Q4 2024 Holdings
Filed 2025-02-13 | 198 holdings | $655.5M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Spdr S&P 500 ETF TRPut | PUT | 78462F953 | $237.4M | 405,000 | 36.2% |
| Invesco QQQ TRPut | PUT | 46090E953 | $29.7M | 58,000 | 4.5% |
| Royal Caribbean Group | NOTE 6.000% 8/1 | 780153BQ4 | $26.5M | $5,709,000 | 4.0% |
| Parsons Corp del | NOTE 0.250% 8/1 | 70202LAB8 | $21.3M | $10,426,000 | 3.3% |
| Occidental Pete Corp(OXY/WS) | *W EXP 08/03/202 | 674599162 | $17.7M | 641,155 | 2.7% |
| Axon Enterprise Inc | NOTE 0.500%12/1 | 05464CAB7 | $17.6M | $6,758,000 | 2.7% |
| United States STL Corp | NOTE 5.000%11/0 | 912909AT5 | $17.4M | $6,762,000 | 2.7% |
| Varonis SYS Inc | NOTE 1.250% 8/1 | 922280AB8 | $14.5M | $9,937,000 | 2.2% |
| Microchip Technology Inc. | NOTE 1.625% 2/1 | 595017AF1 | $14.4M | $8,976,000 | 2.2% |
| Datadog Inc | NOTE 0.125% 6/1 | 23804LAB9 | $13.8M | $8,905,000 | 2.1% |
| Integer Hldgs Corp | NOTE 2.125% 2/1 | 45826HAB5 | $13.6M | $8,527,000 | 2.1% |
| BOX Inc | NOTE 1/1 | 10316TAB0 | $13.5M | $10,668,000 | 2.1% |
| Cinemark Hldgs Inc | NOTE 4.500% 8/1 | 17243VAB8 | $11.9M | $5,457,000 | 1.8% |
| NRG Energy Inc | DBCV 2.750% 6/0 | 629377CG5 | $11.5M | $5,213,000 | 1.7% |
| Post Hldgs Inc | NOTE 2.500% 8/1 | 737446AT1 | $9.4M | $7,969,000 | 1.4% |
| Occidental Pete CorpCall | CALL | 674599905 | $8.9M | 180,000 | 1.4% |
| Hubspot Inc | NOTE 0.375% 6/0 | 443573AD2 | $8.9M | $3,614,000 | 1.4% |
| Seagate HDD Cayman | NOTE 3.500% 6/0 | 81180WBL4 | $8.5M | $7,045,000 | 1.3% |
| Bloomin Brands Inc | NOTE 5.000% 5/0 | 094235AB4 | $7.8M | $6,644,000 | 1.2% |
| Macom Tech Solutions Hldgs I | NOTE 0.250% 3/1 | 55405YAB6 | $7.7M | $4,800,000 | 1.2% |
| Interdigital Inc | NOTE 3.500% 6/0 | 45867GAD3 | $6.6M | $2,625,000 | 1.0% |
| Fluor Corp | NOTE 1.125% 8/1 | 343412AJ1 | $6.6M | $5,220,000 | 1.0% |
| Granite Constr Inc | NOTE 3.750% 5/1 | 387328AD9 | $6.1M | $3,102,000 | 0.9% |
| Middleby Corp | NOTE 1.000% 9/0 | 596278AB7 | $5.5M | $4,949,000 | 0.8% |
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | $5.4M | $4,269,000 | 0.8% |
| Microchip Technology Inc. | NOTE 1.625% 2/1 | 595017AD6 | $5.2M | $2,039,000 | 0.8% |
| Workiva Inc | NOTE 1.125% 8/1 | 98139AAB1 | $4.6M | $3,195,000 | 0.7% |
| Guidewire Software Inc | NOTE 1.250% 3/1 | 40171VAA8 | $4.4M | $3,003,000 | 0.7% |
| Ford MTR Co | NOTE 3/1 | 345370CZ1 | $4.4M | $4,562,000 | 0.7% |
| NCL Corp LTD | NOTE 5.375% 8/0 | 62886HAX9 | $4.3M | $3,027,000 | 0.7% |
| Expand Energy Corporation(EXEEL) | *W EXP 02/09/202 | 165167180 | $4.1M | 47,922 | 0.6% |
| Zscaler Inc | NOTE 0.125% 7/0 | 98980GAB8 | $3.9M | $3,175,000 | 0.6% |
| Progress Software Corp | NOTE 1.000% 4/1 | 743312AB6 | $3.8M | $3,165,000 | 0.6% |
| Stride Inc | NOTE 1.125% 9/0 | 86333MAA6 | $3.2M | $1,605,000 | 0.5% |
| Live Nation Entertainment in | NOTE 3.125% 1/1 | 538034BA6 | $2.7M | $2,006,000 | 0.4% |
| Ishares TR(ICSH) | ULTRA SHORT-TERM | 46434V878 | $2.6M | 51,864 | 0.4% |
| Core Scientific Inc New(CORZW) | *W EXP 01/23/202 | 21874A114 | $2.6M | 316,297 | 0.4% |
| Tyler TEX Indpt SCH Dist | NOTE 0.250% 3/1 | 902252AB1 | $2.5M | $2,073,000 | 0.4% |
| Nice LTD | NOTE 9/1 | 653656AB4 | $2.5M | $2,559,000 | 0.4% |
| Shift4 Pmts Inc | NOTE 12/1 | 82452JAB5 | $2.2M | $1,610,000 | 0.3% |
| Microsoft CorpPut | PUT | 594918954 | $2.1M | 5,000 | 0.3% |
| Jazz Investments I LTD | NOTE 2.000% 6/1 | 472145AF8 | $2.0M | $2,005,000 | 0.3% |
| EPR Pptys | PFD C CV 5.75% | 26884U208 | $1.9M | 90,000 | 0.3% |
| Starbucks CorpPut | PUT | 855244959 | $1.8M | 20,000 | 0.3% |
| Ishares TRPut | PUT | 464287952 | $1.7M | 20,000 | 0.3% |
| Southwest Airls Co | NOTE 1.250% 5/0 | 844741BG2 | $1.6M | $1,579,000 | 0.2% |
| Invesco QQQ TR(QQQ) | UNIT SER 1 | 46090E103 | $1.5M | 3,000 | 0.2% |
| Booking Holdings Inc | NOTE 0.750% 5/0 | 09857LAN8 | $1.5M | $571,000 | 0.2% |
| Live Nation Entertainment in | NOTE 2.000% 2/1 | 538034AU3 | $1.5M | $1,226,000 | 0.2% |
| Palantir Technologies IncPut | PUT | 69608A958 | $1.4M | 19,000 | 0.2% |