Q3 2023 Holdings
Filed 2023-11-14 | 808 holdings | $1.5B | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Royal Caribbean Group | NOTE 6.000% 8/1 | 780153BQ4 | $108.8M | $55,150,000 | 7.1% |
| Noble Corp PLC(NE) | ORD SHS A | G65431127 | $87.6M | 1,729,627 | 5.7% |
| American Airlines Group Inc | NOTE 6.500% 7/0 | 02376RAF9 | $59.1M | $55,290,000 | 3.9% |
| Carnival Corp | NOTE 5.750%10/0 | 143658BT8 | $52.7M | $35,191,000 | 3.5% |
| Peabody Engr Corp | NOTE 3.250% 3/0 | 704551AD2 | $35.8M | $23,718,000 | 2.3% |
| Ionis Pharmaceuticals Inc | NOTE 4/0 | 462222AD2 | $27.1M | $27,690,000 | 1.8% |
| Macom Tech Solutions Hldgs I | NOTE 0.250% 3/1 | 55405YAB6 | $25.6M | $22,518,000 | 1.7% |
| Marriott Vacations Worldwide | NOTE 1/1 | 57164YAD9 | $24.5M | $27,778,000 | 1.6% |
| ARK ETF TR(ARKK)Call | INNOVATION ETF | 00214Q104 | $24.2M | 610,400 | 1.6% |
| Neurocrine Biosciences Inc | NOTE 2.250% 5/1 | 64125CAD1 | $23.2M | $15,659,000 | 1.5% |
| Mannkind Corp | NOTE 2.500% 3/0 | 56400PAQ5 | $22.1M | $21,000,000 | 1.4% |
| Royal Caribbean Group(RCL)Put | COM | V7780T103 | $21.7M | 235,200 | 1.4% |
| Green Plains Inc | NOTE 2.250% 3/1 | 393222AK0 | $21.4M | $18,440,000 | 1.4% |
| American Airls Group Inc(AAL)Put | COM | 02376R102 | $19.9M | 1,554,500 | 1.3% |
| Alphatec Hldgs Inc | NOTE 0.750% 8/0 | 02081GAB8 | $17.5M | $18,217,000 | 1.1% |
| Redwood Trust Inc | NOTE 7.750% 6/1 | 758075AF2 | $17.1M | $18,924,000 | 1.1% |
| Pros Holdings Inc | NOTE 2.250% 9/1 | 74346YAG8 | $15.5M | $14,739,000 | 1.0% |
| Helix Energy Solutions GRP I | NOTE 6.750% 2/1 | 42330PAK3 | $15.4M | $8,892,000 | 1.0% |
| Cinemark Hldgs Inc | NOTE 4.500% 8/1 | 17243VAB8 | $15.2M | $10,400,000 | 1.0% |
| Sarepta Therapeutics Inc | DBCV 1.500%11/1 | 803607AB6 | $14.5M | $8,197,000 | 1.0% |
| Conmed Corp | NOTE 2.250% 6/1 | 207410AH4 | $14.4M | $15,095,000 | 0.9% |
| ON Semiconductor Corp | NOTE 5/0 | 682189AS4 | $12.0M | $6,627,000 | 0.8% |
| Progress Software Corp | NOTE 1.000% 4/1 | 743312AB6 | $11.6M | $11,284,000 | 0.8% |
| Bentley SYS Inc | NOTE 0.125% 1/1 | 08265TAB5 | $11.6M | $11,909,000 | 0.8% |
| PTC Therapeutics Inc | NOTE 1.500% 9/1 | 69366JAD3 | $10.5M | $13,245,000 | 0.7% |
| NCL Corp LTD | NOTE 5.375% 8/0 | 62886HAX9 | $10.3M | $8,865,000 | 0.7% |
| Activision Blizzard Inc(ATVIEUR)Call | COM | 00507V109 | $10.1M | 108,300 | 0.7% |
| PG&E Corp(PCG)Put | COM | 69331C108 | $10.0M | 617,800 | 0.7% |
| Carnival Corp(CCL)Put | COMMON STOCK | 143658300 | $9.7M | 706,200 | 0.6% |
| Ishares TR(IWM)Put | RUSSELL 2000 ETF | 464287655 | $9.5M | 54,000 | 0.6% |
| Greenbrier COS Inc | NOTE 2.875% 4/1 | 393657AM3 | $9.5M | $10,075,000 | 0.6% |
| Adam NAT RES FD Inc(PEO) | COM | 00548F105 | $9.1M | 395,024 | 0.6% |
| Transocean Inc | DEB 4.625% 9/3 | 893830BW8 | $9.1M | $3,500,000 | 0.6% |
| Imax Corp | NOTE 0.500% 4/0 | 45245EAJ8 | $8.9M | $9,500,000 | 0.6% |
| First TR Dynamic Europe Equi | COM SHS | 33740D107 | $7.9M | 634,664 | 0.5% |
| Spdr S&P 500 ETF TR(SPY) | TR UNIT | 78462F103 | $7.8M | 18,266 | 0.5% |
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $7.7M | 18,000 | 0.5% |
| SRH Total Return Fund Inc(STEW) | COM | 101507101 | $7.6M | 587,493 | 0.5% |
| Starwood Ppty TR Inc | NOTE 6.750% 7/1 | 85571BBA2 | $7.6M | $7,385,000 | 0.5% |
| Fluor Corp New(FLR) | COM | 343412102 | $7.4M | 202,088 | 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 | $7.2M | $8,188,000 | 0.5% |
| National Instrs Corp | COM | 636518102 | $7.1M | 118,817 | 0.5% |
| Exact Sciences Corp | NOTE 0.375% 3/1 | 30063PAB1 | $6.8M | $7,500,000 | 0.4% |
| RBC Bearings Inc | 5% CNV PFD SR A | 75524B203 | $6.8M | 61,348 | 0.4% |
| Vertex Pharmaceuticals Inc(VRTX) | COM | 92532F100 | $6.6M | 19,000 | 0.4% |
| Horizon Therapeutics PUB LPut | SHS | G46188101 | $6.6M | 56,800 | 0.4% |
| Special Opportunities FD Inc | 2.75% CNV PFD C | 84741T401 | $6.4M | 281,296 | 0.4% |
| Activision Blizzard Inc(ATVIEUR) | COM | 00507V109 | $6.3M | 66,900 | 0.4% |
| Vertex Pharmaceuticals Inc(VRTX)Put | COM | 92532F100 | $6.3M | 18,000 | 0.4% |