Q2 2024 Holdings
Filed 2024-08-14 | 119 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 | $197.5M | $61,148,000 | 9.2% |
| Booking Holdings Inc | NOTE 0.750% 5/0 | 09857LAN8 | $144.7M | $68,747,000 | 6.7% |
| Invesco Exch Traded FD TR II(BKLN) | SR LN ETF | 46138G508 | $124.5M | 5,917,831 | 5.8% |
| ATI Inc | NOTE 3.500% 6/1 | 01741RAK8 | $121.5M | $33,913,000 | 5.7% |
| Insight Enterprises Inc | NOTE 0.750% 2/1 | 45765UAB9 | $111.6M | $38,430,000 | 5.2% |
| Cyberark Software LTD | NOTE 11/1 | 23248VAB1 | $95.5M | $54,909,000 | 4.4% |
| Middleby Corp | NOTE 1.000% 9/0 | 596278AB7 | $84.0M | $78,700,000 | 3.9% |
| Ishares TR(LQD)Put | IBOXX INV CP ETF | 464287242 | $80.3M | 750,000 | 3.7% |
| Chart Inds Inc | NOTE 1.000%11/1 | 16115QAE0 | $78.1M | $31,640,000 | 3.6% |
| Block Inc | NOTE 0.125% 3/0 | 852234AF0 | $69.7M | $72,325,000 | 3.2% |
| Southern Co | NOTE 3.875%12/1 | 842587DP9 | $67.0M | $65,569,000 | 3.1% |
| Etsy Inc | NOTE 0.125%10/0 | 29786AAJ5 | $50.8M | $51,346,000 | 2.4% |
| Itron Inc | NOTE 3/1 | 465741AN6 | $45.4M | $45,000,000 | 2.1% |
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $45.3M | 83,000 | 2.1% |
| Guidewire Software Inc | NOTE 1.250% 3/1 | 40171VAA8 | $42.8M | $34,166,000 | 2.0% |
| Innoviva Inc | NOTE 2.500% 8/1 | 45781MAB7 | $39.8M | $35,969,000 | 1.9% |
| LCI Inds | NOTE 1.125% 5/1 | 501812AB7 | $37.6M | $39,856,000 | 1.8% |
| American Airls Group Inc(AAL)Put | COM | 02376R102 | $37.5M | 3,313,900 | 1.7% |
| Interdigital Inc | NOTE 3.500% 6/0 | 45867GAD3 | $35.3M | $22,777,000 | 1.6% |
| Progress Software Corp | NOTE 1.000% 4/1 | 743312AB6 | $33.1M | $31,560,000 | 1.5% |
| Stride Inc | NOTE 1.125% 9/0 | 86333MAA6 | $32.8M | $22,888,000 | 1.5% |
| Dropbox Inc | NOTE 3/0 | 26210CAD6 | $32.0M | $35,085,000 | 1.5% |
| National Vision Hldgs Inc | NOTE 2.500% 5/1 | 63845RAB3 | $31.7M | $32,922,000 | 1.5% |
| Envestnet Inc | NOTE 0.750% 8/1 | 29404KAE6 | $30.3M | $31,133,000 | 1.4% |
| Vail Resorts Inc | NOTE 1/0 | 91879QAN9 | $30.2M | $33,130,000 | 1.4% |
| Nextera Energy Inc(NEEPS) | UNIT 06/01/2027 | 65339F663 | $24.9M | 505,000 | 1.2% |
| PG&E Corp(PCG)Put | COM | 69331C108 | $24.8M | 1,418,800 | 1.2% |
| BOX Inc | NOTE 1/1 | 10316TAB0 | $23.5M | $20,430,000 | 1.1% |
| Halozyme Therapeutics Inc | NOTE 0.250% 3/0 | 40637HAD1 | $22.6M | $23,670,000 | 1.1% |
| Ford MTR Co del(F)Put | COM | 345370860 | $22.0M | 1,753,100 | 1.0% |
| Lucid Group Inc(CCIVGBP)Put | COM | 549498103 | $21.8M | 8,340,800 | 1.0% |
| Dynavax Technologies Corp | NOTE 2.500% 5/1 | 268158AD4 | $21.5M | $17,238,000 | 1.0% |
| Post Hldgs Inc | NOTE 2.500% 8/1 | 737446AT1 | $19.1M | $17,330,000 | 0.9% |
| Western Digital Corp.(WDC) | COM | 958102105 | $16.0M | 211,308 | 0.7% |
| Ishares TR(IEF) | 7-10 YR TRSY BD | 464287440 | $15.4M | 164,492 | 0.7% |
| Western Digital Corp.(WDC)Call | COM | 958102105 | $12.7M | 167,800 | 0.6% |
| Winnebago Inds Inc | NOTE 1.500% 4/0 | 974637AB6 | $12.6M | $12,262,000 | 0.6% |
| NIO Inc(NIO)Put | SPON ADS | 62914V106 | $12.0M | 2,879,300 | 0.6% |
| Snap Inc(SNAP)Put | CL A | 83304A106 | $11.2M | 674,700 | 0.5% |
| Ventas Rlty LTD Partnership | NOTE 3.750% 6/0 | 92277GAZ0 | $11.0M | $10,500,000 | 0.5% |
| Akamai Technologies Inc | NOTE 0.125% 5/0 | 00971TAJ0 | $10.5M | $10,000,000 | 0.5% |
| Echostar Corp(SATS)Put | CL A | 278768106 | $9.6M | 540,155 | 0.4% |
| Microchip Technology Inc. | NOTE 0.125%11/1 | 595017AU8 | $9.5M | $9,000,000 | 0.4% |
| Block Inc(XYZ)Put | CL A | 852234103 | $9.4M | 145,100 | 0.4% |
| Progress Software Corp(PRGS)Put | COM | 743312100 | $9.2M | 169,700 | 0.4% |
| Beyond Meat Inc | NOTE 3/1 | 08862EAB5 | $8.6M | $38,841,000 | 0.4% |
| Spirit Airls Inc(SAVEEUR)Put | COM | 848577102 | $8.3M | 2,278,800 | 0.4% |
| Progress Software Corp(PRGS)Call | COM | 743312100 | $7.7M | 141,000 | 0.4% |
| The Realreal Inc | NOTE 1.000% 3/0 | 88339PAD3 | $7.4M | $15,433,000 | 0.3% |
| Alibaba Group Hldg LTD(BABA)Put | SPONSORED ADS | 01609W102 | $7.0M | 96,800 | 0.3% |