Q1 2023 Holdings
Filed 2023-05-15 | 144 holdings | $1.8B | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $214.9M | 525,000 | 12.1% |
| Palo Alto Networks Inc | NOTE 0.375% 6/0 | 697435AF2 | $141.1M | $69,914,000 | 7.9% |
| Silicon Laboratories Inc | NOTE 0.625% 6/1 | 826919AD4 | $97.7M | $65,066,000 | 5.5% |
| Insight Enterprises Inc | NOTE 0.750% 2/1 | 45765UAB9 | $95.5M | $45,694,000 | 5.4% |
| Etsy Inc | NOTE 0.125%10/0 | 29786AAJ5 | $73.1M | $50,938,000 | 4.1% |
| Envista Holdings Corporation | NOTE 2.375% 6/0 | 29415FAB0 | $72.2M | $36,076,000 | 4.1% |
| Pure Storage Inc | NOTE 0.125% 4/1 | 74624MAB8 | $62.4M | $62,371,000 | 3.5% |
| ATI Inc | NOTE 3.500% 6/1 | 01741RAK8 | $51.9M | $20,005,000 | 2.9% |
| Dexcom Inc | NOTE 0.750%12/0 | 252131AH0 | $46.1M | $16,302,000 | 2.6% |
| FTI Consulting Inc | NOTE 2.000% 8/1 | 302941AP4 | $43.0M | $21,992,000 | 2.4% |
| Veradigm Inc | NOTE 0.875% 1/0 | 01988PAF5 | $39.5M | $34,911,000 | 2.2% |
| Workiva Inc | NOTE 1.125% 8/1 | 98139AAB1 | $38.9M | $27,471,000 | 2.2% |
| American Airlines Group Inc | NOTE 6.500% 7/0 | 02376RAF9 | $38.4M | $33,182,000 | 2.2% |
| Insulet Corp | NOTE 0.375% 9/0 | 45784PAK7 | $37.4M | $25,000,000 | 2.1% |
| Palo Alto Networks Inc | NOTE 0.750% 7/0 | 697435AD7 | $35.9M | $16,000,000 | 2.0% |
| Middleby Corp | NOTE 1.000% 9/0 | 596278AB7 | $35.0M | $28,159,000 | 2.0% |
| Jazz Investments I LTD | NOTE 1.500% 8/1 | 472145AD3 | $33.5M | $34,670,000 | 1.9% |
| Akamai Technologies Inc | NOTE 0.375% 9/0 | 00971TAL5 | $32.8M | $35,550,000 | 1.8% |
| SSgA Active ETF TR(SRLN) | BLACKSTONE SENR | 78467V608 | $32.7M | 789,000 | 1.8% |
| Dish Network Corporation | NOTE 12/1 | 25470MAF6 | $31.5M | $59,452,000 | 1.8% |
| Granite Constr Inc | NOTE 2.750%11/0 | 387328AB3 | $29.8M | $22,000,000 | 1.7% |
| American Airls Group Inc(AAL)Put | COM | 02376R102 | $29.5M | 2,000,000 | 1.7% |
| Varonis SYS Inc | NOTE 1.250% 8/1 | 922280AB8 | $26.5M | $24,241,000 | 1.5% |
| Marriott Vacations Worldwide | NOTE 1/1 | 57164YAD9 | $23.5M | $24,140,000 | 1.3% |
| Dish Network Corporation(DISH)Put | CL A | 25470M109 | $22.6M | 2,421,700 | 1.3% |
| Chart Inds Inc | NOTE 1.000%11/1 | 16115QAE0 | $20.6M | $9,475,000 | 1.2% |
| Akamai Technologies Inc | NOTE 0.125% 5/0 | 00971TAJ0 | $20.5M | $20,324,000 | 1.2% |
| Rivian Automotive Inc(RIVN)Put | COM CL A | 76954A103 | $18.8M | 1,213,000 | 1.1% |
| Zillow Group Inc | NOTE 0.750% 9/0 | 98954MAE1 | $18.7M | $16,000,000 | 1.1% |
| World Wrestling Entmt Inc | NOTE 3.375%12/1 | 98156QAB4 | $18.3M | $5,000,000 | 1.0% |
| Snap Inc | NOTE 0.250% 5/0 | 83304AAD8 | $18.1M | $19,029,000 | 1.0% |
| Blackline Inc | NOTE 0.125% 8/0 | 09239BAB5 | $16.5M | $15,097,000 | 0.9% |
| Under Armour Inc | NOTE 1.500% 6/0 | 904311AC1 | $16.4M | $15,404,000 | 0.9% |
| Dynavax Technologies Corp | NOTE 2.500% 5/1 | 268158AD4 | $15.8M | $13,238,000 | 0.9% |
| Invesco Exch Traded FD TR II(BKLN)Put | SR LN ETF | 46138G508 | $15.6M | 750,000 | 0.9% |
| Dropbox Inc | NOTE 3/0 | 26210CAD6 | $15.4M | $17,636,000 | 0.9% |
| Lumentum Hldgs Inc | NOTE 0.250% 3/1 | 55024UAB5 | $14.9M | $14,100,000 | 0.8% |
| Winnebago Inds Inc | NOTE 1.500% 4/0 | 974637AB6 | $14.4M | $13,051,000 | 0.8% |
| Ironwood Pharmaceuticals Inc | NOTE 0.750% 6/1 | 46333XAF5 | $12.0M | $12,000,000 | 0.7% |
| Progress Software Corp | NOTE 1.000% 4/1 | 743312AB6 | $11.6M | $10,600,000 | 0.7% |
| Dropbox Inc | NOTE 3/0 | 26210CAC8 | $9.5M | $10,644,000 | 0.5% |
| Beyond Meat Inc | NOTE 3/1 | 08862EAB5 | $9.4M | $38,188,000 | 0.5% |
| Veeco Instrs Inc del | NOTE 3.500% 1/1 | 922417AG5 | $8.2M | $7,500,000 | 0.5% |
| Livent Corp | NOTE 4.125% 7/1 | 53814LAB4 | $7.7M | $3,000,000 | 0.4% |
| Microstrategy Inc | NOTE 0.750%12/1 | 594972AC5 | $7.6M | $8,408,000 | 0.4% |
| LCI Inds | NOTE 1.125% 5/1 | 501812AB7 | $6.4M | $7,000,000 | 0.4% |
| Innoviva Inc | NOTE 2.500% 8/1 | 45781MAB7 | $6.2M | $6,500,000 | 0.4% |
| Rapid7 Inc | NOTE 2.250% 5/0 | 753422AD6 | $4.8M | $4,700,000 | 0.3% |
| Ionis Pharmaceuticals Inc | NOTE 0.125%12/1 | 462222AB6 | $4.7M | $5,100,000 | 0.3% |
| Live Nation Entertainment in(LYV)Put | COM | 538034109 | $4.2M | 60,000 | 0.2% |