Q3 2023 Holdings
Filed 2023-11-13 | 97 holdings | $930.2M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Transocean Inc | DEB 4.625% 9/3 | 893830BW8 | $65.7M | $25,185,000 | 7.1% |
| Royal Caribbean Group | NOTE 6.000% 8/1 | 780153BQ4 | $65.2M | $32,965,000 | 7.0% |
| Bloomin Brands Inc | NOTE 5.000% 5/0 | 094235AB4 | $61.4M | $27,617,000 | 6.6% |
| Palo Alto Networks Inc | NOTE 0.375% 6/0 | 697435AF2 | $57.2M | $24,250,000 | 6.2% |
| Chart Inds Inc | NOTE 1.000%11/1 | 16115QAE0 | $55.2M | $18,900,000 | 5.9% |
| Royal Caribbean Group(RCL)Put | COM | V7780T103 | $53.5M | 580,000 | 5.7% |
| Aspen Aerogels Inc(ASPN)Put | COM | 04523Y105 | $41.3M | 3,166,000 | 4.4% |
| Livent Corp | NOTE 4.125% 7/1 | 53814LAB4 | $29.0M | $13,310,000 | 3.1% |
| Transocean LTD(RIG)Put | REG SHS | H8817H100 | $26.7M | 3,260,100 | 2.9% |
| Wayfair Inc(W)Put | CL A | 94419L101 | $24.2M | 400,000 | 2.6% |
| Cinemark Hldgs Inc | NOTE 4.500% 8/1 | 17243VAB8 | $22.9M | $15,655,000 | 2.5% |
| GEO Corrections Holdings Inc | NOTE 6.500% 2/2 | 36166WAB9 | $22.3M | $18,500,000 | 2.4% |
| Varex Imaging Corp | NOTE 4.000% 6/0 | 92214XAB2 | $21.1M | $18,500,000 | 2.3% |
| Nuvasive Inc | NOTE 0.375% 3/1 | 670704AJ4 | $19.6M | $21,045,000 | 2.1% |
| Progress Software Corp | NOTE 1.000% 4/1 | 743312AB6 | $19.4M | $18,628,000 | 2.1% |
| LCI Inds | NOTE 1.125% 5/1 | 501812AB7 | $18.4M | $19,625,000 | 2.0% |
| Sarepta Therapeutics Inc | DBCV 1.500%11/1 | 803607AB6 | $18.4M | $10,370,000 | 2.0% |
| Starwood Ppty TR Inc | NOTE 6.750% 7/1 | 85571BBA2 | $18.3M | $17,750,000 | 2.0% |
| Veradigm Inc | NOTE 0.875% 1/0 | 01988PAF5 | $16.7M | $14,638,000 | 1.8% |
| Integra Lifesciences Hldgs C | NOTE 0.500% 8/1 | 457985AM1 | $14.9M | $16,461,000 | 1.6% |
| Post Hldgs Inc | NOTE 2.500% 8/1 | 737446AT1 | $14.3M | $14,312,000 | 1.5% |
| Parsons Corp del | NOTE 0.250% 8/1 | 70202LAB8 | $14.0M | $11,000,000 | 1.5% |
| Microstrategy Inc | NOTE 0.750%12/1 | 594972AC5 | $13.0M | $12,000,000 | 1.4% |
| Southwest Airls Co(LUV)Put | COM | 844741108 | $12.9M | 475,000 | 1.4% |
| Patrick Inds Inc | NOTE 1.750%12/0 | 703343AG8 | $12.7M | $13,326,000 | 1.4% |
| Microchip Technology Inc.(MCHP)Put | COM | 595017104 | $12.6M | 130,000 | 1.4% |
| NCL Corp LTD | NOTE 5.375% 8/0 | 62886HAX9 | $11.9M | $10,200,000 | 1.3% |
| Ziff Davis Inc | NOTE 1.750%11/0 | 48123VAE2 | $11.1M | $11,970,000 | 1.2% |
| National Vision Hldgs Inc | NOTE 2.500% 5/1 | 63845RAB3 | $10.7M | $11,100,000 | 1.2% |
| Marriott Vacations Worldwide | NOTE 1/1 | 57164YAD9 | $10.7M | $12,000,000 | 1.1% |
| Vinfast Auto LTD(VFS)Put | SHS | Y9390M103 | $9.3M | 741,200 | 1.0% |
| Ironwood Pharmaceuticals Inc | NOTE 0.750% 6/1 | 46333XAF5 | $7.5M | $7,500,000 | 0.8% |
| Natera Inc | NOTE 2.250% 5/0 | 632307AB0 | $7.2M | $5,425,000 | 0.8% |
| Encore Cap Group Inc(ECPG)Put | COM | 292554102 | $6.6M | 138,500 | 0.7% |
| Expedia Group Inc | NOTE 2/1 | 30212PBE4 | $6.4M | $7,350,000 | 0.7% |
| Lumentum Hldgs Inc | NOTE 0.250% 3/1 | 55024UAB5 | $5.5M | $5,500,000 | 0.6% |
| Crixus Bh3 Acquisition Co | CLASS A COM | 22677T102 | $5.3M | 500,000 | 0.6% |
| United States STL Corp New(USX1)Put | COM | 912909108 | $5.1M | 157,500 | 0.5% |
| Splunk Inc | NOTE 1.125% 9/1 | 848637AD6 | $4.9M | $4,500,000 | 0.5% |
| Natera Inc(NTRA)Put | COM | 632307104 | $4.5M | 102,500 | 0.5% |
| Jazz Investments I LTD | NOTE 1.500% 8/1 | 472145AD3 | $4.4M | $4,500,000 | 0.5% |
| Tyler Technologies Inc(TYL) | COM | 902252105 | $4.3M | 11,230 | 0.5% |
| Guess Inc(GU9)Put | COM | 401617105 | $4.3M | 200,000 | 0.5% |
| Southwest Airls Co(LUV) | COM | 844741108 | $4.3M | 157,871 | 0.5% |
| Microchip Technology Inc.(MCHP) | COM | 595017104 | $4.2M | 53,900 | 0.5% |
| Silicon Motion Technology Co(SIMO)Call | SPONSORED ADR | 82706C108 | $4.0M | 77,500 | 0.4% |
| Envestnet Inc | NOTE 0.750% 8/1 | 29404KAE6 | $3.9M | $4,174,000 | 0.4% |
| Anavex Life Sciences Corp(AVXL)Put | COM NEW | 032797300 | $3.3M | 509,600 | 0.4% |
| Hostess Brands Inc(TWNKEUR)Call | CL A | 44109J106 | $3.3M | 98,500 | 0.4% |
| Rivian Automotive Inc(RIVN) | COM CL A | 76954A103 | $3.2M | 131,100 | 0.3% |