC
549300Q5HW3JSSB86K27
PRA Group, Inc.
69354NAD8
3387000.00000000
PA
USD
2721352.89000000
0.634176337171
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.00000000
N
N
N
N
N
N
SNAP INC
549300JNC0L6VP8A2Q35
Snap, Inc.
83304AAB2
5500000.00000000
PA
USD
4745125.00000000
1.105790433493
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.75000000
N
N
N
N
Y
Snap Inc
Snap Inc
USD
XXXX
N
N
N
DEXCOM INC
549300YSK3QDSFR5EU59
Dexcom, Inc.
252131AK3
2116000.00000000
PA
USD
2337122.00000000
0.544636263429
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
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
28470RAH5
3142000.00000000
PA
USD
3054514.56000000
0.711815385140
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
NEWS CORP
549300ITS31QK8VRBQ14
News Corp.
65249BAB5
3039000.00000000
PA
USD
2717169.90000000
0.633201545079
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
5.12500000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
156700BC9
3831000.00000000
PA
USD
3262901.01000000
0.760377170737
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
1500000.00000000
PA
1709487.64000000
0.398374137348
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
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corporation plc
N/A
20000.00000000
NS
USD
3001400.00000000
0.699437719151
Long
EC
CORP
US
N
1
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver CHF
N/A
-144904.00000000
NC
1007.21000000
0.000234717353
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
144904.00000000
CHF
146563.84000000
USD
2022-12-13
1007.21000000
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I Limited Partnership / Hilcorp Finance Co.
431318AZ7
3036000.00000000
PA
USD
2788566.00000000
0.649839489152
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.25000000
N
N
N
N
N
N
CYBERARK SOFTWARE LTD
529900YEXNDM894PWS93
CyberArk Software Ltd.
23248VAB1
2059000.00000000
PA
USD
2422466.68000000
0.564524744912
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
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Company LLC
345397ZQ9
5362000.00000000
PA
USD
5303634.64000000
1.235943931436
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
5.58400000
N
N
N
N
N
N
PARKLAND CORP
549300XHQS1JYWBNK868
Parkland Corp.
70137WAL2
3012000.00000000
PA
USD
2512911.60000000
0.585601771817
Long
DBT
CORP
CA
N
2
2030-05-01
Fixed
4.62500000
N
N
N
N
N
N
SEA LTD
529900OM6JLLW44YKI15
Sea Ltd.
81141RAF7
525000.00000000
PA
USD
500377.50000000
0.116606549381
Long
DBT
CORP
KY
N
2
2025-12-01
Fixed
2.37500000
N
N
N
N
Y
Sea Ltd
Sea Ltd
USD
XXXX
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver HKD
N/A
-1562000.00000000
NC
220.14000000
0.000051300799
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
1562000.00000000
HKD
199329.73000000
USD
2022-12-13
220.14000000
N
N
N
ZHONGSHENG GROUP
3003005VYMEBAJNJ2Y26
Zhongsheng Group Holdings Ltd.
BJ4661549
14000000.00000000
PA
1886023.30000000
0.439513505436
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
2687000.00000000
PA
USD
2314702.72000000
0.539411738185
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.12500000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co.
025816109
24000.00000000
NS
USD
3562800.00000000
0.830264778367
Long
EC
CORP
US
N
1
N
N
N
KKR & CO INC
54930013V5I303TF9571
KKR & Company, Inc.
48251W401
26533.00000000
NS
USD
1611083.76000000
0.375442377042
Long
EP
CORP
US
N
1
N
N
N
EXACT SCIENCES CORP
549300VM3X1FYD4N9Z14
Exact Sciences Corp.
30063PAA3
3000000.00000000
PA
USD
2733750.00000000
0.637065324425
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
1.00000000
N
N
N
N
Y
Exact Sciences Corp
Exact Sciences Corp
USD
XXXX
N
N
N
VAREX IMAGING CORPORATIO
549300CWYWPVCT8E9W67
Varex Imaging Corp.
92214XAC0
2503000.00000000
PA
USD
2446468.74000000
0.570118116705
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.87500000
N
N
N
N
N
N
ENGIE SA
LAXUQCHT4FH58LRZDY46
Engie S.A.
