Q4 2022 Holdings
Filed 2023-02-13 | 150 holdings | $1.2B | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| United States STL Corp | NOTE 5.000%11/0 | 912909AT5 | $79.6M | $39,735,000 | 6.7% |
| Bloomin Brands Inc | NOTE 5.000% 5/0 | 094235AB4 | $58.3M | $31,881,000 | 4.9% |
| Liberty Media Corp del | NOTE 1.375%10/1 | 531229AB8 | $51.3M | $41,100,000 | 4.3% |
| World Wrestling Entmt Inc | NOTE 3.375%12/1 | 98156QAB4 | $45.2M | $16,182,000 | 3.8% |
| FTI Consulting Inc | NOTE 2.000% 8/1 | 302941AP4 | $40.1M | $25,300,000 | 3.4% |
| Palo Alto Networks Inc | NOTE 0.750% 7/0 | 697435AD7 | $36.6M | $23,100,000 | 3.1% |
| Livent Corp | NOTE 4.125% 7/1 | 53814LAB4 | $34.6M | $14,415,000 | 2.9% |
| Cinemark Hldgs Inc | NOTE 4.500% 8/1 | 17243VAB8 | $33.2M | $34,655,000 | 2.8% |
| Guess Inc(GU9)Put | COM | 401617105 | $32.9M | 1,588,500 | 2.8% |
| Shaw Communications Inc | CL B CONV | 82028K200 | $31.2M | 800,000 | 2.6% |
| Guess Inc | NOTE 2.000% 4/1 | 401617AD7 | $30.2M | $28,364,000 | 2.5% |
| Atlas AIR Worldwide Hldgs in(AAWWUSD) | COM NEW | 049164205 | $25.2M | 250,000 | 2.1% |
| Cinemark Hldgs Inc(CNK)Put | COM | 17243V102 | $25.1M | 2,896,100 | 2.1% |
| Vmware Inc(VMWEUR) | CL A COM | 928563402 | $24.6M | 200,000 | 2.1% |
| Veradigm Inc | NOTE 0.875% 1/0 | 01988PAF5 | $24.1M | $16,825,000 | 2.0% |
| Encore Cap Europe FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | $23.9M | $20,000,000 | 2.0% |
| First Horizon Corporation(FHN) | COM | 320517105 | $23.3M | 950,000 | 2.0% |
| Microchip Technology Inc.(MCHP)Put | COM | 595017104 | $22.1M | 315,000 | 1.9% |
| Parsons Corp del | NOTE 0.250% 8/1 | 70202LAB8 | $20.6M | $18,000,000 | 1.7% |
| Wayfair Inc(W)Put | CL A | 94419L101 | $20.4M | 620,000 | 1.7% |
| Horizon Therapeutics PUB L | SHS | G46188101 | $18.2M | 160,000 | 1.5% |
| Middleby Corp | NOTE 1.000% 9/0 | 596278AB7 | $18.0M | $15,250,000 | 1.5% |
| Lumentum Hldgs Inc | NOTE 0.250% 3/1 | 55024UAB5 | $17.5M | $16,500,000 | 1.5% |
| Tegna Inc(TGNA) | COM | 87901J105 | $15.9M | 750,000 | 1.3% |
| Coupa Software Inc(COUPEUR) | COM | 22266L106 | $15.8M | 200,000 | 1.3% |
| Activision Blizzard Inc(ATVIEUR) | COM | 00507V109 | $15.3M | 200,000 | 1.3% |
| LCI Inds | NOTE 1.125% 5/1 | 501812AB7 | $14.5M | $17,125,000 | 1.2% |
| Carnival Corp(CCL)Put | COMMON STOCK | 143658300 | $14.1M | 1,745,000 | 1.2% |
| Store Cap Corp(S76) | COM | 862121100 | $12.8M | 400,000 | 1.1% |
| Galata Acquisition Corp | SHS CL A | G3R23A108 | $12.6M | 1,237,500 | 1.1% |
| Amyris Inc(AMRSEUR)Put | COM NEW | 03236M200 | $12.6M | 8,265,000 | 1.1% |
| Ionis Pharmaceuticals Inc | NOTE 0.125%12/1 | 462222AB6 | $12.6M | $13,750,000 | 1.1% |
| Altra Indl Motion Corp(AIMCUSD) | COM | 02208R106 | $12.5M | 210,000 | 1.1% |
| Anzu Special Acquisitin Corp | COM CL A | 03737A101 | $11.8M | 1,169,918 | 1.0% |
| Natera Inc | NOTE 2.250% 5/0 | 632307AB0 | $11.4M | $8,918,000 | 1.0% |
| Booking Holdings Inc(BKNG)Put | COM | 09857L108 | $11.1M | 5,500 | 0.9% |
| GEO Group Inc New(GEO)Put | COM | 36162J106 | $10.9M | 1,000,000 | 0.9% |
| Transocean Inc | DEB 4.625% 9/3 | 893830BW8 | $10.7M | $7,000,000 | 0.9% |
| Southwest Airls Co(LUV)Put | COM | 844741108 | $10.1M | 300,000 | 0.8% |
| M3 Brigade Acquisition II Co | COM CL A | 553800103 | $10.0M | 1,000,000 | 0.8% |
| Progress Software Corp | NOTE 1.000% 4/1 | 743312AB6 | $10.0M | $9,750,000 | 0.8% |
| Peabody Energy Corp(BTU)Put | COM | 704551100 | $9.9M | 375,000 | 0.8% |
| PG&E Corp | UNIT 08/16/2023 | 69331C140 | $9.1M | 63,000 | 0.8% |
| Wayfair Inc | NOTE 1.000% 8/1 | 94419LAF8 | $8.8M | $15,105,000 | 0.7% |
| Southwest Airls Co(LUV) | COM | 844741108 | $8.2M | 244,990 | 0.7% |
| Imax Corp | NOTE 0.500% 4/0 | 45245EAJ8 | $8.2M | $9,503,000 | 0.7% |
| Silicon Motion Technology Co(SIMO) | SPONSORED ADR | 82706C108 | $8.1M | 125,000 | 0.7% |
| Booking Holdings Inc(BKNG) | COM | 09857L108 | $7.8M | 3,851 | 0.7% |
| American Airlines Group Inc | NOTE 6.500% 7/0 | 02376RAF9 | $7.7M | $7,250,000 | 0.6% |
| Amyris Inc | NOTE 1.500%11/1 | 03236MAJ0 | $6.9M | $21,275,000 | 0.6% |