Q2 2023 Holdings
Filed 2023-08-14 | 159 holdings | $1.7B | 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 | $121.9M | 275,000 | 7.3% |
| Palo Alto Networks Inc | NOTE 0.375% 6/0 | 697435AF2 | $112.2M | $43,594,000 | 6.7% |
| Etsy Inc | NOTE 0.125%10/0 | 29786AAJ5 | $87.3M | $73,572,000 | 5.2% |
| Insight Enterprises Inc | NOTE 0.750% 2/1 | 45765UAB9 | $69.9M | $32,605,000 | 4.2% |
| Ishares TR(LQD)Put | IBOXX INV CP ETF | 464287242 | $67.2M | 621,500 | 4.0% |
| Envista Holdings Corporation | NOTE 2.375% 6/0 | 29415FAB0 | $61.1M | $36,461,000 | 3.6% |
| ATI Inc | NOTE 3.500% 6/1 | 01741RAK8 | $58.8M | $20,295,000 | 3.5% |
| Middleby Corp | NOTE 1.000% 9/0 | 596278AB7 | $45.2M | $36,302,000 | 2.7% |
| American Airls Group Inc(AAL)Put | COM | 02376R102 | $44.0M | 2,450,000 | 2.6% |
| FTI Consulting Inc | NOTE 2.000% 8/1 | 302941AP4 | $41.3M | $21,992,000 | 2.5% |
| Veradigm Inc | NOTE 0.875% 1/0 | 01988PAF5 | $40.5M | $36,411,000 | 2.4% |
| Booking Holdings Inc | NOTE 0.750% 5/0 | 09857LAN8 | $36.9M | $24,600,000 | 2.2% |
| Varonis SYS Inc | NOTE 1.250% 8/1 | 922280AB8 | $36.6M | $33,147,000 | 2.2% |
| Insulet Corp | NOTE 0.375% 9/0 | 45784PAK7 | $36.1M | $26,250,000 | 2.2% |
| Royal Caribbean Group | NOTE 2.875%11/1 | 780153BF8 | $35.4M | $27,500,000 | 2.1% |
| Akamai Technologies Inc | NOTE 0.375% 9/0 | 00971TAL5 | $31.7M | $32,700,000 | 1.9% |
| Winnebago Inds Inc | NOTE 1.500% 4/0 | 974637AB6 | $30.0M | $24,912,000 | 1.8% |
| Jazz Investments I LTD | NOTE 1.500% 8/1 | 472145AD3 | $28.0M | $29,236,000 | 1.7% |
| Chart Inds Inc | NOTE 1.000%11/1 | 16115QAE0 | $27.3M | $9,925,000 | 1.6% |
| Ishares TR(HYG)Put | IBOXX HI YD ETF | 464288513 | $25.1M | 335,000 | 1.5% |
| Ishares TR(HYG)Call | IBOXX HI YD ETF | 464288513 | $25.1M | 335,000 | 1.5% |
| Dish Network Corporation | NOTE 12/1 | 25470MAF6 | $24.8M | $46,500,000 | 1.5% |
| Workiva Inc | NOTE 1.125% 8/1 | 98139AAB1 | $24.7M | $17,500,000 | 1.5% |
| American Airlines Group Inc | NOTE 6.500% 7/0 | 02376RAF9 | $24.4M | $19,000,000 | 1.5% |
| Ironwood Pharmaceuticals Inc | NOTE 0.750% 6/1 | 46333XAF5 | $24.0M | $23,900,000 | 1.4% |
| Snap Inc | NOTE 0.250% 5/0 | 83304AAD8 | $22.9M | $23,794,000 | 1.4% |
| Rivian Automotive Inc(RIVN)Put | COM CL A | 76954A103 | $22.7M | 1,363,000 | 1.4% |
| Marriott Vacations Worldwide | NOTE 1/1 | 57164YAD9 | $22.4M | $24,140,000 | 1.3% |
| Invesco Exch Traded FD TR II(BKLN) | SR LN ETF | 46138G508 | $20.2M | 960,000 | 1.2% |
| Dynavax Technologies Corp | NOTE 2.500% 5/1 | 268158AD4 | $20.1M | $14,238,000 | 1.2% |
| Progress Software Corp | NOTE 1.000% 4/1 | 743312AB6 | $17.9M | $16,200,000 | 1.1% |
| Microstrategy Inc | NOTE 0.750%12/1 | 594972AC5 | $17.3M | $15,900,000 | 1.0% |
| National Vision Hldgs Inc | NOTE 2.500% 5/1 | 63845RAB3 | $16.9M | $16,100,000 | 1.0% |
| Ishares TR(IWM)Put | RUSSELL 2000 ETF | 464287655 | $15.8M | 84,500 | 0.9% |
| Ishares TR(IWM)Call | RUSSELL 2000 ETF | 464287655 | $15.8M | 84,500 | 0.9% |
| Under Armour Inc | NOTE 1.500% 6/0 | 904311AC1 | $14.9M | $15,404,000 | 0.9% |
| Itron Inc | NOTE 3/1 | 465741AN6 | $14.5M | $16,250,000 | 0.9% |
| Dish Network Corporation(DISH)Put | CL A | 25470M109 | $13.4M | 2,035,000 | 0.8% |
| Dropbox Inc | NOTE 3/0 | 26210CAD6 | $13.1M | $13,636,000 | 0.8% |
| Ford MTR Co del | NOTE 3/1 | 345370CZ1 | $12.0M | $11,000,000 | 0.7% |
| Dropbox Inc | NOTE 3/0 | 26210CAC8 | $11.5M | $12,144,000 | 0.7% |
| Blackline Inc | NOTE 0.125% 8/0 | 09239BAB5 | $11.4M | $11,417,000 | 0.7% |
| Ford MTR Co del(F)Put | COM | 345370860 | $10.6M | 700,000 | 0.6% |
| Beyond Meat Inc | NOTE 3/1 | 08862EAB5 | $10.2M | $39,418,000 | 0.6% |
| Interdigital Inc | NOTE 3.500% 6/0 | 45867GAD3 | $10.2M | $7,500,000 | 0.6% |
| Innoviva Inc | NOTE 2.500% 8/1 | 45781MAB7 | $10.0M | $10,000,000 | 0.6% |
| Bentley SYS Inc | NOTE 0.375% 7/0 | 08265TAD1 | $9.7M | $10,700,000 | 0.6% |
| Livent Corp | NOTE 4.125% 7/1 | 53814LAB4 | $9.6M | $3,000,000 | 0.6% |
| Akamai Technologies Inc | NOTE 0.125% 5/0 | 00971TAJ0 | $9.2M | $8,619,000 | 0.5% |
| Bloom Energy Corp(BE) | COM CL A | 093712107 | $8.4M | 515,000 | 0.5% |