BP7952198
5574.00000000
PA
659774.65000000
0.153752007846
Long
DBT
CORP
FR
N
2
2024-06-02
None
0.00000000
N
N
N
N
N
Gaztransport Et Technigaz SA
Gaztransport Et Technigaz SA
EUR
XXXX
N
N
N
RADIAN GROUP INC
54930005OUP720S5U385
Radian Group, Inc.
750236AW1
1647000.00000000
PA
USD
1459480.82000000
0.340113259107
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.87500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BR9
2000000.00000000
PA
USD
1975215.16000000
0.460298522803
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.37500000
N
N
N
N
N
N
DAVE & BUSTER'S INC
549300JAVWTAY1FT5Z45
Dave & Buster's, Inc.
23833NAH7
2320000.00000000
PA
USD
2316995.61000000
0.539946066749
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.62500000
N
N
N
N
N
N
CHEGG INC
549300AKX7O8JG0O3G77
Chegg, Inc.
163092AD1
3000000.00000000
PA
USD
2611500.00000000
0.608576532139
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
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co.
254687106
24000.00000000
NS
USD
2556960.00000000
0.595866685666
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
15000.00000000
NS
USD
2196000.00000000
0.511749593941
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
-11.4200354665
Short
RA
CORP
FR
N
2
Reverse repurchase
Y
3.83000000
2022-12-15
80253671.01000000
USD
80253671.01000000
USD
N
N
N
VICTORIA'S SECRET & CO
5493006T3O70U3UWVF17
Victoria's Secret & Co.
926400AA0
5466000.00000000
PA
USD
4361485.38000000
1.016388147630
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.62500000
N
N
N
N
N
N
SUNNOVA ENERGY INTL INC
549300JK1Y1VVC3JU540
Sunnova Energy International, Inc.
86745KAG9
688000.00000000
PA
USD
560720.00000000
0.130668593950
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
2.62500000
N
N
N
N
Y
Sunnova Energy International Inc
Sunnova Energy International Inc
USD
XXXX
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
250000.00000000
NC
7269.08000000
0.001693965727
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
240699.00000000
USD
250000.00000000
EUR
2022-12-13
7269.08000000
N
N
N
ENPHASE ENERGY INC
5493008U7KIGMI59Z314
Enphase Energy, Inc.
29355AAK3
2687000.00000000
PA
USD
3459512.50000000
0.806194953146
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
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599EF8
1799000.00000000
PA
USD
1810261.74000000
0.421858246982
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.12500000
N
N
N
N
N
N
JAZZ INVESTMENTS I LTD
N/A
Jazz Investments I Ltd.
472145AF8
2980000.00000000
PA
USD
3343187.51000000
0.779086908339
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
BLOCK INC
549300OHIIUWSTIZME52
Block, Inc.
852234AK9
769000.00000000
PA
USD
577744.51000000
0.134635937338
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
Sika AG
N/A
Sika A.G.
N/A
1400000.00000000
PA
1804738.92000000
0.420571224717
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
INSULET CORPORATION
549300TZTYD2PYN92D43
Insulet Corp.
45784PAK7
1637000.00000000
PA
USD
2100271.00000000
0.489441180062
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
STMICROELECTRONICS NV
213800Z8NOHIKRI42W10
STMicroelectronics N.V.
BK6867034
600000.00000000
PA
USD
608367.00000000
0.141772115308
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
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BQ4
1184000.00000000
PA
USD
956080.00000000
0.222802163832
Long
DBT
CORP
PA
N
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
CLYDESDALE ACQUISITION
254900QKSDYFR3K5YD98
Clydesdale Acquisition Holdings, Inc.
18972EAB1
2035000.00000000
PA
USD
1774291.06000000
0.413475742025
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
8.75000000
N
N
N
N
N
N
DIGITALOCEAN HOLDINGS
549300EPISPY3RE3DL21
DigitalOcean Holdings, Inc.
