Q3 2023 Holdings
Filed 2023-10-31 | 149 holdings | $964.2M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| SSR Mining in | NOTE 2.500% 4/0 | 784730AB9 | $77.3M | $73,705,000 | 8.0% |
| Southwest Airls Co | NOTE 1.250% 5/0 | 844741BG2 | $62.5M | $62,275,000 | 6.5% |
| Parsons Corp del | NOTE 0.250% 8/1 | 70202LAB8 | $51.3M | $40,217,000 | 5.3% |
| Jazz Investments I LTD | NOTE 2.000% 6/1 | 472145AF8 | $49.7M | $48,600,000 | 5.2% |
| NRG Energy Inc | DBCV 2.750% 6/0 | 629377CG5 | $41.7M | $39,266,000 | 4.3% |
| Solaredge Technologies Inc | NOTE 9/1 | 83417MAD6 | $32.2M | $35,239,000 | 3.3% |
| MGP Ingredients Inc New | NOTE 1.875%11/1 | 55303JAB2 | $32.0M | $26,457,000 | 3.3% |
| Ares Capital Corp | NOTE 4.625% 3/0 | 04010LAW3 | $30.2M | $29,743,000 | 3.1% |
| Middleby Corp | NOTE 1.000% 9/0 | 596278AB7 | $29.0M | $25,870,000 | 3.0% |
| Cyberark Software LTD | NOTE 11/1 | 23248VAB1 | $25.1M | $21,695,000 | 2.6% |
| Kaman Corp | NOTE 3.250% 5/0 | 483548AF0 | $23.8M | $24,489,000 | 2.5% |
| Tyler TEX Indpt SCH Dist | NOTE 0.250% 3/1 | 902252AB1 | $22.1M | $22,764,000 | 2.3% |
| Dexcom Inc | NOTE 0.250%11/1 | 252131AK3 | $21.5M | $22,822,000 | 2.2% |
| Ford MTR Co del | NOTE 3/1 | 345370CZ1 | $20.7M | $21,124,000 | 2.1% |
| John Bean Technologies Corp | NOTE 0.250% 5/1 | 477839AB0 | $20.5M | $22,716,000 | 2.1% |
| Akamai Technologies Inc | NOTE 0.375% 9/0 | 00971TAL5 | $19.7M | $18,870,000 | 2.0% |
| Alnylam Pharmaceuticals Inc | NOTE 1.000% 9/1 | 02043QAB3 | $19.4M | $20,890,000 | 2.0% |
| Occidental Pete Corp(OXY/WS) | *W EXP 08/03/202 | 674599162 | $19.2M | 446,221 | 2.0% |
| Braemar Hotels & Resorts Inc | NOTE 4.500% 6/0 | 10482BAB7 | $19.1M | $22,330,000 | 2.0% |
| Pebblebrook Hotel TR | NOTE 1.750%12/1 | 70509VAA8 | $18.3M | $22,010,000 | 1.9% |
| Ascendis Pharma A/S | NOTE 2.250% 4/0 | 04351PAD3 | $17.2M | $18,660,000 | 1.8% |
| Petiq Inc | NOTE 4.000% 6/0 | 71639TAB2 | $15.9M | $16,320,000 | 1.7% |
| Bill Holdings Inc | NOTE 12/0 | 090043AB6 | $15.7M | $15,650,000 | 1.6% |
| Liberty Media Corp del | NOTE 1.375%10/1 | 531229AB8 | $14.8M | $13,494,000 | 1.5% |
| Imax Corp | NOTE 0.500% 4/0 | 45245EAJ8 | $14.6M | $15,637,000 | 1.5% |
| Varex Imaging Corp | NOTE 4.000% 6/0 | 92214XAB2 | $14.6M | $12,835,000 | 1.5% |
| Conmed Corp | NOTE 2.250% 6/1 | 207410AH4 | $12.5M | $13,135,000 | 1.3% |
| Stride Inc | NOTE 1.125% 9/0 | 86333MAA6 | $12.5M | $11,822,000 | 1.3% |
| Urban One Inc | CL D NON VTG | 91705J204 | $12.3M | 2,454,165 | 1.3% |
| Halozyme Therapeutics Inc | NOTE 0.250% 3/0 | 40637HAD1 | $7.7M | $9,108,000 | 0.8% |
| Cumulus Media Inc(CMLS) | COM CL A | 231082801 | $7.4M | 1,458,428 | 0.8% |
| Interdigital Inc | NOTE 3.500% 6/0 | 45867GAD3 | $6.9M | $5,820,000 | 0.7% |
| Innovate Corp | NOTE 7.500% 8/0 | 404139AG2 | $6.4M | $12,363,000 | 0.7% |
| Granite Ridge Resources Inc(GRNT) | COM | 387432107 | $6.4M | 1,044,274 | 0.7% |
| CVR Partners LP(UAN) | COM | 126633205 | $6.3M | 76,700 | 0.7% |
| Braemar Hotels & Resorts Inc(BHR) | COM | 10482B101 | $5.8M | 2,101,511 | 0.6% |
| Bank America Corp(BAC) | 7.25%CNV PFD L | 060505682 | $5.6M | 5,007 | 0.6% |
| Clear Channel Outdoor Hldgs(CCO) | COM | 18453H106 | $5.5M | 3,487,637 | 0.6% |
| Westrock Coffee Co | *W EXP 08/29/202 | 96145W111 | $5.3M | 2,918,653 | 0.6% |
| NET Power Inc(NPWR/WS) | *W EXP 06/08/202 | 64107A113 | $5.0M | 1,165,244 | 0.5% |
| Vanguard BD Index FDS(VUSB) | VANGUARD ULTRA | 92203C303 | $4.9M | 100,000 | 0.5% |
| Palo Alto Networks Inc | NOTE 0.375% 6/0 | 697435AF2 | $4.7M | $2,000,000 | 0.5% |
| Guardant Health Inc | NOTE 11/1 | 40131MAB5 | $4.6M | $6,625,000 | 0.5% |
| CNX RES Corp | NOTE 2.250% 5/0 | 12653CAG3 | $4.5M | $2,500,000 | 0.5% |
| Cutera Inc | NOTE 2.250% 6/0 | 232109AD0 | $4.3M | $7,140,000 | 0.4% |
| Datadog Inc | NOTE 0.125% 6/1 | 23804LAB9 | $4.0M | $3,420,000 | 0.4% |
| Kayne Anderson Energy Infrst(KYN) | COM | 486606106 | $3.9M | 468,507 | 0.4% |
| Garrett Motion Inc(GTX) | COM | 366505105 | $3.9M | 492,443 | 0.4% |
| Summit Hotel Pptys | NOTE 1.500% 2/1 | 866082AA8 | $3.7M | $4,390,000 | 0.4% |
| Insulet Corp | NOTE 0.375% 9/0 | 45784PAK7 | $3.4M | $3,500,000 | 0.4% |