Q4 2023 Holdings
Filed 2024-02-14 | 160 holdings | $2.4B | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Ishares TR(LQD)Put | IBOXX INV CP ETF | 464287242 | $304.2M | 2,749,000 | 12.7% |
| Royal Caribbean Group | NOTE 6.000% 8/1 | 780153BQ4 | $151.7M | $56,938,000 | 6.3% |
| Middleby Corp | NOTE 1.000% 9/0 | 596278AB7 | $85.4M | $70,002,000 | 3.6% |
| Insight Enterprises Inc | NOTE 0.750% 2/1 | 45765UAB9 | $84.5M | $32,505,000 | 3.5% |
| Chart Inds Inc | NOTE 1.000%11/1 | 16115QAE0 | $84.2M | $36,000,000 | 3.5% |
| Etsy Inc | NOTE 0.125%10/0 | 29786AAJ5 | $72.6M | $62,950,000 | 3.0% |
| ATI Inc | NOTE 3.500% 6/1 | 01741RAK8 | $68.3M | $23,045,000 | 2.9% |
| American Airls Group Inc(AAL)Put | COM | 02376R102 | $57.0M | 4,150,000 | 2.4% |
| Akamai Technologies Inc | NOTE 0.375% 9/0 | 00971TAL5 | $55.5M | $49,675,000 | 2.3% |
| Booking Holdings Inc | NOTE 0.750% 5/0 | 09857LAN8 | $46.4M | $24,600,000 | 1.9% |
| Winnebago Inds Inc | NOTE 1.500% 4/0 | 974637AB6 | $39.7M | $31,612,000 | 1.7% |
| Cyberark Software LTD | NOTE 11/1 | 23248VAB1 | $39.4M | $27,817,000 | 1.6% |
| Veradigm Inc | NOTE 0.875% 1/0 | 01988PAF5 | $37.7M | $37,411,000 | 1.6% |
| Parsons Corp del | NOTE 0.250% 8/1 | 70202LAB8 | $37.5M | $26,150,000 | 1.6% |
| CNX RES Corp | NOTE 2.250% 5/0 | 12653CAG3 | $36.1M | $22,268,000 | 1.5% |
| Invesco Exch Traded FD TR II(BKLN) | SR LN ETF | 46138G508 | $35.3M | 1,667,000 | 1.5% |
| Spirit Airls Inc(SAVEEUR)Put | COM | 848577102 | $34.8M | 2,122,700 | 1.5% |
| Microstrategy Inc | NOTE 0.750%12/1 | 594972AC5 | $33.1M | $20,013,000 | 1.4% |
| Integra Lifesciences Hldgs C | NOTE 0.500% 8/1 | 457985AM1 | $32.7M | $34,650,000 | 1.4% |
| Block Inc | NOTE 0.125% 3/0 | 852234AF0 | $32.1M | $32,800,000 | 1.3% |
| Jazz Investments I LTD | NOTE 1.500% 8/1 | 472145AD3 | $31.5M | $32,500,000 | 1.3% |
| Jetblue Awys Corp(JBLU)Put | COM | 477143101 | $31.1M | 5,610,800 | 1.3% |
| GEO Corrections Holdings Inc | NOTE 6.500% 2/2 | 36166WAB9 | $27.9M | $20,000,000 | 1.2% |
| Interdigital Inc | NOTE 3.500% 6/0 | 45867GAD3 | $27.6M | $18,750,000 | 1.2% |
| Guidewire Software Inc | NOTE 1.250% 3/1 | 40171VAA8 | $26.0M | $23,500,000 | 1.1% |
| National Vision Hldgs Inc | NOTE 2.500% 5/1 | 63845RAB3 | $25.2M | $24,986,000 | 1.1% |
| Vail Resorts Inc | NOTE 1/0 | 91879QAN9 | $24.6M | $27,600,000 | 1.0% |
| Enphase Energy Inc | NOTE 3/0 | 29355AAH0 | $24.5M | $26,728,000 | 1.0% |
| Conmed Corp | NOTE 2.250% 6/1 | 207410AH4 | $23.8M | $23,750,000 | 1.0% |
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $23.8M | 50,000 | 1.0% |
| Ford MTR Co del(F)Put | COM | 345370860 | $22.6M | 1,850,000 | 0.9% |
| PG&E Corp(PCG)Put | COM | 69331C108 | $22.5M | 1,250,000 | 0.9% |
| Dropbox Inc | NOTE 3/0 | 26210CAD6 | $21.9M | $21,764,000 | 0.9% |
| Dynavax Technologies Corp | NOTE 2.500% 5/1 | 268158AD4 | $21.5M | $14,738,000 | 0.9% |
| Ford MTR Co del | NOTE 3/1 | 345370CZ1 | $21.1M | $21,211,000 | 0.9% |
| Western Digital Corp. | NOTE 1.500% 2/0 | 958102AP0 | $20.5M | $20,626,000 | 0.9% |
| LI Auto Inc | NOTE 0.250% 5/0 | 50202MAB8 | $20.5M | $14,000,000 | 0.9% |
| Pacira Biosciences Inc | NOTE 0.750% 8/0 | 695127AF7 | $20.4M | $22,015,000 | 0.9% |
| Itron Inc | NOTE 3/1 | 465741AN6 | $19.3M | $20,931,000 | 0.8% |
| Jetblue Airways Corp | NOTE 0.500% 4/0 | 477143AP6 | $18.7M | $26,000,000 | 0.8% |
| Marriott Vacations Worldwide | NOTE 1/1 | 57164YAD9 | $17.8M | $20,140,000 | 0.7% |
| Varonis SYS Inc | NOTE 1.250% 8/1 | 922280AB8 | $17.7M | $11,572,000 | 0.7% |
| Groupon Inc(GRPN)Call | COM NEW | 399473206 | $16.5M | 1,284,500 | 0.7% |
| Under Armour Inc | NOTE 1.500% 6/0 | 904311AC1 | $16.1M | $15,404,000 | 0.7% |
| Progress Software Corp | NOTE 1.000% 4/1 | 743312AB6 | $15.7M | $14,850,000 | 0.7% |
| BOX Inc | NOTE 1/1 | 10316TAB0 | $15.4M | $13,781,000 | 0.6% |
| Rivian Automotive Inc(RIVN) | COM CL A | 76954A103 | $15.4M | 655,000 | 0.6% |
| Innoviva Inc | NOTE 2.500% 8/1 | 45781MAB7 | $15.2M | $14,000,000 | 0.6% |
| Snap Inc | NOTE 0.250% 5/0 | 83304AAD8 | $14.0M | $13,294,000 | 0.6% |
| Spirit Airls Inc | NOTE 1.000% 5/1 | 848577AB8 | $12.3M | $17,900,000 | 0.5% |