25402DAA0
2587000.00000000
PA
USD
1904841.76000000
0.443898905830
Long
DBT
CORP
US
N
2
2026-12-01
None
0.00000000
N
N
N
N
Y
DigitalOcean Holdings Inc
DigitalOcean Holdings Inc
USD
XXXX
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
15136AAA0
238000.00000000
PA
USD
418404.00000000
0.097503678098
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.25000000
N
N
N
N
Y
Permian Resources Corp
Permian Resources Corp
USD
XXXX
N
N
N
VEOLIA ENVIRONNEMENT SA
969500LENY69X51OOT31
Veolia Environnement S.A.
ZR4789767
58552.00000000
PA
1743556.68000000
0.406313489528
Long
DBT
CORP
FR
N
2
2025-01-01
None
0.00000000
N
N
N
N
N
Veolia Environnement SA
Veolia Environnement SA
EUR
XXXX
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp.
25470XAW5
1474000.00000000
PA
USD
1363450.00000000
0.317734509954
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.87500000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver SGD
N/A
-520481.00000000
NC
4970.33000000
0.001158271566
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
520481.00000000
SGD
372873.18000000
USD
2022-12-13
4970.33000000
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAN1
1644000.00000000
PA
USD
1339255.83000000
0.312096369392
Long
DBT
CORP
KY
N
2
2034-12-01
Fixed
5.75000000
N
N
N
N
N
N
MIDDLEBY CORP
JDFO86U9VQRBKW5KYA35
Middleby Corp.
596278AB7
1513000.00000000
PA
USD
1835269.00000000
0.427685867724
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
M/A-COM TECH SOLUTIONS
N/A
MACOM Technology Solutions Holdings, Inc.
55405YAB6
1343000.00000000
PA
USD
1287601.25000000
0.300058932990
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
STMICROELECTRONICS NV
213800Z8NOHIKRI42W10
STMicroelectronics N.V.
BK6867067
1200000.00000000
PA
USD
1178106.00000000
0.274542471366
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
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599105
25000.00000000
NS
USD
1815000.00000000
0.422962437615
Long
EC
CORP
US
N
1
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver CHF
N/A
-100000.00000000
NC
1138.98000000
0.000265424659
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
100000.00000000
CHF
101589.37000000
USD
2022-12-13
1138.98000000
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp.
12653CAK4
2278000.00000000
PA
USD
2263978.91000000
0.527591205776
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.37500000
N
N
N
N
N
N
CABLEVISION LIGHTPATH
5493002ZVBLRLGES1R71
Cablevision Lightpath LLC
12687GAB5
1991000.00000000
PA
USD
1614750.78000000
0.376296928953
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
5.62500000
N
N
N
N
N
N
TYLER TECHNOLOGIES INC
25490040SMU4Z8LBCW70
Tyler Technologies, Inc.
902252AB1
5887000.00000000
PA
USD
5542610.50000000
1.291634186134
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
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank plc
BT5210856
1300000.00000000
PA
1240463.93000000
0.289074186009
Long
DBT
CORP
GB
N
2
2025-01-24
None
0.00000000
N
N
N
N
N
Mercedes-Benz Group AG
Mercedes-Benz Group AG
EUR
XXXX
N
N
N
ZSCALER INC.
529900MZ0RTK1BWRNF46
Zscaler, Inc.
98980GAB8
2267000.00000000
PA
USD
2789543.50000000
0.650067282972
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
BENTLEY SYSTEMS INC
549300WVEHPGE0Z56F71
Bentley Systems, Inc.
08265TAB5
1929000.00000000
PA
USD
1698484.50000000
0.395809996899
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.12500000
N
N
N
N
Y
Bentley Systems Inc
Bentley Systems Inc
USD
XXXX
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505682
7076.00000000
NS
USD
8211414.96000000
1.913564786641
Long
EP
CORP
US
N
1
N
N
N
HARVEST MIDSTREAM I LP
549300DW5M17KJOXCY66
Harvest Midstream I, LP
417558AA1
2522000.00000000
PA
USD
2433830.88000000
0.567173025756
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
7.50000000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
389224.73000000
NC
1356.96000000
0.000316222098
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
384704.27000000
USD
389224.73000000
EUR
2022-12-13
1356.96000000
N
N
N
VINGROUP JSC
254900MJ9C15O3O1V757
Vingroup JSC
BP0704034
1600000.00000000
PA
USD
1226400.00000000
0.285796767764
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
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAC3
2350000.00000000
PA
USD
1956445.50000000
0.455924494623
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.75000000
N
N
N
N
N
N
HUBSPOT INC
529900BLNVEW0MVKJB37
HubSpot, Inc.
