Q4 2023 Holdings
Filed 2024-02-14 | 446 holdings | $3.7B | 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 | $1.0B | $352,000,000 | 28.2% |
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $534.7M | 1,125,000 | 14.4% |
| ON Semiconductor Corp | NOTE 5/0 | 682189AS4 | $184.9M | $113,000,000 | 5.0% |
| Dish Network Corporation | NOTE 12/1 | 25470MAF6 | $126.6M | $202,000,000 | 3.4% |
| Middleby Corp | NOTE 1.000% 9/0 | 596278AB7 | $103.6M | $85,000,000 | 2.8% |
| Splunk Inc | NOTE 1.125% 9/1 | 848637AD6 | $103.2M | $93,500,000 | 2.8% |
| Wolfspeed Inc | NOTE 1.750% 5/0 | 225447AD3 | $72.9M | $64,000,000 | 2.0% |
| Zillow Group Inc | NOTE 0.750% 9/0 | 98954MAE1 | $67.5M | $50,000,000 | 1.8% |
| Microstrategy Inc(MSTR)Put | CL A NEW | 594972408 | $66.2M | 104,800 | 1.8% |
| CNX RES Corp | NOTE 2.250% 5/0 | 12653CAG3 | $64.9M | $40,000,000 | 1.8% |
| Ziff Davis Inc | NOTE 1.750%11/0 | 48123VAE2 | $64.7M | $68,500,000 | 1.7% |
| Sunnova Energy Intl Inc.(NOVAQ)Put | COM | 86745K104 | $62.9M | 4,125,000 | 1.7% |
| Microstrategy Inc(MSTR) | CL A NEW | 594972408 | $61.1M | 96,750 | 1.6% |
| Pebblebrook Hotel TR | NOTE 1.750%12/1 | 70509VAA8 | $53.6M | $60,000,000 | 1.4% |
| Smart Global Hldgs Inc | NOTE 2.250% 2/1 | 83205YAB0 | $53.5M | $47,500,000 | 1.4% |
| Dropbox Inc | NOTE 3/0 | 26210CAC8 | $51.2M | $52,109,000 | 1.4% |
| Spirit Airls Inc | NOTE 1.000% 5/1 | 848577AB8 | $40.2M | $58,250,000 | 1.1% |
| Integra Lifesciences Hldgs C | NOTE 0.500% 8/1 | 457985AM1 | $40.0M | $42,500,000 | 1.1% |
| The Realreal Inc | NOTE 3.000% 6/1 | 88339PAB7 | $35.2M | $47,750,000 | 0.9% |
| Coinbase Global Inc | NOTE 0.500% 6/0 | 19260QAB3 | $34.3M | $38,000,000 | 0.9% |
| Nextera Energy Inc(NEE) | COM | 65339F101 | $34.0M | 560,351 | 0.9% |
| LCI Inds | NOTE 1.125% 5/1 | 501812AB7 | $31.2M | $32,000,000 | 0.8% |
| Coinbase Global Inc(COIN)Put | COM CL A | 19260Q107 | $30.4M | 175,000 | 0.8% |
| Rivian Automotive Inc(RIVN)Put | COM CL A | 76954A103 | $29.3M | 1,250,000 | 0.8% |
| Xometry Inc | NOTE 1.000% 2/0 | 98423FAB5 | $28.1M | $30,000,000 | 0.8% |
| Sofi Technologies Inc(SOFI)Put | COM | 83406F102 | $27.4M | 2,750,000 | 0.7% |
| Workiva Inc | NOTE 1.125% 8/1 | 98139AAB1 | $26.1M | $19,000,000 | 0.7% |
| Sunnova Energy Intl Inc. | NOTE 0.250%12/0 | 86745KAF1 | $24.6M | $36,500,000 | 0.7% |
| HCI Group Inc | NOTE 4.750% 6/0 | 40416EAF0 | $24.3M | $19,500,000 | 0.7% |
| 3D SYS Corp del | NOTE 11/1 | 88554DAD8 | $24.1M | $31,688,000 | 0.7% |
| Liberty Latin America LTD | NOTE 2.000% 7/1 | 53069QAB5 | $22.4M | $23,075,000 | 0.6% |
| Blackline Inc | NOTE 0.125% 8/0 | 09239BAB5 | $20.5M | $20,000,000 | 0.6% |
| Splunk Inc(SPLKCHF)Put | COM | 848637104 | $20.4M | 133,700 | 0.5% |
| Varonis SYS Inc | NOTE 1.250% 8/1 | 922280AB8 | $19.8M | $13,000,000 | 0.5% |
| Dish Network Corporation(DISH)Put | CL A | 25470M109 | $19.1M | 201,400 | 0.5% |
| Cytokinetics Inc | NOTE 3.500% 7/0 | 23282WAC4 | $17.7M | $10,000,000 | 0.5% |
| Nextera Energy Inc(NEE)Put | COM | 65339F101 | $15.2M | 250,000 | 0.4% |
| The Realreal Inc | NOTE 1.000% 3/0 | 88339PAD3 | $14.3M | $41,000,000 | 0.4% |
| Groupon Inc | NOTE 1.125% 3/1 | 399473AF4 | $13.5M | $21,500,000 | 0.4% |
| Atlantica Sustainable Infra | NOTE 4.000% 7/1 | 04916EAB0 | $12.9M | $13,500,000 | 0.3% |
| Beyond Meat Inc | NOTE 3/1 | 08862EAB5 | $12.7M | $70,000,000 | 0.3% |
| Gossamer BIO Inc | NOTE 5.000% 6/0 | 38341PAA0 | $11.7M | $31,250,000 | 0.3% |
| Progress Software Corp | NOTE 1.000% 4/1 | 743312AB6 | $10.5M | $10,000,000 | 0.3% |
| GEO Corrections Holdings Inc | NOTE 6.500% 2/2 | 36166WAB9 | $10.4M | $7,500,000 | 0.3% |
| Dropbox Inc | NOTE 3/0 | 26210CAD6 | $10.0M | $10,000,000 | 0.3% |
| Sunnova Energy Intl Inc. | NOTE 2.625% 2/1 | 86745KAH7 | $9.7M | $14,700,000 | 0.3% |
| Lucid Group Inc(CCIVGBP)Put | COM | 549498103 | $9.5M | 2,250,000 | 0.3% |
| Cytokinetics Inc(CYTK)Call | COM NEW | 23282W605 | $8.3M | 100,000 | 0.2% |
| Luminar Technologies IncPut | COM CL A | 550424105 | $7.6M | 2,250,000 | 0.2% |
| Agriculture & NAT SOL ACQ Co | UNIT 99/99/9999 | G0131Y126 | $7.1M | 700,000 | 0.2% |