13F-HR filed by ADVENT CAPITAL MANAGEMENT /DE/
ADVENT CAPITAL MANAGEMENT /DE/ filed this 13F-HR for the quarter ended 2023-09-30, filed 2023-11-13, with 199 holding rows worth $4,299,523,836.
- Accession
- 0001140361-23-052942
- Filer
- CIK 1097278
- Filed
- 2023-11-13
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2023
A holdings report, 201 entries on the cover page, a total value of $4,299,523,836 stated on the cover page (in dollars after the unit check, H1), rows summing to $4,299,523,856 with VALUE read as dollars as filed, 13F file number 028-05049. The quarter's positions are built on this report. The resolved quarter.
Other managers
- included managerGUGGENHEIM FUNDS INVESTMENT ADVISORS, LLC028-11097
- included managerRussell Investments Group, Ltd.028-17598
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| BANK OF AMER CORP | 060505682 | 7.25%CNV PFD L | 179,401 | $200,032,536 | dollars as filed | |
| WELLS FARGO & CO | 949746804 | PERP PFD CNV A | 179,122 | $199,989,713 | dollars as filed | |
| SOUTHWEST AIRLS CO | 844741BG2 | NOTE 1.250% 5/0 | 153,799,000 | $153,222,254 | dollars as filed | principal |
| AFFIRM HLDGS INC | 00827BAB2 | NOTE 11/1 | 135,774,000 | $102,007,006 | dollars as filed | principal |
| BOOKING HOLDINGS INC | 09857LAN8 | NOTE 0.750% 5/0 | 55,428,000 | $92,841,900 | dollars as filed | principal |
| PIONEER NAT RES CO | 723787AP2 | NOTE 0.250% 5/1 | 33,959,000 | $83,348,970 | dollars as filed | principal |
| NEXTERA ENERGY INC | 65339F713 | CONV | 2,033,987 | $76,813,519 | dollars as filed | |
| DISH NETWORK CORPORATION | 25470MAF6 | NOTE 12/1 | 110,354,000 | $74,213,065 | dollars as filed | principal |
| SNAP INC | 83304AAB2 | NOTE 0.75% 08/01/2026 | 81,051,000 | $71,304,617 | dollars as filed | principal |
| HALOZYME THERAPEUTICS INC | 40637HAF6 | NOTE 1.000% 8/1 | 74,353,000 | $69,798,879 | dollars as filed | principal |
| EQT CORP | 26884LAK5 | NOTE 1.750% 5/0 | 24,947,000 | $69,367,628 | dollars as filed | principal |
| NCL CORP LTD | 62886HBD2 | BOND | 81,006,000 | $67,437,495 | dollars as filed | principal |
| Shift4 Payments Inc | 82452JAB5 | Convertible bond | 66,397,000 | $65,666,633 | dollars as filed | principal |
| DIGITALOCEAN HLDGS INC | 25402DAB8 | CNV | 85,164,000 | $65,525,182 | dollars as filed | principal |
| DRAFTKINGS INC NEW | 26142RAB0 | CNV | 78,481,000 | $60,155,687 | dollars as filed | principal |
| PELOTON INTERACTIVE INC | 70614WAB6 | NOTE 2/1 | 78,658,000 | $59,583,461 | dollars as filed | principal |
| JETBLUE AIRWAYS CORP | 477143AP6 | NOTE 0.500% 4/0 | 74,905,000 | $58,283,581 | dollars as filed | principal |
| EXACT SCIENCES CORP | 30063PAC9 | NOTE 0.375% 3/0 | 64,753,000 | $56,212,079 | dollars as filed | principal |
| BILL HOLDINGS INC | 090043AB6 | NOTE 12/0 | 53,478,000 | $54,012,780 | dollars as filed | principal |
| ALTERYX INC | 02156BAF0 | BOND | 60,143,000 | $53,598,934 | dollars as filed | principal |
| EXPEDIA GROUP INC | 30212PBE4 | NOTE 2/1 | 59,242,000 | $51,765,660 | dollars as filed | principal |
