Q3 2023 Holdings
Filed 2023-11-13 | 244 holdings | $495.6M | 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 | $143.2M | 335,000 | 28.9% |
| Occidental Pete Corp(OXY/WS) | *W EXP 08/03/202 | 674599162 | $45.0M | 1,046,696 | 9.1% |
| ON Semiconductor Corp | NOTE 1.625%10/1 | 682189AP0 | $44.2M | $9,849,000 | 8.9% |
| KBR Inc | NOTE 2.500%11/0 | 48242WAB2 | $37.3M | $15,790,000 | 7.5% |
| Palo Alto Networks Inc | NOTE 0.375% 6/0 | 697435AF2 | $12.6M | $5,356,000 | 2.5% |
| EQT Corp | NOTE 1.750% 5/0 | 26884LAK5 | $12.6M | $4,515,000 | 2.5% |
| Vmware Inc(VMWEUR) | CL A COM | 928563402 | $11.6M | 69,485 | 2.3% |
| RH | NOTE 9/1 | 74967XAD5 | $9.6M | $7,302,000 | 1.9% |
| Pioneer NAT RES Co | NOTE 0.250% 5/1 | 723787AP2 | $9.3M | $3,759,000 | 1.9% |
| Altair Engr Inc | NOTE 0.250% 6/0 | 021369AA1 | $9.1M | $6,700,000 | 1.8% |
| Conmed Corp | NOTE 2.625% 2/0 | 207410AF8 | $8.7M | $7,476,000 | 1.8% |
| Invesco QQQ TRPut | PUT | 46090E953 | $8.2M | 23,000 | 1.7% |
| Interdigital Inc | NOTE 2.000% 6/0 | 45867GAB7 | $6.6M | $6,200,000 | 1.3% |
| Veradigm Inc | NOTE 0.875% 1/0 | 01988PAF5 | $6.2M | $5,500,000 | 1.3% |
| Booking Holdings Inc | NOTE 0.750% 5/0 | 09857LAN8 | $5.9M | $3,527,000 | 1.2% |
| Etsy Inc | NOTE 0.125%10/0 | 29786AAJ5 | $5.4M | $5,323,000 | 1.1% |
| ATI Inc | NOTE 3.500% 6/1 | 01741RAK8 | $5.4M | $2,000,000 | 1.1% |
| Parsons Corp del | NOTE 0.250% 8/1 | 70202LAB8 | $5.2M | $4,096,000 | 1.1% |
| Spdr S&P 500 ETF TR(SPY) | TR UNIT | 78462F103 | $5.1M | 12,000 | 1.0% |
| Repligen Corp | NOTE 0.375% 7/1 | 759916AB5 | $4.9M | $3,432,000 | 1.0% |
| Apple IncPut | PUT | 037833950 | $4.8M | 28,000 | 1.0% |
| Hubspot Inc | NOTE 0.375% 6/0 | 443573AD2 | $4.6M | $2,574,000 | 0.9% |
| BOX Inc | NOTE 1/1 | 10316TAB0 | $4.1M | $3,786,000 | 0.8% |
| SEA LTD | NOTE 1.000%12/0 | 81141RAD2 | $3.9M | $3,500,000 | 0.8% |
| Akamai Technologies Inc | NOTE 0.125% 5/0 | 00971TAJ0 | $3.9M | $3,273,000 | 0.8% |
| Workiva Inc | NOTE 1.125% 8/1 | 98139AAB1 | $3.8M | $2,777,000 | 0.8% |
| Hertz Global Hldgs Inc(HTZWW) | *W EXP 06/30/205 | 42806J148 | $3.8M | 613,408 | 0.8% |
| Progress Software Corp | NOTE 1.000% 4/1 | 743312AB6 | $3.2M | $3,123,000 | 0.7% |
| Microchip Technology Inc. | NOTE 1.625% 2/1 | 595017AF1 | $2.9M | $1,300,000 | 0.6% |
| Middleby Corp | NOTE 1.000% 9/0 | 596278AB7 | $2.7M | $2,438,000 | 0.6% |
| Nice SYS Inc | NOTE 1.250% 1/1 | 65366HAB9 | $2.5M | $1,060,000 | 0.5% |
| Ishares TRPut | PUT | 464287952 | $2.2M | 25,000 | 0.4% |
| Ford MTR Co del | NOTE 3/1 | 345370CZ1 | $2.1M | $2,145,000 | 0.4% |
| Enphase Energy Inc | NOTE 0.250% 3/0 | 29355AAF4 | $2.1M | $1,338,000 | 0.4% |
| Noble Corp PLC | W EXP 02/04/202 | G65431135 | $1.9M | 59,490 | 0.4% |
| Neurocrine Biosciences Inc | NOTE 2.250% 5/1 | 64125CAD1 | $1.9M | $1,271,000 | 0.4% |
| Nvidia CorporationPut | PUT | 67066G954 | $1.7M | 4,000 | 0.4% |
| Chesapeake Energy Corp(EXEEL) | *W EXP 02/09/202 | 165167180 | $1.7M | 24,688 | 0.3% |
| Dollar GEN Corp NewCall | CALL | 256677905 | $1.7M | 16,000 | 0.3% |
| Zscaler Inc | NOTE 0.125% 7/0 | 98980GAB8 | $1.7M | $1,393,000 | 0.3% |
| Moderna IncPut | PUT | 60770K957 | $1.4M | 14,000 | 0.3% |
| Vaneck ETF TrustCall | CALL | 92189F906 | $1.4M | 52,300 | 0.3% |
| Noble Corp PLC | W EXP 02/04/202 | G65431150 | $1.4M | 49,063 | 0.3% |
| Fisker IncPut | PUT | 33813J956 | $1.3M | 204,300 | 0.3% |
| Surgepays Inc | *W EXP 10/22/202 | 86882L113 | $1.3M | 1,164,850 | 0.3% |
| Salesforce IncPut | PUT | 79466L952 | $1.2M | 6,000 | 0.2% |
| Ishares TR(TLT) | 20 YR TR BD ETF | 464287432 | $1.1M | 12,500 | 0.2% |
| Apple Inc(AAPL) | COM | 037833100 | $941.7K | 5,500 | 0.2% |
| Ford MTR Co delCall | CALL | 345370900 | $931.5K | 75,000 | 0.2% |
| Spdr SER TRPut | PUT | 78464A958 | $918.9K | 22,000 | 0.2% |