Q2 2022 Holdings
Filed 2022-08-11 | 251 holdings | $465.0K | 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 | $92.4K | 245,000 | 19.9% |
| Occidental Pete Corp(OXY/WS) | *W EXP 08/03/202 | 674599162 | $39.1K | 1,051,472 | 8.4% |
| Invesco QQQ TRPut | PUT | 46090E953 | $23.8K | 85,000 | 5.1% |
| ON Semiconductor Corp | NOTE 1.625%10/1 | 682189AP0 | $23.4K | $9,541,000 | 5.0% |
| Chesapeake Energy Corp(EXEEW) | *W EXP 02/09/202 | 165167164 | $23.0K | 376,848 | 4.9% |
| Microchip Technology Inc. | NOTE 1.625% 2/1 | 595017AD6 | $19.0K | $7,573,000 | 4.1% |
| Chesapeake Energy Corp(EXEEL) | *W EXP 02/09/202 | 165167180 | $15.8K | 301,794 | 3.4% |
| Sierra Oncology IncPut | PUT | 82640U954 | $11.7K | 213,100 | 2.5% |
| Plug PWR Inc | NOTE 3.750% 6/0 | 72919PAD5 | $11.7K | $3,485,000 | 2.5% |
| Chesapeake Energy Corp(EXEEZ) | *W EXP 02/09/202 | 165167172 | $11.2K | 198,101 | 2.4% |
| Palo Alto Networks Inc | NOTE 0.750% 7/0 | 697435AD7 | $10.9K | $5,791,000 | 2.3% |
| Arch Resources Inc | NOTE 5.250%11/1 | 039389AB7 | $10.1K | $2,500,000 | 2.2% |
| Apptech Pmts Corp(APCX) | COM | 03834B309 | $10.0K | 16,954 | 2.2% |
| II-VI Inc | NOTE 0.250% 9/0 | 902104AB4 | $6.6K | $5,956,000 | 1.4% |
| Lumentum Hldgs Inc | NOTE 0.250% 3/1 | 55024UAB5 | $6.3K | $4,500,000 | 1.3% |
| Spdr S&P 500 ETF TR(SPY) | TR UNIT | 78462F103 | $6.0K | 16,000 | 1.3% |
| Mcdonalds CorpPut | PUT | 580135951 | $5.7K | 23,000 | 1.2% |
| Allscripts Healthcare Soluti | NOTE 0.875% 1/0 | 01988PAF5 | $5.7K | $4,500,000 | 1.2% |
| Hannon Armstrong Sust Infr C | NOTE 8/1 | 41068XAD2 | $5.4K | $5,482,000 | 1.2% |
| Activision Blizzard IncCall | CALL | 00507V909 | $4.9K | 62,400 | 1.0% |
| Encore Cap Europe FIN LTD | NOTE 4.500% 9/0 | 29260UAA5 | $4.8K | $3,500,000 | 1.0% |
| Middleby Corp | NOTE 1.000% 9/0 | 596278AB7 | $4.6K | $4,035,000 | 1.0% |
| KBR Inc | NOTE 2.500%11/0 | 48242WAB2 | $4.5K | $2,321,000 | 1.0% |
| Live Nation Entertainment in | NOTE 2.500% 3/1 | 538034AQ2 | $4.3K | $3,290,000 | 0.9% |
| Invesco QQQ TRCall | CALL | 46090E903 | $4.2K | 15,000 | 0.9% |
| GFL Environmental Inc | UNIT 99/99/9999T | 36168Q120 | $4.0K | 67,156 | 0.9% |
| Viavi Solutions Inc | NOTE 1.000% 3/0 | 925550AB1 | $3.7K | $3,286,000 | 0.8% |
| Omnicell COM | NOTE 0.250% 9/1 | 68213NAD1 | $3.7K | $2,900,000 | 0.8% |
| Nova LTD | NOTE 10/1 | 66980MAB2 | $3.6K | $2,760,000 | 0.8% |
| RH | NOTE 9/1 | 74967XAD5 | $3.3K | $2,725,000 | 0.7% |
| Etsy Inc | NOTE 0.125%10/0 | 29786AAJ5 | $3.2K | $2,829,000 | 0.7% |
| Workday Inc | NOTE 0.250%10/0 | 98138HAF8 | $3.1K | $2,933,000 | 0.7% |
| Zendesk Inc | NOTE 0.250% 3/1 | 98936JAB7 | $3.0K | $2,500,000 | 0.6% |
| Rambus Inc del | NOTE 1.375% 2/0 | 750917AG1 | $3.0K | $2,482,000 | 0.6% |
| Akamai Technologies Inc | NOTE 0.125% 5/0 | 00971TAJ0 | $3.0K | $2,706,000 | 0.6% |
| FTI Consulting Inc | NOTE 2.000% 8/1 | 302941AP4 | $2.9K | $1,622,000 | 0.6% |
| Cloudflare Inc | NOTE 0.750% 5/1 | 18915MAB3 | $2.9K | $2,100,000 | 0.6% |
| Atlas AIR Worldwide Hldgs in | NOTE 1.875% 6/0 | 049164BJ4 | $2.9K | $2,451,000 | 0.6% |
| Tesla IncPut | PUT | 88160R951 | $2.4K | 3,600 | 0.5% |
| Q2 Hldgs Inc | NOTE 0.750% 2/1 | 74736LAB5 | $2.4K | $2,400,000 | 0.5% |
| Vaneck ETF TrustCall | CALL | 92189F906 | $2.2K | 79,100 | 0.5% |
| Envestnet Inc | NOTE 1.750% 6/0 | 29404KAB2 | $2.2K | $2,136,000 | 0.5% |
| Hertz Global Hldgs Inc(HTZWW) | *W EXP 06/30/205 | 42806J148 | $2.1K | 213,192 | 0.4% |
| Silicon Laboratories Inc | NOTE 0.625% 6/1 | 826919AD4 | $2.0K | $1,552,000 | 0.4% |
| Invesco QQQ TR(QQQ) | UNIT SER 1 | 46090E103 | $2.0K | 7,000 | 0.4% |
| South Jersey Inds Inc | UNIT 04/01/2024 | 838518306 | $1.8K | 26,037 | 0.4% |
| Liberty Media Corp del | NOTE 1.000% 1/3 | 531229AF9 | $1.7K | $1,000,000 | 0.4% |
| RH | NOTE 6/1 | 74967XAA1 | $1.7K | $1,466,000 | 0.4% |
| Fisker IncPut | PUT | 33813J956 | $1.6K | 185,700 | 0.3% |
| Nice SYS Inc | NOTE 1.250% 1/1 | 65366HAB9 | $1.5K | $639,000 | 0.3% |