| BLOCK INC | 852234AF0 | NOTE 0.125% 3/0 | 52,997,000 | $49,446,201 | dollars as filed | principal |
| UNITY SOFTWARE INC | 91332UAB7 | NOTE 11/1 | 60,586,000 | $48,256,749 | dollars as filed | principal |
| SOLAREDGE TECHNOLOGIES INC | 83417MAD6 | NOTE 9/1 | 52,227,000 | $47,866,046 | dollars as filed | principal |
| JAZZ INVESTMENTS I LTD | 472145AF8 | NOTE 2.000% 6/1 | 46,124,000 | $47,190,618 | dollars as filed | principal |
| ENPHASE ENERGY INC | 29355AAK3 | NOTE 3/0 | 56,293,000 | $46,863,923 | dollars as filed | principal |
| SAREPTA THERAPEUTICS INC | 803607AD2 | NOTE 1.250% 9/1 | 41,435,000 | $46,485,927 | dollars as filed | principal |
| OMNICELL COM | 68213NAD1 | NOTE 0.250% 9/1 | 51,103,000 | $46,344,033 | dollars as filed | principal |
| WAYFAIR INC | 94419LAF8 | NOTE 1.000% 8/1 | 55,105,000 | $45,323,863 | dollars as filed | principal |
| INSULET CORP | 45784PAK7 | NOTE 0.375% 9/0 | 45,751,000 | $44,973,233 | dollars as filed | principal |
| APOLLO GLOBAL MGMT INC | 03769M304 | CMN | 807,500 | $44,372,125 | dollars as filed | |
| ALNYLAM PHARMACEUTICALS INC | 02043QAB3 | NOTE 1.000% 9/1 | 47,689,000 | $44,231,548 | dollars as filed | principal |
| SPLUNK INC | 848637AF1 | NOTE 1.125% 6/1 | 44,421,000 | $42,133,319 | dollars as filed | principal |
| BENTLEY SYS INC | 08265TAB5 | NOTE 0.125% 1/1 | 43,199,000 | $41,903,030 | dollars as filed | principal |
| Nutanix Inc Note 0.250 percent 10/0 | 67059NAH1 | Convertible | 45,335,000 | $40,688,163 | dollars as filed | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAK7 | NOTE 1.250% 5/1 | 39,812,000 | $39,636,827 | dollars as filed | principal |
| SHIFT4 PMTS INC | 82452JAD1 | NOTE 0.500% 8/0 | 44,804,000 | $38,504,558 | dollars as filed | principal |
| SNAP INC | 83304AAH9 | NOTE 0.125% 3/0 | 52,137,000 | $36,183,078 | dollars as filed | principal |
| ETSY INC | 29786AAL0 | NOTE 0.125% 9/0 | 43,449,000 | $34,976,445 | dollars as filed | principal |
| ANYWHERE REAL ESTATE GROUP L | 75606DAP6 | CNV | 45,539,000 | $34,837,335 | dollars as filed | principal |
| HAEMONETICS CORP MASS | 405024AB6 | NOTE 3/0 | 39,904,000 | $34,816,240 | dollars as filed | principal |
| NICE LTD | 653656AB4 | NOTE 9/1 | 38,371,000 | $34,725,755 | dollars as filed | principal |
| ZIFF DAVIS INC | 48123VAE2 | NOTE 1.75% 11/01/2026 | 37,459,000 | $34,630,846 | dollars as filed | principal |
| PALO ALTO NETWORKS INC | 697435AF2 | NOTE 0.375% 6/0 | 13,877,000 | $32,756,659 | dollars as filed | principal |
| ZSCALER INC | 98980GAB8 | NOTE 0.125% 7/0 | 26,911,000 | $32,454,666 | dollars as filed | principal |
| AKAMAI TECHNOLOGIES INC | 00971TAL5 | NOTE 0.375% 9/0 | 30,873,000 | $32,308,595 | dollars as filed | principal |
| BRIDGEBIO PHARMA INC | 10806XAB8 | NOTE 2.500% 3/1 | 33,421,000 | $32,084,160 | dollars as filed | principal |
| BLACKLINE INC | 09239BAD1 | NOTE 3/1 | 36,965,000 | $32,020,931 | dollars as filed | principal |
| MICROSTRATEGY INC | 594972AE1 | NOTE 2/1 | 44,999,000 | $31,782,794 | dollars as filed | principal |