443573AD2
784000.00000000
PA
USD
981176.00000000
0.228650464291
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.37500000
N
N
N
N
Y
HubSpot Inc
HubSpot Inc
USD
XXXX
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
Equities Corp.
26884LAK5
930000.00000000
PA
USD
2654685.00000000
0.618640241708
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
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc.
78573NAE2
1477000.00000000
PA
USD
1508755.50000000
0.351596090383
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
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BR1
2707000.00000000
PA
USD
2697105.92000000
0.628525892248
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
7.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BZ6
1106000.00000000
PA
USD
696842.15000000
0.162390112615
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AU3
5200000.00000000
PA
USD
5361200.00000000
1.249358799198
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
FIVE9 INC
254900MXP6EWY0SFFR59
Five9, Inc.
338307AD3
7798000.00000000
PA
USD
6932422.00000000
1.615511905068
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
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA, Inc.
62954HAU2
1106000.00000000
PA
USD
716986.98000000
0.167084606501
Long
DBT
CORP
US
N
2
2041-05-11
Fixed
3.25000000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver EUR
N/A
-200000.00000000
NC
1425.54000000
0.000332203786
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
200000.00000000
EUR
199800.00000000
USD
2022-12-13
1425.54000000
N
N
N
AKAMAI TECHNOLOGIES INC
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc.
00971TAL5
2872000.00000000
PA
USD
2837536.00000000
0.661251318667
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
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Company, Inc.
02557T307
10847.00000000
NS
USD
539312.84000000
0.125679930272
Long
EP
CORP
US
N
1
N
N
N
MCGRAW-HILL EDUCATION
N/A
McGraw-Hill Education, Inc.
57767XAA8
271000.00000000
PA
USD
239345.85000000
0.055776476115
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.75000000
N
N
N
N
N
N
CIMC ENRIC HOLDINGS LTD
254900RKJGCDZN5ZOB09
CIMC Enric Holdings Ltd.
BS5175416
8000000.00000000
PA
962056.59000000
0.224194931366
Long
DBT
CORP
KY
N
2
2026-11-30
None
0.00000000
N
N
N
N
N
CIMC Enric Holdings Ltd
CIMC Enric Holdings Ltd
HKD
XXXX
N
N
N
DEUTSCHE POST AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG
AQ3253046
1500000.00000000
PA
1416815.74000000
0.330170710216
Long
DBT
CORP
DE
N
2
2025-06-30
Fixed
0.05000000
N
N
N
N
Y
Deutsche Post AG
Deutsche Post AG
EUR
XXXX
N
N
N
ANA HOLDINGS INC
N/A
ANA Holdings, Inc.
N/A
180000000.00000000
PA
1325310.32000000
0.308846547407
Long
DBT
CORP
JP
N
2
2031-12-10
None
0.00000000
N
N
N
N
N
ANA Holdings Inc
ANA Holdings Inc
JPY
XXXX
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope, Inc.
20338QAA1
2055000.00000000
PA
USD
1829029.41000000
0.426231811418
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
8.25000000
N
N
N
N
N
N
SCHNEIDER ELECTRIC SE
969500A1YF1XUYYXS284
Schneider Electric SE
BM6028963
3103.00000000
PA
551597.09000000
0.128542616952
Long
DBT
CORP
FR
N
2
2026-06-15
None
0.00000000
N
N
N
N
N
Schneider Electric SE
Schneider Electric SE
EUR
XXXX
N
N
N
SINGAPORE AIRLINES LTD
549300ZG62N2599PWR15
Singapore Airlines Ltd.
BM4690772
500000.00000000
PA
357041.91000000
0.083204031176
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
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver CHF
N/A
-146578.50000000
NC
173.15000000
0.000040350383
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
146578.50000000
CHF
147411.82000000
USD
2022-12-13
173.15000000
N
N
N
Enphase Energy Inc
5493008U7KIGMI59Z314
Enphase Energy, Inc.
