Q2 2021 Holdings
Filed 2021-08-13 | 145 holdings | $1.4M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| NCL Corp LTD | NOTE 6.000% 5/1 | 62886HAT8 | $103.5K | $44,364,000 | 7.2% |
| Wayfair Inc | NOTE 1.000% 8/1 | 94419LAF8 | $81.9K | $37,110,000 | 5.7% |
| United States STL Corp New | NOTE 5.000%11/0 | 912909AT5 | $74.4K | $36,625,000 | 5.2% |
| Slack Technologies Inc | NOTE 0.500% 4/1 | 83088VAB8 | $72.2K | $47,632,000 | 5.0% |
| Southwest Airls Co | NOTE 1.250% 5/0 | 844741BG2 | $70.9K | $46,700,000 | 4.9% |
| Liberty Media Corp del | NOTE 1.375%10/1 | 531229AB8 | $52.9K | $39,367,000 | 3.7% |
| Bloomin Brands Inc | NOTE 5.000% 5/0 | 094235AB4 | $48.8K | $20,082,000 | 3.4% |
| World Wrestling Entmt Inc | NOTE 3.375%12/1 | 98156QAB4 | $47.8K | $19,930,000 | 3.3% |
| Natera Inc | NOTE 2.250% 5/0 | 632307AB0 | $45.8K | $15,090,000 | 3.2% |
| Nuance Communications Inc | DBCV 1.000%12/1 | 67020YAK6 | $45.8K | $20,316,000 | 3.2% |
| Workday Inc | NOTE 0.250%10/0 | 98138HAF8 | $45.8K | $27,648,000 | 3.2% |
| Nuance Communications Inc | NOTE 1.250% 4/0 | 67020YAN0 | $40.7K | $14,632,000 | 2.8% |
| Under Armour Inc | NOTE 1.500% 6/0 | 904311AC1 | $34.7K | $17,572,000 | 2.4% |
| Guess Inc | NOTE 2.000% 4/1 | 401617AD7 | $31.7K | $25,322,000 | 2.2% |
| American Airls Group Inc | NOTE 6.500% 7/0 | 02376RAF9 | $28.3K | $18,000,000 | 2.0% |
| Allscripts Healthcare Solutn | NOTE 0.875% 1/0 | 01988PAF5 | $24.7K | $16,472,000 | 1.7% |
| IHS Markit LTD(IHS) | SHS | G47567105 | $24.1K | 214,138 | 1.7% |
| Palo Alto Networks Inc | NOTE 0.750% 7/0 | 697435AD7 | $22.7K | $15,572,000 | 1.6% |
| Livent Corp | NOTE 4.125% 7/1 | 53814LAB4 | $22.5K | $9,350,000 | 1.6% |
| Alexion Pharmaceuticals Inc(ALXN) | COM | 015351109 | $22.1K | 120,497 | 1.5% |
| Kansas City Southern | COM NEW | 485170302 | $19.8K | 70,000 | 1.4% |
| National Vision Hldgs Inc | NOTE 2.500% 5/1 | 63845RAB3 | $19.2K | $10,854,000 | 1.3% |
| PRA Health Sciences Inc(PRAH) | COM | 69354M108 | $18.3K | 110,739 | 1.3% |
| Xilinx Inc(XLNXEUR) | COM | 983919101 | $16.0K | 110,481 | 1.1% |
| Spirit Airls Inc(SAVEEUR)Put | COM | 848577102 | $16.0K | 525,000 | 1.1% |
| Booking Holdings Inc(BKNG) | COM | 09857L108 | $15.8K | 7,228 | 1.1% |
| Carnival Corp(CCL)Put | UNIT 99/99/9999 | 143658300 | $14.6K | 554,800 | 1.0% |
| Stem IncCall | *W EXP 08/11/202 | 85859N110 | $13.2K | 557,081 | 0.9% |
| Coherent Inc(COHREUR) | COM | 192479103 | $13.2K | 50,000 | 0.9% |
| Workiva Inc | NOTE 1.125% 8/1 | 98139AAB1 | $13.0K | $8,500,000 | 0.9% |
| Istar Inc | NOTE 3.125% 9/1 | 45031UCB5 | $12.7K | $8,358,000 | 0.9% |
| Proofpoint Inc(PFPT) | COM | 743424103 | $12.2K | 70,344 | 0.8% |
| Anzu Special Acquisitin Corp | COM CL A | 03737A101 | $11.4K | 1,175,000 | 0.8% |
| Royal Caribbean Group(RCL) | COM | V7780T103 | $11.0K | 129,000 | 0.8% |
| Norwegian Cruise Line Hldg L(NCLH)Put | SHS | G66721104 | $10.7K | 364,800 | 0.7% |
| Guess Inc(GU9)Put | COM | 401617105 | $10.3K | 392,000 | 0.7% |
| M3 Brigade Acquisition II Co | COM CL A | 553800103 | $9.7K | 1,000,000 | 0.7% |
| Figure Acquisition Corp I | COM CL A | 302438106 | $9.4K | 944,500 | 0.7% |
| Maxim Integrated Prods Inc(MXIM) | COM | 57772K101 | $9.0K | 84,948 | 0.6% |
| Exelon Corp(EXC)Call | COM | 30161N101 | $8.9K | 201,200 | 0.6% |
| PNM RES Inc(TXNM) | COM | 69349H107 | $8.8K | 180,055 | 0.6% |
| Akamai Technologies Inc | NOTE 0.125% 5/0 | 00971TAJ0 | $8.4K | $6,370,000 | 0.6% |
| Twitter Inc | NOTE 1.000% 9/1 | 90184LAD4 | $8.3K | $8,106,000 | 0.6% |
| Grace W R & Co del New | COM | 38388F108 | $7.7K | 110,922 | 0.5% |
| Alarm COM Hldgs Inc(ALRM)Put | COM | 011642105 | $7.5K | 89,000 | 0.5% |
| Cinemark Hldgs Inc(CNK)Put | COM | 17243V102 | $7.5K | 342,500 | 0.5% |
| Bloomin Brands Inc(BLMN)Put | COM | 094235108 | $7.5K | 277,000 | 0.5% |
| AT Home Group Inc(HOME) | COM | 04650Y100 | $7.4K | 200,000 | 0.5% |
| Biogen Inc(BIIB)Call | COM | 09062X103 | $7.0K | 20,100 | 0.5% |
| Microchip Technology Inc.(MCHP) | COM | 595017104 | $6.8K | 45,400 | 0.5% |