| SPIRIT AIRLS INC | 848577AB8 | NOTE 1.000% 5/1 | 37,595,000 | $31,448,218 | dollars as filed | principal |
| OKTA INC | 679295AF2 | NOTE 0.375% 6/1 | 33,993,000 | $29,760,872 | dollars as filed | principal |
| TELADOC HEALTH INC | 87918AAF2 | NOTE 1.250% 6/0 | 36,641,000 | $29,382,418 | dollars as filed | principal |
| ZILLOW GROUP INC | 98954MAH4 | NOTE 2.750% 5/1 | 28,440,000 | $29,335,860 | dollars as filed | principal |
| GUARDANT HEALTH INC | 40131MAB5 | NOTE 11/1 | 42,290,000 | $29,285,825 | dollars as filed | principal |
| RAPID7 INC | 753422AF1 | NOTE 0.250% 3/1 | 32,714,000 | $28,031,809 | dollars as filed | principal |
| EURONET WORLDWIDE INC | 298736AL3 | NOTE 0.750% 3/1 | 28,617,000 | $26,578,039 | dollars as filed | principal |
| BLOCK INC | 852234AK9 | NOTE 0.250%11/0 | 34,882,000 | $26,357,525 | dollars as filed | principal |
| WESTERN DIGITAL CORP. | 958102AP0 | NOTE 1.500% 2/0 | 26,429,000 | $26,111,852 | dollars as filed | principal |
| CABLE ONE INC | 12685JAE5 | NOTE 3/1 | 31,491,000 | $25,917,093 | dollars as filed | principal |
| CLOUDFLARE INC | 18915MAC1 | NOTE 8/1 | 30,066,000 | $25,706,430 | dollars as filed | principal |
| RINGCENTRAL INC | 76680RAH0 | NOTE 3/1 | 30,164,000 | $25,527,793 | dollars as filed | principal |
| NEOGENOMICS INC | 64049MAA8 | Convertible Debt | 25,499,000 | $23,905,313 | dollars as filed | principal |
| FORD MTR CO | 345370CZ1 | NOTE 3/1 | 24,193,000 | $23,890,588 | dollars as filed | principal |
| CONMED CORP | 207410AH4 | NOTE 2.250% 6/1 | 24,731,000 | $23,667,567 | dollars as filed | principal |
| VERINT SYSTEMS INC | 92343XAC4 | BOND | 27,232,000 | $23,385,480 | dollars as filed | principal |
| CONFLUENT INC | 20717MAB9 | NOTE 1/1 | 27,900,000 | $22,894,740 | dollars as filed | principal |
| FIVE9 INC | 338307AD3 | NOTE 0.500% 6/0 | 24,277,000 | $22,711,134 | dollars as filed | principal |
| EVOLENT HEALTH INC | 30050BAD3 | NOTE 1.500%10/1 | 20,877,000 | $22,298,724 | dollars as filed | principal |
| BENTLEY SYS INC | 08265TAD1 | NOTE 0.375% 7/0 | 25,455,000 | $22,120,395 | dollars as filed | principal |
| Bridgebio Pharma Inc Note 2.250 percent 2/0 | 10806XAD4 | Convertible | 29,488,000 | $22,116,000 | dollars as filed | principal |
| ROYAL CARIBBEAN GROUP | 780153BQ4 | NOTE 6.000% 8/1 | 11,141,000 | $22,020,187 | dollars as filed | principal |
| TYLER TEX INDPT SCH DIST | 902252AB1 | NOTE 0.250% 3/1 | 22,622,000 | $21,954,651 | dollars as filed | principal |
| WOLFSPEED INC | 977852AB8 | NOTE 0.250% 2/1 | 30,177,000 | $20,490,183 | dollars as filed | principal |
| WAYFAIR INC | 94419LAP6 | NOTE 3.250% 9/1 | 16,569,000 | $20,031,921 | dollars as filed | principal |
| PEBBLEBROOK HOTEL TR | 70509VAA8 | NOTE 1.750%12/1 | 23,968,000 | $19,998,899 | dollars as filed | principal |
| LUMENTUM HLDGS INC | 55024UAF6 | NOTE 0.500% 6/1 | 26,897,000 | $19,669,776 | dollars as filed | principal |
| DATADOG INC | 23804LAB9 | NOTE 0.125% 6/1 | 16,250,000 | $19,150,625 | dollars as filed | principal |
| NEOGENOMICS INC | 64049MAB6 | NOTE 0.250% 1/1 | 25,679,000 | $18,537,670 | dollars as filed | principal |
