Q2 2023 Holdings
Filed 2023-08-14 | 73 holdings | $920.0M | 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 | $70.4M | $35,682,000 | 7.7% |
| Bloomin Brands Inc | NOTE 5.000% 5/0 | 094235AB4 | $67.0M | $27,617,000 | 7.3% |
| Palo Alto Networks Inc | NOTE 0.375% 6/0 | 697435AF2 | $66.3M | $25,750,000 | 7.2% |
| Chart Inds Inc | NOTE 1.000%11/1 | 16115QAE0 | $52.1M | $18,900,000 | 5.7% |
| Cinemark Hldgs Inc(CNK)Put | COM | 17243V102 | $49.8M | 3,021,600 | 5.4% |
| Carnival Corp(CCL)Put | COMMON STOCK | 143658300 | $46.9M | 2,490,000 | 5.1% |
| Livent Corp | NOTE 4.125% 7/1 | 53814LAB4 | $42.8M | $13,310,000 | 4.7% |
| FTI Consulting Inc | NOTE 2.000% 8/1 | 302941AP4 | $40.5M | $21,460,000 | 4.4% |
| Transocean Inc | DEB 4.625% 9/3 | 893830BW8 | $35.6M | $15,785,000 | 3.9% |
| Wayfair Inc(W)Put | CL A | 94419L101 | $29.3M | 450,000 | 3.2% |
| Cinemark Hldgs Inc | NOTE 4.500% 8/1 | 17243VAB8 | $28.4M | $20,655,000 | 3.1% |
| Parsons Corp del | NOTE 0.250% 8/1 | 70202LAB8 | $27.5M | $23,664,000 | 3.0% |
| Varex Imaging Corp | NOTE 4.000% 6/0 | 92214XAB2 | $23.8M | $18,500,000 | 2.6% |
| LCI Inds | NOTE 1.125% 5/1 | 501812AB7 | $19.1M | $19,625,000 | 2.1% |
| Progress Software Corp | NOTE 1.000% 4/1 | 743312AB6 | $18.5M | $16,628,000 | 2.0% |
| Patrick Inds Inc | NOTE 1.750%12/0 | 703343AG8 | $18.4M | $18,670,000 | 2.0% |
| Sarepta Therapeutics Inc | DBCV 1.500%11/1 | 803607AB6 | $17.7M | $10,370,000 | 1.9% |
| Nuvasive Inc | NOTE 0.375% 3/1 | 670704AJ4 | $17.7M | $19,295,000 | 1.9% |
| Veradigm Inc | NOTE 0.875% 1/0 | 01988PAF5 | $16.4M | $14,638,000 | 1.8% |
| Integra Lifesciences Hldgs C | NOTE 0.500% 8/1 | 457985AM1 | $16.3M | $17,711,000 | 1.8% |
| Carnival Corp | NOTE 5.750%10/0 | 143658BT8 | $15.9M | $7,956,000 | 1.7% |
| National Vision Hldgs Inc | NOTE 2.500% 5/1 | 63845RAB3 | $15.3M | $14,500,000 | 1.7% |
| Envestnet Inc | NOTE 0.750% 8/1 | 29404KAE6 | $13.9M | $14,924,000 | 1.5% |
| GEO Group Inc New(GEO)Put | COM | 36162J106 | $11.3M | 1,581,000 | 1.2% |
| US Foods Hldg Corp(USFD) | COM | 912008109 | $11.0M | 250,000 | 1.2% |
| Southwest Airls Co(LUV)Put | COM | 844741108 | $10.9M | 300,000 | 1.2% |
| Lumentum Hldgs Inc | NOTE 0.250% 3/1 | 55024UAB5 | $10.7M | $9,990,000 | 1.2% |
| Natera Inc | NOTE 2.250% 5/0 | 632307AB0 | $10.6M | $7,175,000 | 1.2% |
| GE Healthcare Technologies I(GEHC) | COMMON STOCK | 36266G107 | $10.2M | 125,000 | 1.1% |
| Microchip Technology Inc.(MCHP)Put | COM | 595017104 | $9.4M | 105,000 | 1.0% |
| Middleby Corp | NOTE 1.000% 9/0 | 596278AB7 | $8.4M | $6,750,000 | 0.9% |
| Winnebago Inds Inc | NOTE 1.500% 4/0 | 974637AB6 | $7.5M | $6,249,000 | 0.8% |
| Starwood Ppty TR Inc | NOTE 6.750% 7/1 | 85571BBA2 | $6.2M | $6,000,000 | 0.7% |
| Microchip Technology Inc.(MCHP) | COM | 595017104 | $6.0M | 67,250 | 0.7% |
| Southwest Airls Co(LUV) | COM | 844741108 | $5.8M | 159,806 | 0.6% |
| Etsy Inc | NOTE 0.125%10/0 | 29786AAJ5 | $5.4M | $4,500,000 | 0.6% |
| Crixus Bh3 Acquisition Co | CLASS A COM | 22677T102 | $5.2M | 500,000 | 0.6% |
| Ironwood Pharmaceuticals Inc | NOTE 0.750% 6/1 | 46333XAF5 | $5.1M | $5,000,000 | 0.5% |
| Amyris Inc(AMRSEUR)Put | COM NEW | 03236M200 | $4.6M | 4,444,200 | 0.5% |
| CNX RES Corp | NOTE 2.250% 5/0 | 12653CAG3 | $4.5M | $3,000,000 | 0.5% |
| Amyris Inc | NOTE 1.500%11/1 | 03236MAJ0 | $4.5M | $21,648,000 | 0.5% |
| Tyler Technologies Inc(TYL) | COM | 902252105 | $4.3M | 10,275 | 0.5% |
| Ford MTR Co del | NOTE 3/1 | 345370CZ1 | $3.7M | $3,400,000 | 0.4% |
| Encore Cap Group Inc(ECPG)Put | COM | 292554102 | $3.4M | 71,000 | 0.4% |
| Guess Inc(GU9)Put | COM | 401617105 | $2.9M | 150,000 | 0.3% |
| Vail Resorts Inc(MTN) | COM | 91879Q109 | $1.7M | 6,936 | 0.2% |
| Envestnet Inc(ENVUSD)Put | COM | 29404K106 | $1.5M | 25,000 | 0.2% |
| Lumentum Hldgs Inc(LITE)Put | COM | 55024U109 | $1.4M | 25,000 | 0.2% |
| Live Nation Entertainment in(LYV)Put | COM | 538034109 | $1.2M | 13,500 | 0.1% |
| Four Leaf Acquisition Corp(FORL) | COM CL A | 35088F107 | $1.2M | 116,000 | 0.1% |