Q4 2023 Holdings
Filed 2024-02-13 | 54 holdings | $3.1B | 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 | $1.9B | 25,173,600 | 63.7% |
| Apollo Global Mgmt Inc | SER A MAND CNV | 03769M304 | $278.4M | $5,000,000 | 9.1% |
| Royal Caribbean Group | NOTE 6.000% 8/1 | 780153BQ4 | $79.9M | $30,000,000 | 2.6% |
| United States STL Corp | NOTE 5.000%11/0 | 912909AT5 | $47.3M | $13,000,000 | 1.5% |
| Insight Enterprises Inc | NOTE 0.750% 2/1 | 45765UAB9 | $43.9M | $16,895,000 | 1.4% |
| PDD Holdings Inc | NOTE12/0 | 722304AC6 | $41.3M | $40,000,000 | 1.4% |
| Rapid7 Inc | NOTE 0.250% 3/1 | 753422AF1 | $38.8M | $43,000,000 | 1.3% |
| NCL Corp LTD | NOTE 2.500% 2/1 | 62886HBK6 | $37.4M | $40,000,000 | 1.2% |
| Wayfair Inc | NOTE 3.250% 9/1 | 94419LAP6 | $37.1M | $30,000,000 | 1.2% |
| Biomarin Pharmaceutical Inc | NOTE 0.599% 8/0 | 09061GAH4 | $34.6M | $35,000,000 | 1.1% |
| Jazz Investments I LTD | NOTE 1.500% 8/1 | 472145AD3 | $34.1M | $35,000,000 | 1.1% |
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | $33.4M | $35,000,000 | 1.1% |
| Wayfair Inc | NOTE 1.000% 8/1 | 94419LAF8 | $28.6M | $32,500,000 | 0.9% |
| Akamai Technologies Inc | NOTE 0.125% 5/0 | 00971TAJ0 | $27.9M | $22,000,000 | 0.9% |
| Wolfspeed Inc | NOTE 1.750% 5/0 | 225447AD3 | $27.4M | $23,900,000 | 0.9% |
| Greenfire RES LTD New(GFR) | COM SHS | 39525U107 | $24.1M | 4,966,102 | 0.8% |
| Neurocrine Biosciences Inc | NOTE 2.250% 5/1 | 64125CAD1 | $21.0M | $12,100,000 | 0.7% |
| SEA LTD | NOTE 0.250% 9/1 | 81141RAG5 | $20.6M | $25,000,000 | 0.7% |
| Lumentum Hldgs Inc | NOTE 0.250% 3/1 | 55024UAB5 | $19.7M | $19,600,000 | 0.6% |
| Dropbox Inc | NOTE3/0 | 26210CAC8 | $19.7M | $20,000,000 | 0.6% |
| American Airlines Group Inc | NOTE 6.500% 7/0 | 02376RAF9 | $19.0M | $17,000,000 | 0.6% |
| Southwest Airls Co | NOTE 1.250% 5/0 | 844741BG2 | $16.7M | $16,500,000 | 0.5% |
| Dropbox Inc | NOTE3/0 | 26210CAD6 | $16.1M | $16,024,000 | 0.5% |
| Five9 Inc | NOTE 0.500% 6/0 | 338307AD3 | $15.4M | $16,000,000 | 0.5% |
| Jazz Investments I LTD | NOTE 2.000% 6/1 | 472145AF8 | $14.1M | $14,000,000 | 0.5% |
| Ishares TR(FXI)Call | CHINA LG-CAP ETF | 464287184 | $13.2M | 550,000 | 0.4% |
| Wayfair Inc | NOTE 0.625%10/0 | 94419LAM3 | $12.3M | $13,502,000 | 0.4% |
| Block Inc | NOTE 0.125% 3/0 | 852234AF0 | $9.8M | $10,000,000 | 0.3% |
| Axos Financial Inc(AX)Put | COM | 05465C100 | $9.6M | 175,000 | 0.3% |
| NCL Corp LTD | NOTE 5.375% 8/0 | 62886HAX9 | $9.0M | $7,000,000 | 0.3% |
| Blackline Inc | NOTE3/1 | 09239BAD1 | $8.9M | $10,000,000 | 0.3% |
| The Realreal Inc | NOTE 1.000% 3/0 | 88339PAD3 | $8.6M | $24,200,000 | 0.3% |
| Fastly Inc | NOTE3/1 | 31188VAB6 | $8.3M | $9,500,000 | 0.3% |
| Vail Resorts Inc | NOTE1/0 | 91879QAN9 | $8.1M | $9,131,000 | 0.3% |
| Alarm COM Hldgs Inc | NOTE1/1 | 011642AB1 | $6.9M | $7,700,000 | 0.2% |
| Zillow Group Inc | NOTE 2.750% 5/1 | 98954MAH4 | $5.5M | $5,000,000 | 0.2% |
| Cloudflare Inc | NOTE8/1 | 18915MAC1 | $5.4M | $6,000,000 | 0.2% |
| Vertex Energy Inc(VTNRUSD) | COM | 92534K107 | $4.7M | 1,400,000 | 0.2% |
| The Realreal Inc | NOTE 3.000% 6/1 | 88339PAB7 | $4.4M | $6,000,000 | 0.1% |
| Fluor Corp New(FLR) | COM | 343412102 | $3.5M | 89,900 | 0.1% |
| Wolfspeed Inc | NOTE 1.875%12/0 | 977852AD4 | $2.7M | $4,000,000 | 0.1% |
| Live Nation Entertainment in | NOTE 2.000% 2/1 | 538034AU3 | $2.6M | $2,500,000 | 0.1% |
| The Realreal Inc(REAL)Put | COM | 88339P101 | $2.6M | 1,300,000 | 0.1% |
| IHS Holding Limited(IHS) | ORD SHS | G4701H109 | $2.4M | 513,508 | 0.1% |
| Tenet Healthcare Corp(THC) | COM NEW | 88033G407 | $1.5M | 20,000 | 0.0% |
| Vroom Inc | NOTE 0.750% 7/0 | 92918VAB5 | $1.1M | $2,000,000 | 0.0% |
| Novo-Nordisk A S(NVO) | ADR | 670100205 | $1.0M | 10,000 | 0.0% |
| TH International Limited | ORDINARY SHARES | G8656L106 | $875.0K | 500,000 | 0.0% |
| Plug Power Inc(PLUG)Put | COM NEW | 72919P202 | $450.0K | 100,000 | 0.0% |
| Biomarin Pharmaceutical Inc(BMRN) | COM | 09061G101 | $318.2K | 3,300 | 0.0% |