Q4 2022 Holdings
Filed 2023-02-14 | 26 holdings | $643.7M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Select Sector Spdr TR(XLF)Put | FINANCIAL | 81369Y605 | $68.4M | 2,000,000 | 10.6% |
| American Airls Group Inc(AAL)Put | COM | 02376R102 | $61.5M | 4,837,500 | 9.6% |
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $60.4M | 158,000 | 9.4% |
| Ishares TR(IWM)Put | RUSSELL 2000 ETF | 464287655 | $56.1M | 321,800 | 8.7% |
| NIO Inc | NOTE 0.500% 2/0 | 62914VAF3 | $55.0M | $72,500,000 | 8.5% |
| Select Sector Spdr TR(XLE)Put | ENERGY | 81369Y506 | $43.7M | 500,000 | 6.8% |
| Dish Network Corporation | NOTE 3.375% 8/1 | 25470MAB5 | $42.5M | $67,500,000 | 6.6% |
| Frontier Communications Pare(FYBR) | COM | 35909D109 | $36.0M | 1,412,000 | 5.6% |
| OAK STR Health Inc | NOTE 3/1 | 67181AAB3 | $34.2M | $44,750,000 | 5.3% |
| Sunnova Energy Intl Inc. | NOTE 0.250%12/0 | 86745KAF1 | $32.6M | $42,000,000 | 5.1% |
| Coupa Software Inc | NOTE 0.375% 6/1 | 22266LAF3 | $28.9M | $30,000,000 | 4.5% |
| The Realreal Inc | NOTE 1.000% 3/0 | 88339PAD3 | $21.3M | $56,747,000 | 3.3% |
| American Airls Group Inc(AAL) | COM | 02376R102 | $18.0M | 1,413,890 | 2.8% |
| Bridgebio Pharma Inc | NOTE 2.250% 2/0 | 10806XAD4 | $16.8M | $43,287,000 | 2.6% |
| Commscope Hldg Co Inc(VISN) | COM | 20337X109 | $14.7M | 2,000,000 | 2.3% |
| Resolute FST Prods Inc(RFPUSD) | COM | 76117W109 | $13.7M | 635,123 | 2.1% |
| Splunk Inc(SPLKCHF) | COM | 848637104 | $13.5M | 156,959 | 2.1% |
| Ardagh Metal Packaging S A(AMBP) | SHS | L02235106 | $11.5M | 2,381,474 | 1.8% |
| Chart Inds Inc | 6.75DP CNV PFD B | 16115Q407 | $7.1M | 140,000 | 1.1% |
| Liberty Media Corp del | DEB 3.750% 2/1 | 530715AL5 | $3.8M | $11,369,722 | 0.6% |
| Clear Channel Outdoor Hldgs(CCO) | COM | 18453H106 | $1.7M | 1,652,038 | 0.3% |
| Liberty Media Corp del | DEB 4.000%11/1 | 530715AG6 | $1.4M | $3,966,019 | 0.2% |
| Mirion Technologies Inc | *W EXP 10/20/202 | 60471A119 | $646.2K | 576,979 | 0.1% |
| Benson Hill Inc | COMMON STOCK | 082490103 | $113.3K | 44,427 | 0.0% |
| SES AI Corporation(SES/WS) | *W EXP 12/10/202 | 78397Q117 | $60.8K | 115,020 | 0.0% |
| Enphys Acquisition Corp | *W EXP 99/99/999 | G3167L117 | $53.2K | 591,500 | 0.0% |