| LITHIUM ARGENTINA AG | 53680QAA6 | NOTE 1.750% 1/1 | 25,258,000 | $18,438,340 | dollars as filed | principal |
| COMMERCE.COM INC | 08975PAB4 | NOTE 0.250%10/0 | 23,243,000 | $18,396,835 | dollars as filed | principal |
| FARFETCH LTD | 30744WAD9 | BOND | 33,392,000 | $17,908,130 | dollars as filed | principal |
| CYBERARK SOFTWARE LTD | 23248VAB1 | NOTE 11/1 | 15,396,000 | $17,820,870 | dollars as filed | principal |
| LUMENTUM HLDGS INC | 55024UAD1 | NOTE 0.500%12/1 | 19,249,000 | $16,226,907 | dollars as filed | principal |
| PERFICIENT INC | 71375UAF8 | BOND | 19,992,000 | $16,119,550 | dollars as filed | principal |
| REDFIN CORP | 75737FAE8 | NOTE 0.500% 4/0 | 27,481,000 | $16,076,385 | dollars as filed | principal |
| ZILLOW GROUP INC | 98954MAG6 | NOTE 1.375% 9/0 | 13,315,000 | $15,997,973 | dollars as filed | principal |
| CHEESECAKE FACTORY INC | 163072AA9 | NOTE 0.375% 6/1 | 18,992,000 | $15,787,100 | dollars as filed | principal |
| SPLUNK INC | 848637AD6 | BOND | 14,651,000 | $15,779,127 | dollars as filed | principal |
| CABLE ONE, INC. | 12685JAG0 | NOTE | 20,838,000 | $15,607,662 | dollars as filed | principal |
| ITRON INC | 465741AN6 | NOTE 3/1 | 17,992,000 | $15,563,080 | dollars as filed | principal |
| BOX INC | 10316TAB0 | NOTE 1/1 | 13,873,000 | $15,031,396 | dollars as filed | principal |
| ENPHASE ENERGY INC | 29355AAH0 | NOTE 3/0 | 16,913,000 | $14,925,723 | dollars as filed | principal |
| NCL CORP LTD | 62886HAX9 | NOTE 5.375% 8/0 | 12,027,000 | $14,041,523 | dollars as filed | principal |
| CHART INDS INC | 16115Q407 | 6.75DP CNV PFD B | 204,272 | $13,851,684 | dollars as filed | |
| MONGODB INC | 60937PAD8 | NOTE 0.250% 1/1 | 7,930,000 | $13,582,108 | dollars as filed | principal |
| NATIONAL VISION HLDGS INC | 63845RAB3 | NOTE 2.500% 5/1 | 13,927,000 | $13,425,628 | dollars as filed | principal |
| REDFIN CORP | 75737FAC2 | NOTE 10/1 | 15,853,000 | $13,108,846 | dollars as filed | principal |
| PAGERDUTY INC | 69553PAB6 | BOND | 13,709,000 | $13,100,320 | dollars as filed | principal |
| BILL HOLDINGS INC | 090043AD2 | NOTE 4/0 | 15,050,000 | $12,256,344 | dollars as filed | principal |
| DEXCOM INC | 252131AK3 | NOTE 0.250%11/1 | 12,644,000 | $11,980,190 | dollars as filed | principal |
| BLOOM ENERGY CORP | 093712AH0 | COM CL A | 10,466,000 | $11,439,338 | dollars as filed | principal |
| UBER TECHNOLOGIES INC | 90353TAJ9 | NOTE 12/1 | 11,615,000 | $10,893,897 | dollars as filed | principal |
| EXACT SCIENCES CORP | 30063PAB1 | NOTE 0.375% 3/1 | 11,752,000 | $10,694,320 | dollars as filed | principal |
| SPY | 78462F103 | SHS | 25,000 | $10,687,000 | dollars as filed | put |
| AES CORP | 00130H204 | CONV | 173,672 | $10,642,620 | dollars as filed | |
| PENN ENTERTAINMENT INC | 707569AU3 | NOTE 2.750% 5/1 | 8,602,000 | $10,483,257 | dollars as filed | principal |
| ETSY INC | 29786AAJ5 | NOTE 0.125%10/0 | 10,054,000 | $10,255,080 | dollars as filed | principal |
