Q3 2023 Holdings
Filed 2023-11-14 | 169 holdings | $2.0B | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Palo Alto Networks Inc | NOTE 0.375% 6/0 | 697435AF2 | $131.6M | $55,832,000 | 6.6% |
| Ishares TR(LQD)Put | IBOXX INV CP ETF | 464287242 | $103.2M | 1,011,500 | 5.2% |
| Etsy Inc | NOTE 0.125%10/0 | 29786AAJ5 | $89.6M | $87,972,000 | 4.5% |
| CNX RES Corp | NOTE 2.250% 5/0 | 12653CAG3 | $72.1M | $39,710,000 | 3.6% |
| Insight Enterprises Inc | NOTE 0.750% 2/1 | 45765UAB9 | $65.1M | $30,505,000 | 3.3% |
| ATI Inc | NOTE 3.500% 6/1 | 01741RAK8 | $62.1M | $23,045,000 | 3.1% |
| Middleby Corp | NOTE 1.000% 9/0 | 596278AB7 | $60.4M | $53,902,000 | 3.0% |
| American Airls Group Inc(AAL)Put | COM | 02376R102 | $51.9M | 4,050,000 | 2.6% |
| American Airlines Group Inc | NOTE 6.500% 7/0 | 02376RAF9 | $50.2M | $47,000,000 | 2.5% |
| Akamai Technologies Inc | NOTE 0.375% 9/0 | 00971TAL5 | $48.8M | $46,700,000 | 2.4% |
| Varonis SYS Inc | NOTE 1.250% 8/1 | 922280AB8 | $46.0M | $39,272,000 | 2.3% |
| Microstrategy Inc | NOTE 0.750%12/1 | 594972AC5 | $43.6M | $40,428,000 | 2.2% |
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $42.7M | 100,000 | 2.1% |
| Royal Caribbean Group | NOTE 2.875%11/1 | 780153BF8 | $42.4M | $37,500,000 | 2.1% |
| United States STL Corp | NOTE 5.000%11/0 | 912909AT5 | $41.9M | $17,000,000 | 2.1% |
| EQT Corp | NOTE 1.750% 5/0 | 26884LAK5 | $41.7M | $15,000,000 | 2.1% |
| Veradigm Inc | NOTE 0.875% 1/0 | 01988PAF5 | $41.2M | $36,411,000 | 2.1% |
| Booking Holdings Inc | NOTE 0.750% 5/0 | 09857LAN8 | $41.1M | $24,600,000 | 2.1% |
| Winnebago Inds Inc | NOTE 1.500% 4/0 | 974637AB6 | $35.5M | $31,612,000 | 1.8% |
| Carnival Corp | NOTE 5.750%10/0 | 143658BT8 | $35.2M | $23,500,000 | 1.8% |
| Rivian Automotive Inc(RIVN)Put | COM CL A | 76954A103 | $33.1M | 1,363,000 | 1.7% |
| Royal Caribbean Group | NOTE 6.000% 8/1 | 780153BQ4 | $29.6M | $15,000,000 | 1.5% |
| Chart Inds Inc | NOTE 1.000%11/1 | 16115QAE0 | $28.9M | $9,925,000 | 1.4% |
| Parsons Corp del | NOTE 0.250% 8/1 | 70202LAB8 | $26.6M | $20,900,000 | 1.3% |
| Marriott Vacations Worldwide | NOTE 1/1 | 57164YAD9 | $26.6M | $30,140,000 | 1.3% |
| Snap Inc | NOTE 0.250% 5/0 | 83304AAD8 | $26.3M | $28,444,000 | 1.3% |
| Ishares TR(IEF) | 7-10 YR TRSY BD | 464287440 | $26.1M | 285,000 | 1.3% |
| Ford MTR Co del | NOTE 3/1 | 345370CZ1 | $23.4M | $23,811,000 | 1.2% |
| Guidewire Software Inc | NOTE 1.250% 3/1 | 40171VAA8 | $23.0M | $22,500,000 | 1.2% |
| Ford MTR Co del(F)Put | COM | 345370860 | $23.0M | 1,850,000 | 1.2% |
| Dynavax Technologies Corp | NOTE 2.500% 5/1 | 268158AD4 | $22.5M | $14,738,000 | 1.1% |
| Conmed Corp | NOTE 2.250% 6/1 | 207410AH4 | $20.3M | $21,250,000 | 1.0% |
| Dropbox Inc | NOTE 3/0 | 26210CAD6 | $19.7M | $20,764,000 | 1.0% |
| Enphase Energy Inc | NOTE 3/0 | 29355AAH0 | $18.9M | $21,451,000 | 0.9% |
| Itron Inc | NOTE 3/1 | 465741AN6 | $17.3M | $20,114,000 | 0.9% |
| Interdigital Inc | NOTE 3.500% 6/0 | 45867GAD3 | $17.1M | $14,500,000 | 0.9% |
| LI Auto Inc | NOTE 0.250% 5/0 | 50202MAB8 | $17.0M | $12,000,000 | 0.9% |
| Rivian Automotive Inc(RIVN) | COM CL A | 76954A103 | $16.1M | 663,000 | 0.8% |
| Ironwood Pharmaceuticals Inc | NOTE 0.750% 6/1 | 46333XAF5 | $16.1M | $16,200,000 | 0.8% |
| Progress Software Corp | NOTE 1.000% 4/1 | 743312AB6 | $15.3M | $14,850,000 | 0.8% |
| Under Armour Inc | NOTE 1.500% 6/0 | 904311AC1 | $14.9M | $15,404,000 | 0.7% |
| Zillow Group Inc | NOTE 2.750% 5/1 | 98954MAH4 | $14.7M | $14,300,000 | 0.7% |
| Bill Holdings Inc | NOTE 12/0 | 090043AB6 | $14.4M | $14,347,000 | 0.7% |
| Shift4 Pmts Inc | NOTE 12/1 | 82452JAB5 | $13.3M | $13,452,000 | 0.7% |
| Bentley SYS Inc | NOTE 0.375% 7/0 | 08265TAD1 | $12.7M | $14,700,000 | 0.6% |
| Innoviva Inc | NOTE 2.500% 8/1 | 45781MAB7 | $12.5M | $12,500,000 | 0.6% |
| Dropbox Inc | NOTE 3/0 | 26210CAC8 | $11.5M | $12,144,000 | 0.6% |
| Groupon Inc | NOTE 1.125% 3/1 | 399473AF4 | $10.8M | $19,500,000 | 0.5% |
| Invesco Exch Traded FD TR II(BKLN) | SR LN ETF | 46138G508 | $10.1M | 480,000 | 0.5% |
| National Vision Hldgs Inc | NOTE 2.500% 5/1 | 63845RAB3 | $9.9M | $10,236,000 | 0.5% |