Q2 2024 Holdings
Filed 2024-08-14 | 674 holdings | $3.1B | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Spdr S&P 500 ETF TR(SPY) | TR UNIT | 78462F103 | $312.1M | 573,535 | 10.1% |
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $148.8M | 273,500 | 4.8% |
| Ishares TR(IWM)Call | RUSSELL 2000 ETF | 464287655 | $122.1M | 602,000 | 4.0% |
| Transmedics Group Inc | NOTE 1.500% 6/0 | 89377MAB5 | $105.4M | $60,000,000 | 3.4% |
| Granite Constr Inc | NOTE 3.750% 5/1 | 387328AD9 | $79.3M | $54,500,000 | 2.6% |
| Freshpet Inc | NOTE 3.000% 4/0 | 358039AB1 | $79.2M | $39,940,000 | 2.6% |
| Ishares TR(IWM)Put | RUSSELL 2000 ETF | 464287655 | $61.1M | 301,000 | 2.0% |
| Mirum Pharmaceuticals Inc | NOTE 4.000% 5/0 | 604749AB7 | $57.8M | $43,000,000 | 1.9% |
| Hess Corp(HES) | COM | 42809H107 | $57.6M | 390,688 | 1.9% |
| Wolfspeed Inc | NOTE 1.875%12/0 | 977852AD4 | $47.5M | $85,500,000 | 1.5% |
| Ascendis Pharma A/S | NOTE 2.250% 4/0 | 04351PAD3 | $46.9M | $41,991,000 | 1.5% |
| Dayforce Inc | NOTE 0.250% 3/1 | 15677JAD0 | $37.6M | $41,000,000 | 1.2% |
| Albertsons COS Inc(ACI) | COMMON STOCK | 013091103 | $36.8M | 1,865,471 | 1.2% |
| Alphatec Hldgs Inc | NOTE 0.750% 8/0 | 02081GAB8 | $36.4M | $37,500,000 | 1.2% |
| Impinj Inc | NOTE 1.125% 5/1 | 453204AD1 | $34.1M | $21,994,000 | 1.1% |
| Wisdomtree Inc | NOTE 5.750% 8/1 | 97717PAF1 | $30.1M | $24,500,000 | 1.0% |
| Alarm COM Hldgs Inc | NOTE1/1 | 011642AB1 | $29.7M | $32,346,000 | 1.0% |
| Cloudflare Inc(NET) | CL A COM | 18915M107 | $29.5M | 355,560 | 1.0% |
| Sarepta Therapeutics Inc | NOTE 1.250% 9/1 | 803607AD2 | $29.0M | $22,500,000 | 0.9% |
| Vera Therapeutics Inc(VERA) | CL A | 92337R101 | $28.0M | 772,675 | 0.9% |
| Roblox Corp(RBLX) | CL A | 771049103 | $26.2M | 704,754 | 0.9% |
| Bentley SYS Inc | NOTE 0.375% 7/0 | 08265TAD1 | $25.6M | $28,500,000 | 0.8% |
| Discover Finl Svcs(DFSEUR) | COM | 254709108 | $25.3M | 193,200 | 0.8% |
| Lantheus Hldgs Inc | NOTE 2.625%12/1 | 516544AB9 | $24.9M | $20,000,000 | 0.8% |
| Pros Holdings Inc | NOTE 2.250% 9/1 | 74346YAG8 | $24.9M | $25,500,000 | 0.8% |
| Warner Bros Discovery Inc(WBD) | COM SER A | 934423104 | $24.8M | 3,338,096 | 0.8% |
| PAR Technology Corp | NOTE 1.500%10/1 | 698884AE3 | $22.5M | $24,000,000 | 0.7% |
| Altair Engr Inc | NOTE 1.750% 6/1 | 021369AC7 | $21.5M | $14,750,000 | 0.7% |
| Cytokinetics Inc(CYTK) | COM NEW | 23282W605 | $21.4M | 394,175 | 0.7% |
| Peabody Engr Corp | NOTE 3.250% 3/0 | 704551AD2 | $20.8M | $15,800,000 | 0.7% |
| Meta Platforms Inc(META) | CL A | 30303M102 | $20.7M | 41,145 | 0.7% |
| Endeavor Group Hldgs Inc(0C3) | CL A COM | 29260Y109 | $20.5M | 756,600 | 0.7% |
| Stericycle Inc(SRCLEUR) | COM | 858912108 | $19.8M | 340,200 | 0.6% |
| Imax Corp | NOTE 0.500% 4/0 | 45245EAJ8 | $17.1M | $18,288,000 | 0.6% |
| Flywire Corporation(FLYW) | COM VTG | 302492103 | $17.0M | 1,039,200 | 0.6% |
| United States STL Corp New(USX1) | COM | 912909108 | $16.5M | 436,528 | 0.5% |
| Snap Inc | NOTE 0.125% 3/0 | 83304AAH9 | $16.0M | $20,000,000 | 0.5% |
| Disney Walt Co(DIS) | COM | 254687106 | $15.6M | 157,039 | 0.5% |
| Kirby Corp(KEX) | COM | 497266106 | $15.5M | 129,778 | 0.5% |
| Insmed Inc | NOTE 0.750% 6/0 | 457669AB5 | $15.3M | $7,264,000 | 0.5% |
| Hashicorp Inc | COM CL A | 418100103 | $15.0M | 445,900 | 0.5% |
| Adobe Inc(ADBE)Put | COM | 00724F101 | $14.2M | 25,500 | 0.5% |
| Haemonetics Corp Mass | NOTE3/0 | 405024AB6 | $14.2M | $15,700,000 | 0.5% |
| United Therapeutics Corp del(UTHR)Call | COM | 91307C102 | $13.3M | 41,800 | 0.4% |
| Century Alum Co | NOTE 2.750% 5/0 | 156431AQ1 | $13.3M | $12,070,000 | 0.4% |
| Albemarle Corp(ALB) | COM | 012653101 | $13.2M | 138,194 | 0.4% |
| Ormat Technologies Inc | NOTE 2.500% 7/1 | 686688AB8 | $13.2M | $13,249,000 | 0.4% |
| Airbnb Inc | NOTE3/1 | 009066AB7 | $11.9M | $13,000,000 | 0.4% |
| Adobe Inc(ADBE)Call | COM | 00724F101 | $11.4M | 20,600 | 0.4% |
| Rivian Automotive Inc | NOTE 4.625% 3/1 | 76954AAB9 | $11.2M | $11,500,000 | 0.4% |