Q2 2023 Holdings
Filed 2023-08-09 | 238 holdings | $602.6M | 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 | $178.6M | 403,000 | 29.6% |
| ON Semiconductor Corp | NOTE 1.625%10/1 | 682189AP0 | $40.0M | $8,778,000 | 6.6% |
| Dexcom Inc | NOTE 0.750%12/0 | 252131AH0 | $39.7M | $12,694,000 | 6.6% |
| KBR Inc | NOTE 2.500%11/0 | 48242WAB2 | $37.2M | $14,524,000 | 6.2% |
| Occidental Pete Corp(OXY/WS) | *W EXP 08/03/202 | 674599162 | $36.8M | 997,821 | 6.1% |
| Invesco QQQ TRPut | PUT | 46090E953 | $34.7M | 93,800 | 5.8% |
| Teradyne Inc | NOTE 1.250%12/1 | 880770AG7 | $26.9M | $7,612,000 | 4.5% |
| Mercadolibre Inc | NOTE 2.000% 8/1 | 58733RAD4 | $18.0M | $6,570,000 | 3.0% |
| RH | NOTE 9/1 | 74967XAD5 | $12.9M | $8,057,000 | 2.1% |
| Altair Engr Inc | NOTE 0.250% 6/0 | 021369AA1 | $10.9M | $6,700,000 | 1.8% |
| EQT Corp | NOTE 1.750% 5/0 | 26884LAK5 | $10.4M | $3,693,000 | 1.7% |
| FTI Consulting Inc | NOTE 2.000% 8/1 | 302941AP4 | $8.8M | $4,665,000 | 1.5% |
| Apple IncPut | PUT | 037833950 | $8.3M | 43,000 | 1.4% |
| Hertz Global Hldgs Inc(HTZWW) | *W EXP 06/30/205 | 42806J148 | $7.6M | 750,636 | 1.3% |
| SEA LTD | NOTE 1.000%12/0 | 81141RAD2 | $6.4M | $5,000,000 | 1.1% |
| Etsy Inc | NOTE 0.125%10/0 | 29786AAJ5 | $6.3M | $5,305,000 | 1.0% |
| Veradigm Inc | NOTE 0.875% 1/0 | 01988PAF5 | $6.1M | $5,500,000 | 1.0% |
| Pioneer NAT RES Co | NOTE 0.250% 5/1 | 723787AP2 | $5.9M | $2,666,000 | 1.0% |
| ATI Inc | NOTE 3.500% 6/1 | 01741RAK8 | $5.8M | $2,000,000 | 1.0% |
| Conmed Corp | NOTE 2.625% 2/0 | 207410AF8 | $4.9M | $3,170,000 | 0.8% |
| Ishares TRPut | PUT | 464287955 | $4.9M | 26,000 | 0.8% |
| Parsons Corp del | NOTE 0.250% 8/1 | 70202LAB8 | $4.4M | $3,839,000 | 0.7% |
| BOX Inc | NOTE 1/1 | 10316TAB0 | $4.4M | $3,500,000 | 0.7% |
| Booking Holdings Inc | NOTE 0.750% 5/0 | 09857LAN8 | $3.6M | $2,411,000 | 0.6% |
| Repligen Corp | NOTE 0.375% 7/1 | 759916AB5 | $3.5M | $2,678,000 | 0.6% |
| Surgepays Inc | *W EXP 10/22/202 | 86882L113 | $3.4M | 1,236,899 | 0.6% |
| Progress Software Corp | NOTE 1.000% 4/1 | 743312AB6 | $3.3M | $3,000,000 | 0.5% |
| Akamai Technologies Inc | NOTE 0.125% 5/0 | 00971TAJ0 | $3.2M | $2,980,000 | 0.5% |
| Interdigital Inc | NOTE 2.000% 6/0 | 45867GAB7 | $3.0M | $2,500,000 | 0.5% |
| Middleby Corp | NOTE 1.000% 9/0 | 596278AB7 | $3.0M | $2,438,000 | 0.5% |
| Home Depot IncCall | CALL | 437076902 | $2.8M | 9,000 | 0.5% |
| Vaneck ETF TrustCall | CALL | 92189F906 | $2.7M | 89,000 | 0.4% |
| Nice SYS Inc | NOTE 1.250% 1/1 | 65366HAB9 | $2.6M | $1,060,000 | 0.4% |
| Ford MTR Co del | NOTE 3/1 | 345370CZ1 | $2.2M | $2,000,000 | 0.4% |
| ARK ETF TRPut | PUT | 00214Q954 | $2.0M | 45,000 | 0.3% |
| Microchip Technology Inc. | NOTE 1.625% 2/1 | 595017AF1 | $2.0M | $771,000 | 0.3% |
| Zscaler Inc | NOTE 0.125% 7/0 | 98980GAB8 | $1.9M | $1,667,000 | 0.3% |
| Mcdonalds CorpPut | PUT | 580135951 | $1.8M | 6,000 | 0.3% |
| Microsoft CorpCall | CALL | 594918904 | $1.7M | 5,000 | 0.3% |
| New England Rlty Assoc LTD P(NEN) | DEPOSITRY RCPT | 644206104 | $1.6M | 22,104 | 0.3% |
| Chesapeake Energy Corp(EXEEL) | *W EXP 02/09/202 | 165167180 | $1.5M | 22,225 | 0.2% |
| Ishares TRPut | PUT | 464287952 | $1.4M | 14,000 | 0.2% |
| Spdr S&P 500 ETF TRCall | CALL | 78462F903 | $1.3M | 3,000 | 0.2% |
| Nvidia CorporationPut | PUT | 67066G954 | $1.3M | 3,000 | 0.2% |
| Fisker IncPut | PUT | 33813J956 | $1.2M | 204,300 | 0.2% |
| Western Alliance BancorpPut | PUT | 957638959 | $1.1M | 31,000 | 0.2% |
| Invesco QQQ TRCall | CALL | 46090E903 | $1.1M | 3,000 | 0.2% |
| Barclays Bank PLCCall | CALL | 06748F904 | $1.0M | 40,000 | 0.2% |
| Datadog Inc | NOTE 0.125% 6/1 | 23804LAB9 | $986.2K | $793,000 | 0.2% |
| Palo Alto Networks Inc | NOTE 0.375% 6/0 | 697435AF2 | $952.4K | $370,000 | 0.2% |