| ARES CAPITAL CORP | 04010LAW3 | NOTE 4.625% 3/0 | 9,463,000 | $9,646,346 | dollars as filed | principal |
| ROYAL CARIBBEAN GROUP | 780153BF8 | NOTE 2.875%11/1 | 8,379,000 | $9,476,649 | dollars as filed | principal |
| AMERICAN AIRLINES GROUP INC | 02376RAF9 | NOTE 6.500% 7/0 | 8,570,000 | $9,187,040 | dollars as filed | principal |
| ZTO EXPRESS CAYMAN INC | 98980AAB1 | NOTE 1.500% 9/0 | 8,196,000 | $7,986,513 | dollars as filed | principal |
| CYTOKINETICS INC | 23282WAC4 | NOTE 3.500% 7/0 | 9,100,000 | $7,763,210 | dollars as filed | principal |
| ENVISTA HOLDINGS CORPORATION | 29415FAB0 | BOND | 5,490,000 | $7,644,825 | dollars as filed | principal |
| BLACKSTONE MORTGAGE TRUST IN | 09257WAE0 | NOTE 5.500% 3/1 | 8,398,000 | $7,510,961 | dollars as filed | principal |
| LYFT INC | 55087PAB0 | NOTE 1.500% 5/1 | 8,034,000 | $7,423,416 | dollars as filed | principal |
| NATERA INC | 632307AB0 | BOND | 5,424,000 | $7,200,360 | dollars as filed | principal |
| BURLINGTON STORES INC | 122017AB2 | NOTE 2.250% 4/1 | 7,299,000 | $7,148,641 | dollars as filed | principal |
| COINBASE GLOBAL INC | 19260QAB3 | NOTE 0.500% 6/0 | 8,790,000 | $6,641,724 | dollars as filed | principal |
| ALTAIR ENGR INC | 021369AC7 | BOND | 5,988,000 | $6,365,244 | dollars as filed | principal |
| FLAGSTAR BANK NATIONAL ASSOC | 64944P307 | UNIT 05/07/2051 | 169,060 | $6,214,571 | dollars as filed | |
| SEA LTD | 81141RAF7 | NOTE 2.375%12/0 | 6,421,000 | $6,170,581 | dollars as filed | principal |
| HALOZYME THERAPEUTICS INC | 40637HAD1 | NOTE 0.250% 3/0 | 6,769,000 | $5,745,527 | dollars as filed | principal |
| MIDDLEBY CORP | 596278AB7 | NOTE 1.000% 9/0 | 4,710,000 | $5,296,395 | dollars as filed | principal |
| RAPID7 INC | 753422AD6 | NOTE 2.250% 5/0 | 4,999,000 | $5,146,471 | dollars as filed | principal |
| GUESS INC | 401617AD7 | BOND | 5,000,000 | $5,128,125 | dollars as filed | principal |
| AKAMAI TECHNOLOGIES INC | 00971TAJ0 | NOTE 0.125% 5/0 | 4,300,000 | $5,092,920 | dollars as filed | principal |
| CINEMARK HLDGS INC | 17243VAB8 | NOTE 4.500% 8/1 | 3,440,000 | $5,039,600 | dollars as filed | principal |
| DROPBOX INC | 26210CAD6 | NOTE 3/0 | 4,730,000 | $4,502,960 | dollars as filed | principal |
| H World Group Ltd | 44332NAB2 | Convertible bond | 3,755,000 | $4,316,373 | dollars as filed | principal |
| International Business Machines Corporation | 459200101 | COM | 30,000 | $4,209,000 | dollars as filed | |
| Dropbox Inc | 26210CAC8 | Convertible bond | 4,384,000 | $4,151,648 | dollars as filed | principal |
| MGP INGREDIENTS INC NEW | 55303JAB2 | NOTE 1.875%11/1 | 3,300,000 | $4,065,600 | dollars as filed | principal |
| HALLIBURTON CO COM | 406216101 | Stock | 100,000 | $4,050,000 | dollars as filed | |
| INTEGRA LIFESCIENCES HLDGS C | 457985AM1 | NOTE 0.500% 8/1 | 4,381,000 | $4,017,377 | dollars as filed | principal |
| REPLIGEN CORP | 759916AB5 | BOND | 2,780,000 | $3,979,014 | dollars as filed | principal |
| LENNAR CORP CL A | 526057104 | Stock | 35,000 | $3,928,050 | dollars as filed | |