29355A107
10000.00000000
NS
USD
3070000.00000000
0.715424068032
Long
EC
CORP
US
N
1
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467AS8
2071000.00000000
PA
USD
1918470.85000000
0.447074990198
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.37500000
N
N
N
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare, Inc.
40412C101
10000.00000000
NS
USD
2174700.00000000
0.506785902524
Long
EC
CORP
US
N
1
N
N
N
HAEMONETICS CORP
549300ZEL6TXZS6F5F95
Haemonetics Corp.
405024AB6
1682000.00000000
PA
USD
1396060.00000000
0.325333851602
Long
DBT
CORP
US
N
2
2026-03-01
None
0.00000000
N
N
N
N
Y
Haemonetics Corp
Haemonetics Corp
USD
XXXX
N
N
N
PIRELLI & C SPA
815600A0C9AFC1F2A709
Pirelli & C SpA
BN0747038
4300000.00000000
PA
3823663.07000000
0.891055566230
Long
DBT
CORP
IT
N
2
2025-12-22
None
0.00000000
N
N
N
N
N
Pirelli & C SpA
Pirelli & C SpA
EUR
XXXX
N
N
N
PALO ALTO NETWORKS
549300QXR2YVZV231H43
Palo Alto Networks, Inc.
697435AF2
3025000.00000000
PA
USD
5337612.50000000
1.243862035287
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.37500000
N
N
N
N
Y
Palo Alto Networks Inc
Palo Alto Networks Inc
USD
XXXX
N
N
N
LSF9 ATL HLDG/VICTRA FIN
N/A
LSF9 Atlantis Holdings LLC / Victra Finance Corp.
50220MAA8
3373000.00000000
PA
USD
3051959.65000000
0.711219996180
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.75000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corporation Ltd.
62886HAX9
5239000.00000000
PA
USD
6255366.00000000
1.457732700571
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
DUFRY ONE BV
7245003K5MN9U7XW0808
Dufry One BV
BO7646199
800000.00000000
PA
645875.59000000
0.150513010436
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
JETBLUE AIRWAYS CORP
54930070J9H97ZO93T57
JetBlue Airways Corp.
477143AP6
3208000.00000000
PA
USD
2391564.00000000
0.557323272260
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
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
Sprint Capital Corp.
852060AD4
3831000.00000000
PA
USD
3959300.19000000
0.922664054883
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
ENLINK MIDSTREAM LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAD2
2709000.00000000
PA
USD
2664978.75000000
0.621039067930
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.50000000
N
N
N
N
N
N
ZTO EXPRESS KY INC
549300SCJPK3YZJTJR78
ZTO Express Cayman, Inc.
98980AAA3
1313000.00000000
PA
USD
1062873.50000000
0.247689017320
Long
DBT
CORP
KY
N
2
2027-09-01
Fixed
1.50000000
N
N
N
N
N
ZTO Express Cayman Inc
ZTO Express Cayman Inc
USD
XXXX
N
N
N
TELESAT CANADA/TELESAT L
N/A
Telesat Canada / Telesat LLC
87952VAM8
1357000.00000000
PA
USD
475133.76000000
0.110723820012
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.50000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd.
335934AP0
1363000.00000000
PA
USD
1335962.59000000
0.311328922109
Long
DBT
CORP
CA
N
2
2024-03-01
Fixed
6.50000000
N
N
N
N
N
N
WH SMITH PLC
2138001KJNGUJ34G7X91
WH Smith plc
BP3126219
900000.00000000
PA
837262.56000000
0.195113285565
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
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver CHF
N/A
-200000.00000000
NC
1487.61000000
0.000346668403
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
200000.00000000
CHF
202388.39000000
USD
2022-12-13
1487.61000000
N
N
N
MICHAEL KORS USA INC
549300MIBZ1H6BCOET19
Michael Kors USA, Inc.
59408TAA8
2369000.00000000
PA
USD
2256377.74000000
0.525819850739
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.25000000
N
N
N
N
N
N
CONSENSUS CLOUD SOLUTION
N/A
Consensus Cloud Solutions, Inc.
20848VAB1
3002000.00000000
PA
USD
2654098.25000000
0.618503507157
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.50000000
N
N
N
N
N
N
ASGN INCORPORATED
LZBNYYCBUKY537072438
ASGN, Inc.
