Q2 2023 Holdings
Filed 2023-08-14 | 891 holdings | $1.6B | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Dexcom Inc | NOTE 0.750%12/0 | 252131AH0 | $123.0M | $39,416,000 | 7.6% |
| Noble Corp PLC(NE) | ORD SHS A | G65431127 | $78.8M | 1,907,860 | 4.9% |
| American Airlines Group Inc | NOTE 6.500% 7/0 | 02376RAF9 | $66.5M | $51,790,000 | 4.1% |
| Carnival Corp | NOTE 5.750%10/0 | 143658BT8 | $60.2M | $30,191,000 | 3.7% |
| PG&E Corp | UNIT 08/16/2023 | 69331C140 | $52.7M | 352,144 | 3.3% |
| Peabody Engr Corp | NOTE 3.250% 3/0 | 704551AD2 | $30.0M | $22,218,000 | 1.9% |
| Marriott Vacations Worldwide | NOTE 1/1 | 57164YAD9 | $28.4M | $30,778,000 | 1.8% |
| Royal Caribbean Group(RCL)Put | COM | V7780T103 | $24.4M | 235,200 | 1.5% |
| Revance Therapeutics Inc | NOTE 1.750% 2/1 | 761330AB5 | $23.6M | $22,325,000 | 1.5% |
| Ionis Pharmaceuticals Inc | NOTE 4/0 | 462222AD2 | $23.2M | $24,466,000 | 1.4% |
| ARK ETF TR(ARKK)Call | INNOVATION ETF | 00214Q104 | $21.9M | 495,800 | 1.4% |
| Conmed Corp | NOTE 2.250% 6/1 | 207410AH4 | $20.1M | $18,000,000 | 1.2% |
| Neurocrine Biosciences Inc | NOTE 2.250% 5/1 | 64125CAD1 | $20.0M | $15,659,000 | 1.2% |
| PTC Therapeutics Inc | NOTE 1.500% 9/1 | 69366JAD3 | $19.8M | $19,245,000 | 1.2% |
| Alphatec Hldgs Inc | NOTE 0.750% 8/0 | 02081GAB8 | $18.9M | $16,217,000 | 1.2% |
| ON Semiconductor Corp | NOTE 5/0 | 682189AS4 | $18.1M | $9,842,000 | 1.1% |
| American Airls Group Inc(AAL)Put | COM | 02376R102 | $17.8M | 993,900 | 1.1% |
| Evolent Health Inc | NOTE 3.500%12/0 | 30050BAF8 | $17.4M | $10,320,000 | 1.1% |
| WIX COM LTD | NOTE 7/0 | 92940WAB5 | $17.0M | $17,018,000 | 1.1% |
| Mannkind Corp | NOTE 2.500% 3/0 | 56400PAQ5 | $15.8M | $15,000,000 | 1.0% |
| Ftac Emerald Acquisition COR(FLD) | CLASS A COM | 29103K100 | $15.7M | 1,515,888 | 1.0% |
| Green Plains Inc | NOTE 2.250% 3/1 | 393222AK0 | $15.2M | $12,340,000 | 0.9% |
| Progress Software Corp | NOTE 1.000% 4/1 | 743312AB6 | $14.6M | $13,284,000 | 0.9% |
| Sarepta Therapeutics Inc | DBCV 1.500%11/1 | 803607AB6 | $13.8M | $8,157,000 | 0.9% |
| Carnival Corp(CCL)Put | COMMON STOCK | 143658300 | $13.5M | 716,200 | 0.8% |
| Life Storage Inc(SSS1EUR) | COM | 53223X107 | $13.4M | 100,489 | 0.8% |
| Cinemark Hldgs Inc | NOTE 4.500% 8/1 | 17243VAB8 | $12.9M | $9,400,000 | 0.8% |
| Adam NAT RES FD Inc(PEO) | COM | 00548F105 | $11.2M | 535,621 | 0.7% |
| Goldman Sachs MLP Energy REN | COM | 38148G206 | $9.9M | 632,594 | 0.6% |
| Helix Energy Solutions GRP I | NOTE 6.750% 2/1 | 42330PAK3 | $9.1M | $6,890,000 | 0.6% |
| Ishares TR(EEM)Put | MSCI EMG MKT ETF | 464287234 | $9.1M | 230,000 | 0.6% |
| Select Sector Spdr TR(XLE)Call | ENERGY | 81369Y506 | $8.8M | 107,800 | 0.5% |
| Macom Tech Solutions Hldgs I | NOTE 0.250% 3/1 | 55405YAB6 | $8.7M | $8,600,000 | 0.5% |
| Coherent Corp | 6% CONV PFD A | 19247G206 | $8.6M | 37,656 | 0.5% |
| Select Sector Spdr TR(XLE)Put | ENERGY | 81369Y506 | $8.5M | 105,000 | 0.5% |
| Two Harbors Inventment Corpo | NOTE 6.250% 1/1 | 90187BAB7 | $8.2M | $9,303,000 | 0.5% |
| Transocean Inc | DEB 4.625% 9/3 | 893830BW8 | $7.9M | $3,500,000 | 0.5% |
| SRH Total Return Fund Inc(STEW) | COM | 101507101 | $7.8M | 585,898 | 0.5% |
| Redwood Trust Inc | NOTE 7.750% 6/1 | 758075AF2 | $7.7M | $9,074,000 | 0.5% |
| KKR & Co Inc | 6% MCONV PFD C | 48251W401 | $7.6M | 115,474 | 0.5% |
| Greenbrier COS Inc | NOTE 2.875% 4/1 | 393657AM3 | $7.5M | $7,576,000 | 0.5% |
| Collegium Pharmaceutical Inc | NOTE 2.625% 2/1 | 19459JAA2 | $7.4M | $7,269,000 | 0.5% |
| Gopro Inc | NOTE 1.250%11/1 | 38268TAD5 | $7.3M | $8,188,000 | 0.5% |
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $7.1M | 16,000 | 0.4% |
| Starwood Ppty TR Inc | NOTE 6.750% 7/1 | 85571BBA2 | $6.8M | $6,714,000 | 0.4% |
| Select Sector Spdr TR(XLF)Call | FINANCIAL | 81369Y605 | $6.8M | 202,100 | 0.4% |
| Vertex Pharmaceuticals Inc(VRTX) | COM | 92532F100 | $6.8M | 19,300 | 0.4% |
| Special Opportunities FD Inc | 2.75% CNV PFD C | 84741T401 | $6.5M | 283,596 | 0.4% |
| Impinj Inc | NOTE 1.125% 5/1 | 453204AD1 | $6.5M | $6,000,000 | 0.4% |
| Vertex Pharmaceuticals Inc(VRTX)Put | COM | 92532F100 | $6.3M | 18,000 | 0.4% |