| BIOMARIN PHARMACEUTICAL INC | 09061GAH4 | NOTE 0.599% 8/0 | 3,870,000 | $3,763,575 | dollars as filed | principal |
| COHERUS BIOSCIENCES INC | 19249HAB9 | BOND | 6,073,000 | $3,719,713 | dollars as filed | principal |
| PARSONS CORP DEL | 70202LAB8 | BOND | 2,791,000 | $3,557,130 | dollars as filed | principal |
| LUMENTUM HLDGS INC | 55024UAB5 | NOTE 0.250% 3/1 | 3,439,000 | $3,413,208 | dollars as filed | principal |
| NVIDIA Corp | 67066G104 | COM | 7,500 | $3,262,425 | dollars as filed | |
| GUIDEWIRE SOFTWARE INC | 40171VAA8 | BOND | 3,200,000 | $3,257,600 | dollars as filed | principal |
| SIMON PPTY GROUP INC NEW COM | 828806109 | REIT | 30,000 | $3,240,900 | dollars as filed | |
| JOHNSON CTLS INTL PLC SHS | G51502105 | Stock | 60,000 | $3,192,600 | dollars as filed | |
| JAZZ INVESTMENTS I LTD | 472145AD3 | NOTE 1.500% 8/1 | 3,280,000 | $3,172,580 | dollars as filed | principal |
| WINNEBAGO INDS INC | 974637AB6 | BOND | 2,800,000 | $3,144,400 | dollars as filed | principal |
| Merck & Co.,Inc. | 58933Y105 | COM | 30,000 | $3,088,500 | dollars as filed | |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 35,000 | $3,035,900 | dollars as filed | call |
| AbbVie,Inc. | 00287Y109 | COM | 20,000 | $2,981,200 | dollars as filed | |
| RH | 74967X103 | COM | 11,000 | $2,907,960 | dollars as filed | |
| SNOWFLAKE INC COM SHS | 833445109 | Stock | 19,000 | $2,902,630 | dollars as filed | |
| ARRAY TECHNOLOGIES INC | 04271TAB6 | NOTE 1.000%12/0 | 2,511,000 | $2,866,307 | dollars as filed | principal |
| Morgan Stanley | 617446448 | COM | 35,000 | $2,858,450 | dollars as filed | |
| RINGCENTRAL INC | 76680RAF4 | NOTE 3/0 | 3,065,000 | $2,840,949 | dollars as filed | principal |
| Bank of America Corp | 060505104 | COM | 100,000 | $2,738,000 | dollars as filed | |
| Advanced Micro Devices,Inc. | 007903107 | COM | 25,000 | $2,570,500 | dollars as filed | |
| UPSTART HLDGS INC | 91680MAB3 | NOTE 0.250% 8/1 | 3,700,000 | $2,462,813 | dollars as filed | principal |
| SNOWFLAKE INC COM SHS | 833445109 | Stock | 15,000 | $2,291,550 | dollars as filed | call |
| Deere & Company | 244199105 | COM | 6,000 | $2,264,280 | dollars as filed | |
| PGIM GLOBAL HIGH YIELD FUND IN | 69346J106 | COM | 200,000 | $2,156,000 | dollars as filed | |
| INSMED INC | 457669AB5 | NOTE 0.750% 6/0 | 2,150,000 | $2,143,550 | dollars as filed | principal |
| Eaton Corp. Plc | G29183103 | COM | 10,000 | $2,132,800 | dollars as filed | |
| AFFIRM HLDGS INC COM CL A | 00827B106 | Stock | 100,000 | $2,127,000 | dollars as filed | put |
| MARRIOTT VACATIONS WORLDWIDE | 57164YAD9 | NOTE 1/1 | 2,379,000 | $2,094,710 | dollars as filed | principal |
| FIRST TR HIGH YIELD OPPRT 20 | 33741Q107 | COM | 150,000 | $1,998,000 | dollars as filed | |
| SNAP INC | 83304AAD8 | NOTE 0.250% 5/0 | 2,100,000 | $1,942,500 | dollars as filed | principal |
| NRG ENERGY INC | 629377CG5 | DBCV 2.750% 6/0 | 1,792,000 | $1,904,896 | dollars as filed | principal |
| DATADOGINCCLASSA | 23804L103 | STOK | 20,000 | $1,821,800 | dollars as filed | call |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 13,000 | $1,596,010 | dollars as filed | |
