Q4 2023 Holdings
Filed 2024-02-12 | 83 holdings | $826.7M | 13F-HR | View on SEC ↗ · Holdings Table ↗
Sign in to see sub-manager breakdown
| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Bloomin Brands Inc | NOTE 5.000% 5/0 | 094235AB4 | $108.5M | $42,633,000 | 13.1% |
| Royal Caribbean Group | NOTE 6.000% 8/1 | 780153BQ4 | $64.5M | $24,165,000 | 7.8% |
| Royal Caribbean Group(RCL)Put | COM | V7780T103 | $52.7M | 406,900 | 6.4% |
| Livent Corp | NOTE 4.125% 7/1 | 53814LAB4 | $45.7M | $21,678,000 | 5.5% |
| Chart Inds Inc | NOTE 1.000%11/1 | 16115QAE0 | $35.4M | $15,200,000 | 4.3% |
| Aspen Aerogels Inc(ASPN)Put | COM | 04523Y105 | $32.7M | 2,408,900 | 4.0% |
| Transocean Inc | DEB 4.625% 9/3 | 893830BW8 | $32.1M | $15,413,000 | 3.9% |
| Progress Software Corp | NOTE 1.000% 4/1 | 743312AB6 | $29.2M | $27,628,000 | 3.5% |
| GEO Corrections Holdings Inc | NOTE 6.500% 2/2 | 36166WAB9 | $25.8M | $18,400,000 | 3.1% |
| Wayfair Inc(W)Put | CL A | 94419L101 | $23.7M | 384,600 | 2.9% |
| Veradigm Inc | NOTE 0.875% 1/0 | 01988PAF5 | $23.2M | $23,054,000 | 2.8% |
| Microchip Technology Inc.(MCHP)Put | COM | 595017104 | $20.8M | 83,900 | 2.5% |
| Sarepta Therapeutics Inc | DBCV 1.500%11/1 | 803607AB6 | $20.8M | $14,665,000 | 2.5% |
| Starwood Ppty TR Inc | NOTE 6.750% 7/1 | 85571BBA2 | $19.8M | $18,100,000 | 2.4% |
| Varex Imaging Corp | NOTE 4.000% 6/0 | 92214XAB2 | $18.7M | $15,900,000 | 2.3% |
| Cinemark Hldgs Inc | NOTE 4.500% 8/1 | 17243VAB8 | $17.4M | $14,355,000 | 2.1% |
| Patrick Inds Inc | NOTE 1.750%12/0 | 703343AG8 | $15.2M | $13,326,000 | 1.8% |
| Transocean LTD(RIG)Put | REG SHS | H8817H100 | $14.9M | 2,345,100 | 1.8% |
| Northern Oil & Gas Inc | NOTE 3.625% 4/1 | 665531AJ8 | $13.9M | $11,700,000 | 1.7% |
| Ziff Davis Inc | NOTE 1.750%11/0 | 48123VAE2 | $13.3M | $13,970,000 | 1.6% |
| Marriott Vacations Worldwide | NOTE 1/1 | 57164YAD9 | $13.1M | $14,800,000 | 1.6% |
| Palo Alto Networks Inc | NOTE 0.375% 6/0 | 697435AF2 | $11.9M | $4,000,000 | 1.4% |
| Tandem Diabetes Care Inc | NOTE 1.500% 5/0 | 875372AB0 | $10.9M | $11,468,000 | 1.3% |
| Parsons Corp del | NOTE 0.250% 8/1 | 70202LAB8 | $10.8M | $7,550,000 | 1.3% |
| Post Hldgs Inc | NOTE 2.500% 8/1 | 737446AT1 | $10.2M | $10,000,000 | 1.2% |
| Southwest Airls Co(LUV)Put | COM | 844741108 | $9.8M | 339,100 | 1.2% |
| Expedia Group Inc | NOTE 2/1 | 30212PBE4 | $9.5M | $10,050,000 | 1.2% |
| Anavex Life Sciences Corp(AVXL)Put | COM NEW | 032797300 | $9.4M | 1,005,600 | 1.1% |
| Microstrategy Inc | NOTE 0.750%12/1 | 594972AC5 | $9.3M | $5,600,000 | 1.1% |
| Nuvasive Inc | NOTE 0.375% 3/1 | 670704AJ4 | $9.0M | $9,645,000 | 1.1% |
| Ironwood Pharmaceuticals Inc | NOTE 0.750% 6/1 | 46333XAF5 | $8.7M | $8,200,000 | 1.1% |
| Hannon Armstrong Sust Infr C(HASI)Put | COM | 41068X100 | $8.6M | 312,800 | 1.0% |
| Integra Lifesciences Hldgs C | NOTE 0.500% 8/1 | 457985AM1 | $8.5M | $8,961,000 | 1.0% |
| Veradigm Inc(MDRX)Put | COM | 01988P108 | $7.2M | 690,000 | 0.9% |
| Microchip Technology Inc.(MCHP) | COM | 595017104 | $6.2M | 69,000 | 0.8% |
| Splunk Inc | NOTE 1.125% 9/1 | 848637AD6 | $5.0M | $4,500,000 | 0.6% |
| Biomarin Pharmaceutical Inc | NOTE 0.599% 8/0 | 09061GAH4 | $4.9M | $5,000,000 | 0.6% |
| Natera Inc(NTRA)Put | COM | 632307104 | $4.9M | 78,300 | 0.6% |
| Tyler Technologies Inc(TYL) | COM | 902252105 | $4.2M | 9,992 | 0.5% |
| Liquidia Corporation(LQDA)Call | COM NEW | 53635D202 | $3.8M | 312,100 | 0.5% |
| Southwest Airls Co(LUV) | COM | 844741108 | $2.9M | 101,291 | 0.4% |
| Guess Inc(GU9)Put | COM | 401617105 | $2.9M | 124,000 | 0.3% |
| Immunogen Inc(IMGNEUR)Put | COM | 45253H101 | $2.8M | 96,000 | 0.3% |
| Microchip Technology Inc.(MCHP)Call | COM | 595017104 | $1.8M | 20,300 | 0.2% |
| Envestnet Inc(ENVUSD)Put | COM | 29404K106 | $1.8M | 36,000 | 0.2% |
| Pioneer NAT RES Co(PXDEUR) | COM | 723787107 | $1.7M | 7,700 | 0.2% |
| Immunogen Inc(IMGNEUR) | COM | 45253H101 | $1.6M | 55,000 | 0.2% |
| United States STL Corp New(USX1)Put | COM | 912909108 | $1.6M | 22,500 | 0.2% |
| Dish Network Corporation | NOTE 3.375% 8/1 | 25470MAB5 | $1.4M | $2,500,000 | 0.2% |
| Four Leaf Acquisition Corp(FORL) | COM CL A | 35088F107 | $1.2M | 116,000 | 0.1% |