00191UAA0
2607000.00000000
PA
USD
2321885.45000000
0.541085581154
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
4650000.00000000
PA
USD
4568625.00000000
1.064659375510
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
11682.00000000
NS
USD
1150793.82000000
0.268177718622
Long
EP
CORP
US
N
1
N
N
N
ROCKET SOFTWARE INC
549300PVG26ISP5X1556
Rocket Software, Inc.
77314EAA6
2266000.00000000
PA
USD
1814306.89000000
0.422800917232
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.50000000
N
N
N
N
N
N
Morgan Stanley Institutional Liquidity Government Portfolio - Institutional Class
N/A
Morgan Stanley Institutional Liquidity Government Portfolio - Institutional Class
N/A
16666847.53000000
NS
USD
16666847.53000000
3.883994743061
Long
STIV
RF
US
N
1
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc.
80874YBG4
3362000.00000000
PA
USD
3460295.91000000
0.806377516785
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
8.62500000
N
N
N
N
N
N
BHARTI AIRTEL LTD
335800KQ1FPKOQ84OR26
Bharti Airtel Ltd.
ZP4052509
1050000.00000000
PA
USD
1446375.00000000
0.337059116091
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
PAGERDUTY INC.
549300U1SB749EDAGH21
PagerDuty, Inc.
69553PAB6
3000000.00000000
PA
USD
2937000.00000000
0.684430126323
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
1.25000000
N
N
N
N
Y
PagerDuty Inc
PagerDuty Inc
USD
XXXX
N
N
N
HLF FIN SARL LLC/HERBALI
N/A
HLF Financing Sarl LLC / Herbalife International, Inc.
40390DAC9
2326000.00000000
PA
USD
1733155.14000000
0.403889544231
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.87500000
N
N
N
N
N
N
MARRIOTT VACATION WORLDW
549300WA6BT5H4F7IO94
Marriott Vacations Worldwide Corp.
57164YAD9
7119000.00000000
PA
USD
7304094.00000000
1.702125290806
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
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver CHF
N/A
-1177016.00000000
NC
57712.19000000
0.013449084607
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
1177016.00000000
CHF
1240029.33000000
USD
2022-12-13
57712.19000000
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DF9
1462000.00000000
PA
USD
1455216.32000000
0.339119472157
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.45000000
N
N
N
N
N
N
AIRBNB INC
549300HMUDNO0RY56D37
Airbnb, Inc.
009066AB7
1091000.00000000
PA
USD
918076.50000000
0.213945936285
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Airbnb Inc
Airbnb Inc
USD
XXXX
N
N
N
NEXTERA ENERGY INC
N/A
NextEra Energy, Inc.
65339F739
55281.00000000
NS
USD
2667308.25000000
0.621581927984
Long
EP
CORP
US
N
1
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SCGEN RR 1.535% 12/15/23
N/A
-19000810.14000000
PA
USD
-19000810.14000000
-4.42789475123
Short
RA
CORP
FR
N
2
Reverse repurchase
Y
1.53500000
2023-12-15
31116623.20000000
USD
31116623.20000000
USD
N
N
N
LENOVO
N/A
Lenovo
N/A
1031000.00000000
PA
USD
945942.50000000
0.220439749666
Long
DBT
CORP
HK
N
2
2029-08-26
Fixed
2.50000000
N
N
N
N
N
Lenovo Group Ltd
Lenovo Group Ltd
USD
XXXX
N
N
N
CINEMARK HOLDINGS INC
549300LL2QMPTYIE0K55
Cinemark Holdings, Inc.
17243VAB8
1636000.00000000
PA
USD
1698168.00000000
0.395736240639
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
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
407378.30000000
NC
-5685.25000000
-0.00132487448
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
409752.50000000
USD
407378.30000000
EUR
2022-12-13
-5685.25000000
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas Limited Partnership / Ferrellgas Finance Corp.
315289AC2
2355000.00000000
PA
USD
1979236.20000000
0.461235574528
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
VERMILION ENERGY INC
WT03B8BB1IX8WI9ZGV02
Vermilion Energy, Inc.