| FRONTIER GROUP HLDGS INC COM | 35909R108 | Stock | 310,100 | $1,500,884 | dollars as filed | call |
| LGI HOMES INC COM | 50187T106 | Stock | 15,000 | $1,492,350 | dollars as filed | |
| HERBALIFE NUTRITION LTD | 42703MAD5 | NOTE 2.625% 3/1 | 1,429,000 | $1,398,277 | dollars as filed | principal |
| MAKEMYTRIP LIMITED MAURITIUS | 56087FAB0 | NOTE 2/1 | 1,145,000 | $1,342,513 | dollars as filed | principal |
| ConocoPhillips | 20825C104 | COM | 10,000 | $1,198,000 | dollars as filed | |
| ALGONQUIN PWR UTILS CORP | 015857873 | CONV | 55,000 | $1,197,350 | dollars as filed | |
| SUNNOVA ENERGY INTL INC. | 86745KAF1 | NOTE 0.250%12/0 | 1,780,000 | $1,156,110 | dollars as filed | principal |
| ALTAIR ENGINEERING INC | 021369103 | COMMON STOCK | 17,400 | $1,088,544 | dollars as filed | |
| FARFETCH LTD | 30744W107 | ORD SH CL A | 500,000 | $1,045,000 | dollars as filed | call |
| Micron Technology,Inc. | 595112103 | COM | 15,000 | $1,020,450 | dollars as filed | call |
| CONMED CORP COM | 207410101 | Stock | 10,000 | $1,008,500 | dollars as filed | put |
| UPWORK INC | 91688FAB0 | NOTE 0.250% 8/1 | 1,174,000 | $969,163 | dollars as filed | principal |
| TJX Companies Inc | 872540109 | COM | 10,000 | $888,800 | dollars as filed | call |
| TRANSOCEAN LTD REGISTERED SHS | H8817H100 | Stock | 100,000 | $821,000 | dollars as filed | call |
| SOFI TECHNOLOGIES INC COM | 83406F102 | Stock | 100,000 | $799,000 | dollars as filed | call |
| POST HLDGS INC | 737446AT1 | NOTE 2.500% 8/1 | 549,000 | $547,079 | dollars as filed | principal |
| LIVE NATION ENTERTAINMENT IN | 538034AU3 | NOTE 2.000% 2/1 | 330,000 | $337,743 | dollars as filed | principal |
| AIRBNB INC CLASS A | 009066AB7 | CLASS A | 351,000 | $309,758 | dollars as filed | principal |
| CARNIVAL CORP | 143658BT8 | BOND | 204,000 | $305,898 | dollars as filed | principal |
| SL GREEN RLTY CORP COM | 78440X887 | REIT | 8,000 | $298,400 | dollars as filed | put |
| VIAVI SOLUTIONS INC | 925550AB1 | NOTE 1.000% 3/0 | 157,000 | $154,056 | dollars as filed | principal |
| PERMIAN RES OPER LLC | 15136AAA0 | NOTE 3.250% 4/0 | 58,000 | $137,495 | dollars as filed | principal |
| CUTERA INC | 232109AD0 | NOTE 2.250% 6/0 | 216,000 | $127,310 | dollars as filed | principal |
| Q2 HLDGS INC | 74736LAD1 | NOTE 0.750% 6/0 | 125,000 | $109,613 | dollars as filed | principal |
| MANCHESTER UTD PLC NEW | G5784H106 | CMN | 5,000 | $98,950 | dollars as filed | |
| BLOCK INC CL A | 852234103 | Stock | 2,100 | $92,946 | dollars as filed | |
| FARFETCH LTD | 30744W107 | ORD SH CL A | 36,580 | $76,452 | dollars as filed | |
| GRAB HOLDINGS LIMITED | G4124C117 | *W EXP 99/99/999 | 170,314 | $58,758 | dollars as filed | |
| NEOGENOMICS INC | 64049M209 | COM NEW | 4,500 | $55,350 | dollars as filed | |
| BLOOM ENERGY CORP | 093712107 | COM | 35 | $464 | dollars as filed |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-23-052942 | this filing | 2023-11-13 | acceptance time not in the bulk data set |