Q1 2023 Holdings
Filed 2023-05-15 | 249 holdings | $507.5M | 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 | $117.9M | 288,000 | 23.2% |
| ON Semiconductor Corp | NOTE 1.625%10/1 | 682189AP0 | $51.8M | $13,070,000 | 10.2% |
| Occidental Pete Corp(OXY/WS) | *W EXP 08/03/202 | 674599162 | $41.7M | 1,022,594 | 8.2% |
| Dicks Sporting Goods Inc | NOTE 3.250% 4/1 | 253393AD4 | $36.0M | $8,062,000 | 7.1% |
| Teradyne Inc | NOTE 1.250%12/1 | 880770AG7 | $25.3M | $7,423,000 | 5.0% |
| Invesco QQQ TRPut | PUT | 46090E953 | $21.5M | 67,000 | 4.2% |
| Palo Alto Networks Inc | NOTE 0.750% 7/0 | 697435AD7 | $14.2M | $6,339,000 | 2.8% |
| Microchip Technology Inc. | NOTE 1.625% 2/1 | 595017AD6 | $12.0M | $3,179,000 | 2.4% |
| Chart Inds Inc | NOTE 1.000%11/1 | 16115QAE0 | $10.9M | $5,000,000 | 2.1% |
| FTI Consulting Inc | NOTE 2.000% 8/1 | 302941AP4 | $9.9M | $5,056,000 | 1.9% |
| Pioneer NAT RES Co | NOTE 0.250% 5/1 | 723787AP2 | $9.8M | $4,542,000 | 1.9% |
| SEA LTD | NOTE 1.000%12/0 | 81141RAD2 | $8.8M | $5,000,000 | 1.7% |
| Etsy Inc | NOTE 0.125%10/0 | 29786AAJ5 | $7.8M | $5,450,000 | 1.5% |
| Allegheny Technologies Inc | NOTE 3.500% 6/1 | 01741RAK8 | $7.8M | $3,000,000 | 1.5% |
| Envista Holdings Corporation | NOTE 2.375% 6/0 | 29415FAB0 | $6.4M | $3,209,000 | 1.3% |
| Allscripts Healthcare Soluti | NOTE 0.875% 1/0 | 01988PAF5 | $6.2M | $5,500,000 | 1.2% |
| Plug PWR Inc | NOTE 3.750% 6/0 | 72919PAD5 | $6.0M | $2,535,000 | 1.2% |
| Hertz Global Hldgs Inc(HTZWW) | *W EXP 06/30/205 | 42806J148 | $5.0M | 567,060 | 1.0% |
| Ishares TRPut | PUT | 464287955 | $4.6M | 26,000 | 0.9% |
| Silicon Laboratories Inc | NOTE 0.625% 6/1 | 826919AD4 | $4.1M | $2,749,000 | 0.8% |
| BOX Inc | NOTE 1/1 | 10316TAB0 | $4.1M | $3,500,000 | 0.8% |
| Invesco QQQ TRCall | CALL | 46090E903 | $3.9M | 12,000 | 0.8% |
| Parsons Corp del | NOTE 0.250% 8/1 | 70202LAB8 | $3.8M | $3,473,000 | 0.8% |
| Peabody Engr Corp | NOTE 3.250% 3/0 | 704551AD2 | $3.8M | $2,500,000 | 0.8% |
| RH | NOTE 9/1 | 74967XAD5 | $3.8M | $2,907,000 | 0.7% |
| Spdr Gold TRPut | PUT | 78463V957 | $3.7M | 20,000 | 0.7% |
| Colliers Intl Group Inc | NOTE 4.000% 6/0 | 194693AB3 | $3.7M | $1,950,000 | 0.7% |
| Microchip Technology Inc. | NOTE 1.625% 2/1 | 595017AF1 | $3.4M | $1,446,000 | 0.7% |
| Clorox Co delPut | PUT | 189054959 | $3.2M | 20,000 | 0.6% |
| Apple IncPut | PUT | 037833950 | $3.1M | 18,900 | 0.6% |
| Middleby Corp | NOTE 1.000% 9/0 | 596278AB7 | $3.1M | $2,501,000 | 0.6% |
| Nice SYS Inc | NOTE 1.250% 1/1 | 65366HAB9 | $2.9M | $1,054,000 | 0.6% |
| Akamai Technologies Inc | NOTE 0.125% 5/0 | 00971TAJ0 | $2.4M | $2,390,000 | 0.5% |
| Barclays Bank PLCCall | CALL | 06748F904 | $2.4M | 53,000 | 0.5% |
| Harmonic Inc | DBCV 2.000% 9/0 | 413160AD4 | $2.4M | $1,375,000 | 0.5% |
| Vaneck ETF TrustCall | CALL | 92189F906 | $2.1M | 65,000 | 0.4% |
| Tesla IncPut | PUT | 88160R951 | $2.1M | 10,000 | 0.4% |
| RH | NOTE 6/1 | 74967XAA1 | $2.0M | $1,575,000 | 0.4% |
| Repligen Corp | NOTE 0.375% 7/1 | 759916AB5 | $1.6M | $1,015,000 | 0.3% |
| Ishares TR(ICSH) | BLACKROCK ULTRA | 46434V878 | $1.5M | 30,744 | 0.3% |
| Insight Enterprises Inc | NOTE 0.750% 2/1 | 45765UAB9 | $1.5M | $727,000 | 0.3% |
| Tesla Inc | NOTE 2.000% 5/1 | 88160RAG6 | $1.4M | $144,000 | 0.3% |
| Surgepays Inc | *W EXP 10/22/202 | 86882L113 | $1.4M | 1,211,492 | 0.3% |
| Mcdonalds CorpPut | PUT | 580135951 | $1.4M | 5,000 | 0.3% |
| Conmed Corp | NOTE 2.625% 2/0 | 207410AF8 | $1.3M | $1,066,000 | 0.3% |
| Fisker IncPut | PUT | 33813J956 | $1.3M | 204,300 | 0.2% |
| Aptiv PLC(APTV) | 5.5% CNV PFD A | G6095L117 | $1.1M | 9,127 | 0.2% |
| KBR Inc | NOTE 2.500%11/0 | 48242WAB2 | $1.0M | $464,000 | 0.2% |
| First REP BK SAN Francisco CPut | PUT | 33616C950 | $919.1K | 65,700 | 0.2% |
| New England Rlty Assoc LTD P(NEN) | DEPOSITRY RCPT | 644206104 | $909.1K | 12,557 | 0.2% |