Q1 2023 Holdings
Filed 2023-05-15 | 118 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 | $83.8M | $40,985,000 | 7.1% |
| Palo Alto Networks Inc | NOTE 0.750% 7/0 | 697435AD7 | $76.6M | $34,100,000 | 6.4% |
| Bloomin Brands Inc | NOTE 5.000% 5/0 | 094235AB4 | $73.4M | $31,881,000 | 6.2% |
| World Wrestling Entmt Inc | NOTE 3.375%12/1 | 98156QAB4 | $66.9M | $18,241,000 | 5.6% |
| FTI Consulting Inc | NOTE 2.000% 8/1 | 302941AP4 | $49.5M | $25,300,000 | 4.2% |
| Cinemark Hldgs Inc(CNK)Put | COM | 17243V102 | $44.5M | 3,012,000 | 3.7% |
| Livent Corp | NOTE 4.125% 7/1 | 53814LAB4 | $38.6M | $14,915,000 | 3.2% |
| Transocean Inc | DEB 4.625% 9/3 | 893830BW8 | $37.5M | $18,120,000 | 3.2% |
| Chart Inds Inc | NOTE 1.000%11/1 | 16115QAE0 | $34.7M | $15,807,000 | 2.9% |
| Guess Inc | NOTE 2.000% 4/1 | 401617AD7 | $33.4M | $31,864,000 | 2.8% |
| Cinemark Hldgs Inc | NOTE 4.500% 8/1 | 17243VAB8 | $32.1M | $25,155,000 | 2.7% |
| Parsons Corp del | NOTE 0.250% 8/1 | 70202LAB8 | $27.8M | $24,968,000 | 2.3% |
| Carnival Corp(CCL)Put | COMMON STOCK | 143658300 | $25.5M | 2,515,000 | 2.1% |
| Wayfair Inc(W)Put | CL A | 94419L101 | $24.0M | 700,000 | 2.0% |
| Lumentum Hldgs Inc | NOTE 0.250% 3/1 | 55024UAB5 | $20.2M | $19,050,000 | 1.7% |
| Veradigm Inc | NOTE 0.875% 1/0 | 01988PAF5 | $19.8M | $17,325,000 | 1.7% |
| Patrick Inds Inc | NOTE 1.750%12/0 | 703343AG8 | $18.9M | $20,550,000 | 1.6% |
| First Horizon Corporation(FHN) | COM | 320517105 | $18.4M | 1,035,000 | 1.5% |
| Horizon Therapeutics PUB L | SHS | G46188101 | $18.1M | 166,300 | 1.5% |
| Microchip Technology Inc.(MCHP)Put | COM | 595017104 | $18.0M | 215,000 | 1.5% |
| Integra Lifesciences Hldgs C | NOTE 0.500% 8/1 | 457985AM1 | $15.8M | $16,176,000 | 1.3% |
| Southwest Airls Co(LUV)Put | COM | 844741108 | $15.5M | 476,000 | 1.3% |
| Envestnet Inc | NOTE 0.750% 8/1 | 29404KAE6 | $15.3M | $16,750,000 | 1.3% |
| GEO Group Inc New(GEO)Put | COM | 36162J106 | $14.5M | 1,841,000 | 1.2% |
| Progress Software Corp | NOTE 1.000% 4/1 | 743312AB6 | $14.0M | $12,750,000 | 1.2% |
| Ionis Pharmaceuticals Inc | NOTE 0.125%12/1 | 462222AB6 | $14.0M | $15,000,000 | 1.2% |
| Middleby Corp | NOTE 1.000% 9/0 | 596278AB7 | $13.7M | $11,000,000 | 1.2% |
| LCI Inds | NOTE 1.125% 5/1 | 501812AB7 | $13.4M | $14,625,000 | 1.1% |
| Natera Inc | NOTE 2.250% 5/0 | 632307AB0 | $12.9M | $7,918,000 | 1.1% |
| Galata Acquisition Corp | SHS CL A | G3R23A108 | $12.9M | 1,237,500 | 1.1% |
| Guess Inc(GU9)Put | COM | 401617105 | $10.5M | 540,000 | 0.9% |
| Winnebago Inds Inc | NOTE 1.500% 4/0 | 974637AB6 | $10.3M | $9,250,000 | 0.9% |
| Forgerock Inc | CL A | 34631B101 | $10.1M | 490,559 | 0.9% |
| Ford MTR Co del | NOTE 3/1 | 345370CZ1 | $10.1M | $10,000,000 | 0.8% |
| Nuvasive Inc | NOTE 0.375% 3/1 | 670704AJ4 | $9.9M | $11,000,000 | 0.8% |
| Focus Finl Partners Inc(2JE) | COM CL A | 34417P100 | $9.7M | 186,500 | 0.8% |
| Etsy Inc | NOTE 0.125%10/0 | 29786AAJ5 | $9.0M | $6,240,000 | 0.8% |
| PG&E Corp | UNIT 08/16/2023 | 69331C140 | $9.0M | 63,000 | 0.8% |
| Southwest Airls Co(LUV) | COM | 844741108 | $8.7M | 267,315 | 0.7% |
| PNM RES Inc(TXNM) | COM | 69349H107 | $8.1M | 167,000 | 0.7% |
| Moneygram Intl Inc(MGIEUR) | COM NEW | 60935Y208 | $8.1M | 780,000 | 0.7% |
| Amyris Inc(AMRSEUR)Put | COM NEW | 03236M200 | $8.0M | 5,940,900 | 0.7% |
| Maxar Technologies Inc(MAXREUR) | COM | 57778K105 | $7.9M | 155,600 | 0.7% |
| Varex Imaging Corp | NOTE 4.000% 6/0 | 92214XAB2 | $7.7M | $7,000,000 | 0.6% |
| Silicon Motion Technology Co(SIMO) | SPONSORED ADR | 82706C108 | $7.3M | 111,000 | 0.6% |
| Amyris Inc | NOTE 1.500%11/1 | 03236MAJ0 | $7.2M | $23,775,000 | 0.6% |
| Tegna Inc(TGNA) | COM | 87901J105 | $7.1M | 420,000 | 0.6% |
| Keurig DR Pepper Inc(KDP) | COM | 49271V100 | $7.1M | 200,000 | 0.6% |
| Microchip Technology Inc.(MCHP) | COM | 595017104 | $6.1M | 72,890 | 0.5% |
| Booking Holdings Inc | NOTE 0.750% 5/0 | 09857LAN8 | $6.0M | $4,000,000 | 0.5% |