Q3 2023 Holdings
Filed 2023-11-14 | 119 holdings | $2.4B | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Ishares TR(HYG)Put | IBOXX HI YD ETF | 464288513 | $1.6B | 22,173,600 | 67.4% |
| Apollo Global Mgmt Inc | SER A MAND CNV | 03769M304 | $271.8M | 5,000,000 | 11.2% |
| Insight Enterprises Inc | NOTE 0.750% 2/1 | 45765UAB9 | $36.1M | 16,895,000 | 1.5% |
| NCL Corp LTD | NOTE 2.500% 2/1 | 62886HBK6 | $33.0M | 38,500,000 | 1.4% |
| Rapid7 Inc | NOTE 0.250% 3/1 | 753422AF1 | $31.6M | 37,000,000 | 1.3% |
| Ishares TR(TLT)Call | 20 YR TR BD ETF | 464287432 | $31.0M | 350,000 | 1.3% |
| Greenfire RES LTD New(GFR) | COM SHS | 39525U107 | $28.7M | 5,682,541 | 1.2% |
| Neurocrine Biosciences Inc | NOTE 2.250% 5/1 | 64125CAD1 | $26.3M | 17,500,000 | 1.1% |
| Dropbox Inc | NOTE3/0 | 26210CAD6 | $23.8M | 25,024,000 | 1.0% |
| Biomarin Pharmaceutical Inc | NOTE 0.599% 8/0 | 09061GAH4 | $22.5M | 23,125,000 | 0.9% |
| Dropbox Inc | NOTE3/0 | 26210CAC8 | $22.3M | 23,500,000 | 0.9% |
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | $21.5M | 22,440,000 | 0.9% |
| Mongodb Inc | NOTE 0.250% 1/1 | 60937PAD8 | $20.8M | 12,000,000 | 0.9% |
| SEA LTD | NOTE 0.250% 9/1 | 81141RAG5 | $20.8M | 26,000,000 | 0.9% |
| American Airlines Group Inc | NOTE 6.500% 7/0 | 02376RAF9 | $19.2M | 18,000,000 | 0.8% |
| Blackline Inc | NOTE3/1 | 09239BAD1 | $17.2M | 20,000,000 | 0.7% |
| Veradigm Inc | NOTE 0.875% 1/0 | 01988PAF5 | $14.2M | 12,500,000 | 0.6% |
| Wayfair Inc | NOTE 1.000% 8/1 | 94419LAF8 | $12.3M | 15,000,000 | 0.5% |
| Royal Caribbean Group | NOTE 6.000% 8/1 | 780153BQ4 | $11.8M | 6,000,000 | 0.5% |
| PDD Holdings Inc | NOTE12/0 | 722304AC6 | $10.9M | 11,050,000 | 0.5% |
| The Realreal Inc | NOTE 1.000% 3/0 | 88339PAD3 | $10.4M | 22,700,000 | 0.4% |
| Vanguard Scottsdale FDS(VCLT) | LG-TERM COR BD | 92206C813 | $10.0M | 140,000 | 0.4% |
| Alarm COM Hldgs Inc | NOTE1/1 | 011642AB1 | $8.9M | 10,200,000 | 0.4% |
| Vertex Energy Inc(VTNRUSD) | COM | 92534K107 | $8.7M | 1,956,312 | 0.4% |
| Wayfair Inc | NOTE 0.625%10/0 | 94419LAM3 | $8.6M | 10,000,000 | 0.4% |
| Cloudflare Inc | NOTE8/1 | 18915MAC1 | $8.5M | 10,000,000 | 0.4% |
| NCL Corp LTD | NOTE 5.375% 8/0 | 62886HAX9 | $8.1M | 7,000,000 | 0.3% |
| Vail Resorts Inc | NOTE1/0 | 91879QAN9 | $8.1M | 9,131,000 | 0.3% |
| Teladoc Health Inc | NOTE 1.250% 6/0 | 87918AAF2 | $8.0M | 10,000,000 | 0.3% |
| Fastly Inc | NOTE3/1 | 31188VAB6 | $5.6M | 6,500,000 | 0.2% |
| Enphase Energy Inc | NOTE3/0 | 29355AAK3 | $4.1M | 5,000,000 | 0.2% |
| Booking Holdings Inc(BKNG)Put | COM | 09857L108 | $3.7M | 1,200 | 0.2% |
| Expedia Group Inc(EXPE)Put | COM NEW | 30212P303 | $3.1M | 30,000 | 0.1% |
| IHS Holding Limited(IHS) | ORD SHS | G4701H109 | $2.8M | 513,508 | 0.1% |
| The Trade Desk Inc(TTD)Put | COM CL A | 88339J105 | $2.7M | 35,000 | 0.1% |
| Burford Cap LTD(BUR) | ORD SHS | G17977110 | $2.6M | 187,500 | 0.1% |
| Manchester UTD PLC New(MANU) | ORD CL A | G5784H106 | $2.5M | 124,374 | 0.1% |
| Enphase Energy Inc | NOTE3/0 | 29355AAH0 | $2.2M | 2,500,000 | 0.1% |
| Vinfast Auto LTD(VFS)Put | SHS | Y9390M103 | $1.3M | 100,000 | 0.1% |
| Biomarin Pharmaceutical Inc(BMRN) | COM | 09061G101 | $1.2M | 13,100 | 0.0% |
| Vroom Inc | NOTE 0.750% 7/0 | 92918VAB5 | $1.1M | 2,000,000 | 0.0% |
| TH International Limited | ORDINARY SHARES | G8656L106 | $905.0K | 500,000 | 0.0% |
| Interpublic Group COS Inc(IPG)Put | COM | 460690100 | $160.5K | 5,600 | 0.0% |
| Ares Acquisition Corporation | *W EXP 02/02/202 | G33032122 | $86.5K | 126,433 | 0.0% |
| Jaguar Global Growth Corp I | RIGHT 01/01/2027 | G5S11A155 | $71.5K | 350,000 | 0.0% |
| Frontier Investment Corp(ULCC) | *W EXP 06/29/202 | G36816125 | $31.1K | 266,666 | 0.0% |
| Churchill Capital Corp VII | *W EXP 02/29/202 | 17144M110 | $30.0K | 97,525 | 0.0% |
| Apollo Strategic Grwt Cptl I | *W EXP 02/12/202 | G0412A128 | $23.4K | 298,275 | 0.0% |
| Investcorp Europe Acquisitio | *W EXP 12/15/202 | G4923T113 | $18.0K | 75,000 | 0.0% |
| Screaming Eagle Acquisitn Co | *W EXP 01/05/202 | G79407121 | $17.0K | 100,000 | 0.0% |