Q3 2024 Holdings
Filed 2024-11-14 | 269 holdings | $3.5B | 13F-HR/A | View on SEC ↗ · Holdings Table ↗
Amended (2024-11-18) | View on SEC ↗ · Holdings Table ↗
Sign in to see sub-manager breakdown
| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $860.6M | 1,500,000 | 24.4% |
| Palo Alto Networks Inc | NOTE 0.375% 6/0 | 697435AF2 | $574.1M | $167,000,000 | 16.3% |
| Microstrategy Inc(MSTR)Put | CL A NEW | 594972408 | $218.7M | 1,297,000 | 6.2% |
| ON Semiconductor Corp | NOTE 5/0 | 682189AS4 | $161.1M | $110,000,000 | 4.6% |
| CNX RES Corp | NOTE 2.250% 5/0 | 12653CAG3 | $156.4M | $61,405,000 | 4.4% |
| Wolfspeed Inc | NOTE 1.750% 5/0 | 225447AD3 | $119.8M | $169,462,000 | 3.4% |
| Middleby Corp | NOTE 1.000% 9/0 | 596278AB7 | $112.3M | $97,500,000 | 3.2% |
| Southern Co | NOTE 3.875%12/1 | 842587DP9 | $100.2M | $90,000,000 | 2.8% |
| Nextera Energy Inc(NEE) | COM | 65339F101 | $82.2M | 972,078 | 2.3% |
| Dropbox Inc | NOTE 3/0 | 26210CAD6 | $77.4M | $80,000,000 | 2.2% |
| Nextera Energy Inc(NEE)Call | COM | 65339F101 | $75.4M | 892,200 | 2.1% |
| Pebblebrook Hotel TR | NOTE 1.750%12/1 | 70509VAA8 | $61.9M | $67,500,000 | 1.8% |
| HCI Group Inc | NOTE 4.750% 6/0 | 40416EAF0 | $61.2M | $42,348,000 | 1.7% |
| Duke Energy Corp New | NOTE 4.125% 4/1 | 26441CBY0 | $61.0M | $57,500,000 | 1.7% |
| Liberty Media Corp del | NOTE 3.750% 3/1 | 531229AP7 | $51.7M | $50,000,000 | 1.5% |
| Seagate HDD Cayman | NOTE 3.500% 6/0 | 81180WBL4 | $50.2M | $35,000,000 | 1.4% |
| Zillow Group Inc | NOTE 1.375% 9/0 | 98954MAG6 | $49.8M | $37,051,000 | 1.4% |
| Microstrategy Inc(MSTR) | CL A NEW | 594972408 | $41.7M | 247,500 | 1.2% |
| Post Hldgs Inc | NOTE 2.500% 8/1 | 737446AT1 | $40.8M | $34,330,000 | 1.2% |
| Datadog Inc | NOTE 0.125% 6/1 | 23804LAB9 | $35.7M | $27,500,000 | 1.0% |
| Spirit Airls Inc | NOTE 1.000% 5/1 | 848577AB8 | $32.0M | $105,750,000 | 0.9% |
| Firstenergy Corp | NOTE 4.000% 5/0 | 337932AR8 | $31.4M | $30,000,000 | 0.9% |
| Magnite Inc | NOTE 0.250% 3/1 | 55955DAB6 | $30.3M | $32,850,000 | 0.9% |
| 3D SYS Corp del | NOTE 11/1 | 88554DAD8 | $25.1M | $30,000,000 | 0.7% |
| WEC Energy Group Inc(WEC)Put | COM | 92939U106 | $24.0M | 250,000 | 0.7% |
| Akamai Technologies Inc | NOTE 0.125% 5/0 | 00971TAJ0 | $22.3M | $20,000,000 | 0.6% |
| Atlantica Sustainable Infra | NOTE 4.000% 7/1 | 04916EAB0 | $19.7M | $20,000,000 | 0.6% |
| Xometry Inc | NOTE 1.000% 2/0 | 98423FAB5 | $19.3M | $22,500,000 | 0.5% |
| Workiva Inc | NOTE 1.125% 8/1 | 98139AAB1 | $17.3M | $15,000,000 | 0.5% |
| Wolfspeed Inc(WOLF*)Put | COM | 977852102 | $17.0M | 1,750,000 | 0.5% |
| Kimco Rlty CorpA | DP CV CL N 7.25% | 49446R687 | $16.3M | 262,500 | 0.5% |
| Gossamer BIO Inc | NOTE 5.000% 6/0 | 38341PAA0 | $15.6M | $30,000,000 | 0.4% |
| The Realreal Inc | NOTE 1.000% 3/0 | 88339PAD3 | $15.6M | $33,608,000 | 0.4% |
| Green Plains Inc | NOTE 2.250% 3/1 | 393222AK0 | $14.0M | $16,250,000 | 0.4% |
| Teladoc Health Inc | NOTE 1.250% 6/0 | 87918AAF2 | $13.0M | $15,000,000 | 0.4% |
| Standard Biotools Inc | NOTE 5.250%12/0 | 34385PAF5 | $12.6M | $12,500,000 | 0.4% |
| EQV Ventures Acquisition COR | UNIT 99/99/9999 | G3106N125 | $11.7M | 1,175,000 | 0.3% |
| Beyond Meat Inc | NOTE 3/1 | 08862EAB5 | $11.6M | $68,300,000 | 0.3% |
| Sunnova Energy Intl Inc. | NOTE 2.625% 2/1 | 86745KAH7 | $10.8M | $16,750,000 | 0.3% |
| Winnebago Inds Inc | NOTE 1.500% 4/0 | 974637AB6 | $9.8M | $9,335,000 | 0.3% |
| Guidewire Software Inc | NOTE 1.250% 3/1 | 40171VAA8 | $9.1M | $5,655,000 | 0.3% |
| Ziff Davis Inc | NOTE 1.750%11/0 | 48123VAE2 | $8.8M | $9,500,000 | 0.3% |
| Spirit Airls Inc(SAVEEUR)Put | COM | 848577102 | $8.5M | 3,557,200 | 0.2% |
| Voyager Acquisition Corp | UNIT 99/99/9999 | G93A7H120 | $7.3M | 725,000 | 0.2% |
| AA Mission Acquisition Corp | ORD SHS CL A | G1000R101 | $6.5M | 650,000 | 0.2% |
| Kimco Rlty Corp(KIM)Put | COM | 49446R109 | $5.8M | 251,100 | 0.2% |
| M3brigade Acquisition V Corp | CL A | G63212107 | $5.3M | 525,000 | 0.1% |
| National Vision Hldgs Inc | NOTE 2.500% 5/1 | 63845RAB3 | $4.9M | $5,000,000 | 0.1% |
| DT Cloud Acquisition Corp | ORD SHS | G28524117 | $4.6M | 450,000 | 0.1% |
| Cartesian Growth Corp II | CLASS A ORD | G19305112 | $4.6M | 397,555 | 0.1% |