Q2 2024 Holdings
Filed 2024-08-14 | 349 holdings | $3.6B | 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 | $958.5M | $281,150,000 | 26.6% |
| Microstrategy Inc | NOTE 0.750%12/1 | 594972AC5 | $208.8M | $60,372,000 | 5.8% |
| Dish Network Corporation | NOTE 12/1 | 25470MAF6 | $166.0M | $227,439,000 | 4.6% |
| Wolfspeed Inc | NOTE 1.750% 5/0 | 225447AD3 | $131.1M | $145,000,000 | 3.6% |
| ON Semiconductor Corp | NOTE 5/0 | 682189AS4 | $122.4M | $87,500,000 | 3.4% |
| CNX RES Corp | NOTE 2.250% 5/0 | 12653CAG3 | $113.2M | $58,550,000 | 3.1% |
| Datadog Inc | NOTE 0.125% 6/1 | 23804LAB9 | $108.5M | $75,000,000 | 3.0% |
| Zscaler Inc | NOTE 0.125% 7/0 | 98980GAB8 | $105.5M | $78,500,000 | 2.9% |
| Nextera Energy Inc(NEE) | COM | 65339F101 | $82.1M | 1,159,798 | 2.3% |
| Ziff Davis Inc | NOTE 1.750%11/0 | 48123VAE2 | $81.8M | $87,500,000 | 2.3% |
| Akamai Technologies Inc | NOTE 0.125% 5/0 | 00971TAJ0 | $68.8M | $65,500,000 | 1.9% |
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $68.0M | 125,000 | 1.9% |
| Southern Co | NOTE 3.875%12/1 | 842587DP9 | $63.9M | $62,500,000 | 1.8% |
| Smart Global Hldgs Inc | NOTE 2.250% 2/1 | 83205YAB0 | $63.9M | $50,230,000 | 1.8% |
| Nextera Energy Inc(NEEPS) | UNIT 06/01/2027 | 65339F663 | $61.8M | 62,650,000 | 1.7% |
| ON Semiconductor Corp(ON)Put | COM | 682189105 | $60.0M | 875,000 | 1.7% |
| Pebblebrook Hotel TR | NOTE 1.750%12/1 | 70509VAA8 | $59.8M | $67,500,000 | 1.7% |
| Interdigital Inc | NOTE 3.500% 6/0 | 45867GAD3 | $55.9M | $36,000,000 | 1.5% |
| Zillow Group Inc | NOTE 0.750% 9/0 | 98954MAE1 | $54.4M | $50,000,000 | 1.5% |
| HCI Group Inc | NOTE 4.750% 6/0 | 40416EAF0 | $54.2M | $41,348,000 | 1.5% |
| Nextera Energy Inc(NEE)Put | COM | 65339F101 | $53.1M | 750,000 | 1.5% |
| Wolfspeed Inc(WOLF*)Put | COM | 977852102 | $49.1M | 2,157,200 | 1.4% |
| Dropbox Inc | NOTE 3/0 | 26210CAD6 | $44.4M | $48,813,000 | 1.2% |
| Dropbox Inc | NOTE 3/0 | 26210CAC8 | $42.7M | $45,748,000 | 1.2% |
| Spirit Airls Inc | NOTE 1.000% 5/1 | 848577AB8 | $37.9M | $77,500,000 | 1.1% |
| Alibaba Group Hldg LTD(BABA)Put | SPONSORED ADS | 01609W102 | $36.0M | 500,000 | 1.0% |
| Middleby Corp | NOTE 1.000% 9/0 | 596278AB7 | $34.8M | $32,500,000 | 1.0% |
| LCI Inds | NOTE 1.125% 5/1 | 501812AB7 | $32.1M | $34,000,000 | 0.9% |
| 3D SYS Corp del | NOTE 11/1 | 88554DAD8 | $28.3M | $35,000,000 | 0.8% |
| Liberty Media Corp del | NOTE 3.750% 3/1 | 531229AP7 | $26.4M | $25,000,000 | 0.7% |
| Palo Alto Networks Inc(PANW) | COM | 697435105 | $25.6M | 75,600 | 0.7% |
| Core Scientific Inc New | NOTE 10.000% 1/2 | 21874AAB2 | $24.0M | $15,000,000 | 0.7% |
| Mongodb Inc | NOTE 0.250% 1/1 | 60937PAD8 | $23.1M | $17,500,000 | 0.6% |
| Xometry Inc | NOTE 1.000% 2/0 | 98423FAB5 | $22.6M | $30,000,000 | 0.6% |
| Southwest Airls Co | NOTE 1.250% 5/0 | 844741BG2 | $21.8M | $21,700,000 | 0.6% |
| Sunnova Energy Intl Inc. | NOTE 0.250%12/0 | 86745KAF1 | $20.5M | $42,500,000 | 0.6% |
| Workiva Inc | NOTE 1.125% 8/1 | 98139AAB1 | $19.9M | $18,000,000 | 0.6% |
| Microstrategy Inc(MSTR)Put | CL A NEW | 594972408 | $17.9M | 129,700 | 0.5% |
| Lumentum Hldgs Inc | NOTE 0.500%12/1 | 55024UAD1 | $16.3M | $18,034,000 | 0.5% |
| Standard Biotools Inc | NOTE 5.250%12/0 | 34385PAF5 | $15.6M | $15,413,000 | 0.4% |
| Beyond Meat Inc | NOTE 3/1 | 08862EAB5 | $15.0M | $68,300,000 | 0.4% |
| Gossamer BIO Inc | NOTE 5.000% 6/0 | 38341PAA0 | $14.6M | $30,000,000 | 0.4% |
| The Realreal Inc | NOTE 1.000% 3/0 | 88339PAD3 | $14.6M | $30,435,000 | 0.4% |
| Green Plains Inc | NOTE 2.250% 3/1 | 393222AK0 | $13.4M | $15,000,000 | 0.4% |
| Groupon Inc(GRPN)Put | COM NEW | 399473206 | $12.1M | 789,500 | 0.3% |
| Lucid Group Inc(CCIVGBP)Put | COM | 549498103 | $11.4M | 4,352,000 | 0.3% |
| Rigel Resource ACQ Corp | CL A ORD SHS | G7573M106 | $11.3M | 998,218 | 0.3% |
| Southern Co(SO)Put | COM | 842587107 | $9.7M | 125,000 | 0.3% |
| Sunnova Energy Intl Inc.(NOVAQ)Put | COM | 86745K104 | $8.9M | 1,600,000 | 0.2% |
| Groupon Inc | NOTE 1.125% 3/1 | 399473AF4 | $8.6M | $10,000,000 | 0.2% |