923725AD7
2047000.00000000
PA
USD
1921928.30000000
0.447880704512
Long
DBT
CORP
CA
N
2
2030-05-01
Fixed
6.87500000
N
N
N
N
N
N
SBI HOLDINGS INC
353800L6LMHYIPSMRQ17
SBI Holdings, Inc.
BK4146019
210000000.00000000
PA
1532949.84000000
0.357234270561
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
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370CR9
2056000.00000000
PA
USD
1915837.34000000
0.446461284518
Long
DBT
CORP
US
N
2
2026-12-08
Fixed
4.34600000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112BT9
1659000.00000000
PA
USD
1050873.74000000
0.244892627381
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
3.36600000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AG6
4000000.00000000
PA
USD
3950000.00000000
0.920496765058
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.37500000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAD3
3008000.00000000
PA
USD
2928633.92000000
0.682480518835
Long
DBT
CORP
NL
N
2
2023-07-21
Fixed
2.80000000
N
N
N
N
N
N
URBAN ONE INC
549300PLGIGPBRQUP240
Urban One, Inc.
91705JAC9
5159000.00000000
PA
USD
4520522.16000000
1.053449626495
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.37500000
N
N
N
N
N
N
NEW GOLD INC
5493005G0GNCHP0H6L96
New Gold, Inc.
644535AH9
1700000.00000000
PA
USD
1452243.97000000
0.338426804167
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
7.50000000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec JPY / Deliver USD
N/A
21055600.00000000
NC
-4679.51000000
-0.00109049970
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
147121.28000000
USD
21055600.00000000
JPY
2022-12-13
-4679.51000000
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc.
432833AF8
3161000.00000000
PA
USD
2829347.88000000
0.659343182472
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.87500000
N
N
N
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc.
750098AB1
1989000.00000000
PA
USD
1317090.94000000
0.306931126470
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.50000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology plc
460599AC7
6914000.00000000
PA
USD
6921467.12000000
1.612959010992
Long
DBT
CORP
GB
N
2
2025-02-15
Fixed
6.50000000
N
N
N
N
N
N
IBM
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200101
25000.00000000
NS
USD
3457250.00000000
0.805667706582
Long
EC
CORP
US
N
1
N
N
N
BLOOM ENERGY CORP
549300XB5J9BFW5JXV97
Bloom Energy Corp.
093712AH0
876000.00000000
PA
USD
1173840.00000000
0.273548334859
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
2.50000000
N
N
N
N
Y
Bloom Energy Corp
Bloom Energy Corp
USD
XXXX
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
Comstock Resources, Inc.
205768AS3
2356000.00000000
PA
USD
2266790.06000000
0.528246308176
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.75000000
N
N
N
N
N
N
SAREPTA THERAPEUTICS INC
549300IKDPIED8J8IG21
Sarepta Therapeutics, Inc.
803607AC4
4741000.00000000
PA
USD
5061017.50000000
1.179405123203
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
1.25000000
N
N
N
N
N
Sarepta Therapeutics Inc
Sarepta Therapeutics Inc
USD
XXXX
N
N
N
NIPPON STEEL CORP
35380065QWQ4U2V3PA33
Nippon Steel Corp.
BR4844972
130000000.00000000
PA
903051.10000000
0.210444459805
Long
DBT
CORP
JP
N
2
2024-10-04
None
0.00000000
N
N
N
N
N
Nippon Steel Corp
Nippon Steel Corp
JPY
XXXX
N
N
N
PEBBLEBROOK HOTEL TRUST
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust
70509VAA8
5616000.00000000
PA
USD
4975776.00000000
1.159540686495
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
DEXCOM INC
549300YSK3QDSFR5EU59
Dexcom, Inc.
252131AH0
138000.00000000
PA
USD
405899.40000000
0.094589641680
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
-2707500.00000000
NC
61421.53000000
0.014313498650
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
2707500.00000000
EUR
2746915.79000000
USD
2022-12-13
61421.53000000
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Incorporated/AAdvantage Loyalty IP Ltd.
00253XAB7
2738000.00000000
PA
USD
2506734.83000000
0.584162354905
Long
DBT
CORP
US
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
Interpublic Group of Companies, Inc.
