Q1 2024 Holdings
Filed 2024-05-15 | 130 holdings | $2.1B | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Royal Caribbean Group | NOTE 6.000% 8/1 | 780153BQ4 | $170.2M | $59,888,000 | 7.9% |
| Ishares TR(LQD)Put | IBOXX INV CP ETF | 464287242 | $155.7M | 1,429,200 | 7.2% |
| Booking Holdings Inc | NOTE 0.750% 5/0 | 09857LAN8 | $123.5M | $63,910,000 | 5.7% |
| ATI Inc | NOTE 3.500% 6/1 | 01741RAK8 | $110.8M | $33,396,000 | 5.2% |
| Insight Enterprises Inc | NOTE 0.750% 2/1 | 45765UAB9 | $102.0M | $37,505,000 | 4.7% |
| Chart Inds Inc | NOTE 1.000%11/1 | 16115QAE0 | $101.4M | $36,000,000 | 4.7% |
| Invesco Exch Traded FD TR II(BKLN) | SR LN ETF | 46138G508 | $85.2M | 4,029,000 | 4.0% |
| Middleby Corp | NOTE 1.000% 9/0 | 596278AB7 | $66.6M | $50,696,000 | 3.1% |
| Ishares TR(IEF) | 7-10 YR TRSY BD | 464287440 | $63.3M | 668,200 | 2.9% |
| Akamai Technologies Inc | NOTE 0.375% 9/0 | 00971TAL5 | $57.0M | $53,960,000 | 2.7% |
| Block Inc | NOTE 0.125% 3/0 | 852234AF0 | $55.6M | $54,325,000 | 2.6% |
| American Airls Group Inc(AAL)Put | COM | 02376R102 | $53.7M | 3,500,000 | 2.5% |
| Mongodb Inc | NOTE 0.250% 1/1 | 60937PAD8 | $50.4M | $28,756,000 | 2.3% |
| Etsy Inc | NOTE 0.125%10/0 | 29786AAJ5 | $43.9M | $41,450,000 | 2.0% |
| Southern Co | NOTE 3.875%12/1 | 842587DP9 | $43.1M | $43,213,000 | 2.0% |
| Guidewire Software Inc | NOTE 1.250% 3/1 | 40171VAA8 | $42.7M | $37,000,000 | 2.0% |
| Itron Inc | NOTE 3/1 | 465741AN6 | $41.2M | $40,931,000 | 1.9% |
| GEO Corrections Holdings Inc | NOTE 6.500% 2/2 | 36166WAB9 | $39.4M | $23,000,000 | 1.8% |
| LCI Inds | NOTE 1.125% 5/1 | 501812AB7 | $38.1M | $38,606,000 | 1.8% |
| Interdigital Inc | NOTE 3.500% 6/0 | 45867GAD3 | $34.2M | $23,750,000 | 1.6% |
| Innoviva Inc | NOTE 2.500% 8/1 | 45781MAB7 | $33.4M | $31,280,000 | 1.6% |
| Dropbox Inc | NOTE 3/0 | 26210CAD6 | $31.9M | $34,085,000 | 1.5% |
| National Vision Hldgs Inc | NOTE 2.500% 5/1 | 63845RAB3 | $27.5M | $26,106,000 | 1.3% |
| Progress Software Corp | NOTE 1.000% 4/1 | 743312AB6 | $25.8M | $24,850,000 | 1.2% |
| Vail Resorts Inc | NOTE 1/0 | 91879QAN9 | $25.4M | $27,600,000 | 1.2% |
| Ford MTR Co del(F)Put | COM | 345370860 | $24.6M | 1,850,000 | 1.1% |
| Dynavax Technologies Corp | NOTE 2.500% 5/1 | 268158AD4 | $22.9M | $17,238,000 | 1.1% |
| Echostar Corp(SATS)Put | CL A | 278768106 | $22.8M | 1,602,100 | 1.1% |
| Nuvasive Inc | NOTE 0.375% 3/1 | 670704AJ4 | $22.0M | $23,000,000 | 1.0% |
| Stride Inc | NOTE 1.125% 9/0 | 86333MAA6 | $21.9M | $16,500,000 | 1.0% |
| BOX Inc | NOTE 1/1 | 10316TAB0 | $21.6M | $17,981,000 | 1.0% |
| PG&E Corp(PCG)Put | COM | 69331C108 | $21.0M | 1,250,000 | 1.0% |
| Nextera Energy Inc(NEE) | COM | 65339F101 | $20.9M | 326,700 | 1.0% |
| Snap Inc | NOTE 0.250% 5/0 | 83304AAD8 | $19.5M | $19,982,000 | 0.9% |
| Western Digital Corp.(WDC) | COM | 958102105 | $15.8M | 231,596 | 0.7% |
| Under Armour Inc | NOTE 1.500% 6/0 | 904311AC1 | $15.5M | $15,404,000 | 0.7% |
| Winnebago Inds Inc | NOTE 1.500% 4/0 | 974637AB6 | $14.4M | $11,612,000 | 0.7% |
| Lucid Group Inc(CCIVGBP)Put | COM | 549498103 | $14.2M | 4,974,700 | 0.7% |
| Groupon Inc | NOTE 1.125% 3/1 | 399473AF4 | $13.9M | $17,485,000 | 0.6% |
| Bank America Corp(BAC)Put | COM | 060505104 | $13.3M | 350,000 | 0.6% |
| Post Hldgs Inc | NOTE 2.500% 8/1 | 737446AT1 | $12.8M | $11,388,000 | 0.6% |
| Bentley SYS Inc | NOTE 0.375% 7/0 | 08265TAD1 | $12.3M | $13,700,000 | 0.6% |
| Spirit Airls Inc(SAVEEUR)Put | COM | 848577102 | $11.9M | 2,457,500 | 0.6% |
| Spirit Airls Inc | NOTE 1.000% 5/1 | 848577AB8 | $10.3M | $21,591,000 | 0.5% |
| Halozyme Therapeutics Inc | NOTE 0.250% 3/0 | 40637HAD1 | $10.1M | $11,400,000 | 0.5% |
| Envestnet Inc | NOTE 0.750% 8/1 | 29404KAE6 | $9.7M | $10,000,000 | 0.5% |
| Western Digital Corp.(WDC)Call | COM | 958102105 | $9.6M | 140,000 | 0.4% |
| Shift4 Pmts Inc | NOTE 0.500% 8/0 | 82452JAD1 | $9.3M | $10,000,000 | 0.4% |
| Beyond Meat Inc | NOTE 3/1 | 08862EAB5 | $9.3M | $38,841,000 | 0.4% |
| US Bancorp del(USB)Put | COM NEW | 902973304 | $8.9M | 200,000 | 0.4% |