Q4 2022 Holdings
Filed 2023-02-13 | 271 holdings | $638.4M | 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 | $283.7M | 741,900 | 44.4% |
| Occidental Pete Corp(OXY/WS) | *W EXP 08/03/202 | 674599162 | $45.9M | 1,115,447 | 7.2% |
| Pioneer NAT RES Co | NOTE 0.250% 5/1 | 723787AP2 | $41.1M | $17,638,000 | 6.4% |
| ON Semiconductor Corp | NOTE 1.625%10/1 | 682189AP0 | $32.1M | $10,659,000 | 5.0% |
| Teradyne Inc | NOTE 1.250%12/1 | 880770AG7 | $19.9M | $7,179,000 | 3.1% |
| Dicks Sporting Goods Inc | NOTE 3.250% 4/1 | 253393AD4 | $17.5M | $4,664,000 | 2.7% |
| Atlas AIR Worldwide Hldgs in | NOTE 1.875% 6/0 | 049164BJ4 | $11.1M | $6,651,000 | 1.7% |
| South Jersey Inds Inc | UNIT 04/01/2024 | 838518306 | $10.7M | 155,100 | 1.7% |
| Microchip Technology Inc. | NOTE 1.625% 2/1 | 595017AD6 | $9.9M | $3,179,000 | 1.5% |
| Palo Alto Networks Inc | NOTE 0.750% 7/0 | 697435AD7 | $9.6M | $6,053,000 | 1.5% |
| Plug PWR Inc | NOTE 3.750% 6/0 | 72919PAD5 | $8.9M | $3,535,000 | 1.4% |
| FTI Consulting Inc | NOTE 2.000% 8/1 | 302941AP4 | $7.9M | $5,024,000 | 1.2% |
| Allscripts Healthcare Soluti | NOTE 0.875% 1/0 | 01988PAF5 | $7.2M | $5,011,000 | 1.1% |
| Liberty Media Corp del | NOTE 1.000% 1/3 | 531229AF9 | $7.1M | $4,368,000 | 1.1% |
| Allegheny Technologies Inc | NOTE 3.500% 6/1 | 01741RAK8 | $6.0M | $3,000,000 | 0.9% |
| Pure Storage Inc | NOTE 0.125% 4/1 | 74624MAB8 | $5.4M | $5,000,000 | 0.8% |
| Envista Holdings Corporation | NOTE 2.375% 6/0 | 29415FAB0 | $5.4M | $3,206,000 | 0.8% |
| Hertz Global Hldgs Inc(HTZWW) | *W EXP 06/30/205 | 42806J148 | $5.1M | 687,436 | 0.8% |
| GFL Environmental Inc | UNIT 99/99/9999T | 36168Q120 | $4.9M | 76,002 | 0.8% |
| Live Nation Entertainment in | NOTE 2.500% 3/1 | 538034AQ2 | $4.8M | $4,533,000 | 0.8% |
| Etsy Inc | NOTE 0.125%10/0 | 29786AAJ5 | $4.5M | $2,939,000 | 0.7% |
| Middleby Corp | NOTE 1.000% 9/0 | 596278AB7 | $4.4M | $3,761,000 | 0.7% |
| Anthem Inc | NOTE 2.750%10/1 | 94973VBG1 | $4.1M | $556,000 | 0.6% |
| Invesco QQQ TRPut | PUT | 46090E953 | $4.0M | 15,000 | 0.6% |
| Parsons Corp del | NOTE 0.250% 8/1 | 70202LAB8 | $3.6M | $3,126,000 | 0.6% |
| Colliers Intl Group Inc | NOTE 4.000% 6/0 | 194693AB3 | $3.3M | $2,000,000 | 0.5% |
| Activision Blizzard IncCall | CALL | 00507V909 | $3.3M | 43,700 | 0.5% |
| Apple IncPut | PUT | 037833950 | $3.2M | 25,000 | 0.5% |
| Surgepays Inc | *W EXP 10/22/202 | 86882L113 | $2.7M | 1,147,091 | 0.4% |
| Akamai Technologies Inc | NOTE 0.125% 5/0 | 00971TAJ0 | $2.5M | $2,320,000 | 0.4% |
| Harmonic Inc | DBCV 2.000% 9/0 | 413160AD4 | $2.2M | $1,375,000 | 0.3% |
| Lumentum Hldgs Inc | NOTE 0.250% 3/1 | 55024UAB5 | $2.1M | $2,000,000 | 0.3% |
| Silicon Laboratories Inc | NOTE 0.625% 6/1 | 826919AD4 | $1.9M | $1,545,000 | 0.3% |
| Exxon Mobil CorpCall | CALL | 30231G902 | $1.9M | 17,000 | 0.3% |
| Nice SYS Inc | NOTE 1.250% 1/1 | 65366HAB9 | $1.9M | $804,000 | 0.3% |
| New England Rlty Assoc LTD P(NEN) | DEPOSITRY RCPT | 644206104 | $1.8M | 25,264 | 0.3% |
| Rambus Inc del | NOTE 1.375% 2/0 | 750917AG1 | $1.8M | $946,000 | 0.3% |
| Vaneck ETF TrustCall | CALL | 92189F906 | $1.8M | 61,500 | 0.3% |
| Janus Detroit STR TR(VNLA) | HENDRSN SHRT ETF | 47103U886 | $1.6M | 34,175 | 0.3% |
| Fisker IncPut | PUT | 33813J956 | $1.5M | 204,300 | 0.2% |
| Invesco QQQ TR(QQQ) | UNIT SER 1 | 46090E103 | $1.5M | 5,500 | 0.2% |
| Mcdonalds CorpPut | PUT | 580135951 | $1.3M | 5,000 | 0.2% |
| Apple Inc(AAPL) | COM | 037833100 | $1.3M | 10,000 | 0.2% |
| Ishares TRPut | PUT | 464287952 | $1.3M | 13,000 | 0.2% |
| Spdr S&P 500 ETF TRCall | CALL | 78462F903 | $1.1M | 3,000 | 0.2% |
| Generac Hldgs IncCall | CALL | 368736904 | $1.1M | 11,000 | 0.2% |
| Insight Enterprises Inc | NOTE 0.750% 2/1 | 45765UAB9 | $1.0M | $679,000 | 0.2% |
| Starbucks CorpPut | PUT | 855244959 | $992.0K | 10,000 | 0.2% |
| Rogers CorpCall | CALL | 775133901 | $954.7K | 8,000 | 0.1% |
| Microchip Technology Inc. | NOTE 1.625% 2/1 | 595017AF1 | $950.4K | $476,000 | 0.1% |