460690BS8
1659000.00000000
PA
USD
1071753.73000000
0.249758440861
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
3.37500000
N
N
N
N
N
N
EMERGENT BIOSOLUTIONS
549300YW6TUOX8BE5103
Emergent BioSolutions, Inc.
29089QAC9
1408000.00000000
PA
USD
845311.98000000
0.196989099507
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
3.87500000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
Staples, Inc.
855030AP7
3202000.00000000
PA
USD
2327661.88000000
0.542431703972
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.75000000
N
N
N
N
N
N
CALUMET SPECIALTY PROD
N/A
Calumet Specialty Products Partners Limited Partnership / Calumet Finance Corp.
131477AV3
1712000.00000000
PA
USD
1624340.45000000
0.378531678374
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.12500000
N
N
N
N
N
N
GENESIS ENERGY LP/FIN
N/A
Genesis Energy Limited Partnership / Genesis Energy Finance Corp.
37185LAM4
3564000.00000000
PA
USD
3458042.28000000
0.805852337259
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBL1
2000000.00000000
PA
USD
1791490.00000000
0.417483734084
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
3.12500000
N
N
N
N
N
N
OKTA INC
549300N8J06I8MRHU620
Okta, Inc.
679295AD7
2591000.00000000
PA
USD
2188099.50000000
0.509908483892
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
0.12500000
N
N
N
N
Y
Okta Inc
Okta Inc
USD
XXXX
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
501797AW4
3046000.00000000
PA
USD
2747842.29000000
0.640349351604
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.62500000
N
N
N
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corporation International
817565CF9
2271000.00000000
PA
USD
1838781.46000000
0.428504401412
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.37500000
N
N
N
N
N
N
SHIFT4 PAYMENTS INC
N/A
Shift4 Payments, Inc.
82452JAB5
6367000.00000000
PA
USD
5774073.13000000
1.345573579082
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
VINPEARL JSC
213800D8TU57ZQLBPB84
Vinpearl JSC
BR4817572
1200000.00000000
PA
USD
900000.00000000
0.209733440139
Long
DBT
CORP
VN
N
2
2026-09-21
Fixed
3.25000000
N
N
N
N
N
Vingroup JSC
Vingroup JSC
USD
XXXX
N
N
N
CONDOR MERGER SUB INC
254900SAGUYT3MBUU161
Condor Merger Sub, Inc.
579063AB4
1985000.00000000
PA
USD
1645029.71000000
0.383353044678
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.37500000
N
N
N
N
N
N
NEW FORTRESS ENERGY INC
N/A
New Fortress Energy, Inc.
644393AB6
2887000.00000000
PA
USD
2801819.07000000
0.652927946889
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
6.50000000
N
N
N
N
N
N
ZALANDO SE
529900YRFFGH5AXU4S86
Zalando SE
BK7156551
700000.00000000
PA
573489.75000000
0.133644420169
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
BLACKSTONE MORTGAGE TR
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust, Inc.
09257WAE0
781000.00000000
PA
USD
684839.38000000
0.159593021234
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.50000000
N
N
N
N
Y
Blackstone Mortgage Trust Inc
Blackstone Mortgage Trust Inc
USD
XXXX
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec HKD / Deliver USD
N/A
2832300.00000000
NC
-43.17000000
-0.00001006021
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
361079.08000000
USD
2832300.00000000
HKD
2022-12-13
-43.17000000
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec EUR / Deliver USD
N/A
530000.00000000
NC
-8080.22000000
-0.00188299148
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
533772.54000000
USD
530000.00000000
EUR
2022-12-13
-8080.22000000
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec USD / Deliver HKD
N/A
-48474062.00000000
NC
7211.45000000
0.001680535796
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
48474062.00000000
HKD
6186245.12000000
USD
2022-12-13
7211.45000000
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - Rec CAD / Deliver USD
N/A
987945.99000000
NC
-539.47000000
-0.00012571655
N/A
DFE
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
725144.28000000
USD
987945.99000000
CAD
2022-12-13
-539.47000000
N
N
N
2022-11-30
Advent Convertible and Income Fund
Robert White
Robert White
Treasurer and CFO