Warberg Asset Management LLC Q2 2022 Filing

Filed August 11, 2022

Portfolio Value

$455.0M

Holdings

251

Report Date

Q2 2022

Filing Type

13F-HR

All Holdings (251 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF TR	245,000	$92.4M	20.31%	Put
2	OXY/WSOCCIDENTAL PETE CORP	1,051,472	$39.1M	8.60%
3	QQQINVESCO QQQ TR	85,000	$23.8M	5.24%	Put
4	—ON SEMICONDUCTOR CORP	9,541,000	$23.4M	5.13%
5	EXEEWCHESAPEAKE ENERGY CORP	376,848	$23.0M	5.06%
6	MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC.	7,573,000	$19.0M	4.17%
7	EXEELCHESAPEAKE ENERGY CORP	301,794	$15.8M	3.48%
8	—SIERRA ONCOLOGY INC	213,100	$11.7M	2.58%	Put
9	PLUG 3.75 06/01/25PLUG PWR INC	3,485,000	$11.7M	2.56%
10	EXEEZCHESAPEAKE ENERGY CORP	198,101	$11.2M	2.47%
11	PANW 0.75 07/01/23PALO ALTO NETWORKS INC	5,791,000	$10.9M	2.39%
12	—ARCH RESOURCES INC	2,500,000	$10.1M	2.22%
13	—II-VI INC	5,956,000	$6.6M	1.46%
14	LITE 0.25 03/15/24LUMENTUM HLDGS INC	4,500,000	$6.3M	1.38%
15	SPYSPDR S&P 500 ETF TR	16,000	$6.0M	1.33%
16	MCDMCDONALDS CORP	23,000	$5.7M	1.25%	Put
17	MDRX 0.875 01/01/27ALLSCRIPTS HEALTHCARE SOLUTI	4,500,000	$5.7M	1.25%
18	HASI 0 08/15/23HANNON ARMSTRONG SUST INFR C	5,482,000	$5.4M	1.19%
19	—ACTIVISION BLIZZARD INC	62,400	$4.9M	1.07%	Call
20	—ENCORE CAP EUROPE FIN LTD	3,500,000	$4.8M	1.06%
21	MIDD 1 09/01/25MIDDLEBY CORP	4,035,000	$4.6M	1.01%
22	KBR 2.5 11/01/23KBR INC	2,321,000	$4.5M	0.99%
23	LYV 2.5 03/15/23LIVE NATION ENTERTAINMENT IN	3,290,000	$4.3M	0.94%
24	—INVESCO QQQ TR	15,000	$4.2M	0.92%	Call
25	GFLCN 6 03/15/23GFL ENVIRONMENTAL INC	67,156	$4.0M	0.87%
26	VIAV 1 03/01/24VIAVI SOLUTIONS INC	3,286,000	$3.7M	0.81%
27	OMCL 0.25 09/15/25OMNICELL COM	2,900,000	$3.7M	0.81%
28	NVMI 0 10/15/25NOVA LTD	2,760,000	$3.6M	0.78%
29	—RH	2,725,000	$3.3M	0.72%
30	ETSY 0.125 10/01/26ETSY INC	2,829,000	$3.2M	0.71%
31	—WORKDAY INC	2,933,000	$3.1M	0.68%
32	—ZENDESK INC	2,500,000	$3.0M	0.66%
33	RMBS 1.375 02/01/23RAMBUS INC DEL	2,482,000	$3.0M	0.65%
34	AKAM 0.125 05/01/25AKAMAI TECHNOLOGIES INC	2,706,000	$3.0M	0.65%
35	FCN 2 08/15/23FTI CONSULTING INC	1,622,000	$2.9M	0.64%
36	—CLOUDFLARE INC	2,100,000	$2.9M	0.63%
37	AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN	2,451,000	$2.9M	0.63%
38	TSLATESLA INC	3,600	$2.4M	0.53%	Put
39	QTWO 0.75 02/15/23Q2 HLDGS INC	2,400,000	$2.4M	0.52%
40	—VANECK ETF TRUST	79,100	$2.2M	0.48%	Call
41	—ENVESTNET INC	2,136,000	$2.2M	0.48%
42	HTZWWHERTZ GLOBAL HLDGS INC	213,192	$2.1M	0.46%
43	SLAB 0.625 06/15/25SILICON LABORATORIES INC	1,552,000	$2.0M	0.44%
44	NDQINVESCO QQQ TR	7,000	$2.0M	0.43%
45	SJI 8.75 04/01/24SOUTH JERSEY INDS INC	26,037	$1.8M	0.39%
46	FWONK 1 01/30/23LIBERTY MEDIA CORP DEL	1,000,000	$1.7M	0.38%
47	—RH	1,466,000	$1.7M	0.38%
48	—FISKER INC	185,700	$1.6M	0.35%	Put
49	—NICE SYS INC	639,000	$1.5M	0.32%
50	PANW 0.375 06/01/25PALO ALTO NETWORKS INC	824,000	$1.4M	0.31%
51	NENNEW ENGLAND RLTY ASSOC LTD P	17,971	$1.4M	0.30%
52	AAPLAPPLE INC	10,000	$1.4M	0.30%	Put
53	—HCI GROUP INC	1,194,000	$1.4M	0.30%
54	SWK 5.25 11/15/22STANLEY BLACK & DECKER INC	16,442	$1.1M	0.24%
55	—UNITED STS NAT GAS FD LP	55,000	$1.0M	0.23%	Call
56	—BRISTOL-MYERS SQUIBB CO	465,000	$968K	0.21%
57	SLVISHARES SILVER TR	50,000	$932K	0.20%	Call
58	—CONMED CORP	722,000	$875K	0.19%
59	—TERADYNE INC	303,000	$858K	0.19%
60	XOMEXXON MOBIL CORP	10,000	$856K	0.19%	Call
61	—PERSHING SQUARE TONTINE HLDG	39,147	$782K	0.17%
62	—SIXTH STREET SPECIALTY LENDI	716,000	$757K	0.17%
63	SOSOUTHERN CO	10,000	$713K	0.16%
64	SOSOUTHERN CO	10,000	$713K	0.16%	Put
65	PTCPTC INC	6,200	$659K	0.14%	Put
66	GMEGAMESTOP CORP NEW	5,000	$612K	0.13%	Put
67	—SOUTHERN CO	11,401	$604K	0.13%
68	SURGSURGEPAYS INC	469,545	$563K	0.12%
69	NFLXNETFLIX INC	3,000	$525K	0.12%	Call
70	—MUDRICK CAPITAL ACQU CORP II	51,063	$515K	0.11%
71	CCL 5.75 04/01/23CARNIVAL CORP	460,000	$514K	0.11%
72	OPHCOPTIMUMBANK HLDGS INC	119,118	$476K	0.10%
73	CTLPCANTALOUPE INC	83,800	$469K	0.10%	Call
74	—ACRI CAPITAL ACQUISITION COR	44,500	$445K	0.10%
75	—INTL GNRL INSURANCE HLDNGS L	799,088	$432K	0.09%
76	AEMAGNICO EAGLE MINES LTD	9,000	$412K	0.09%	Call
77	—REDBOX ENTERTAINMENT INC	50,000	$370K	0.08%	Put
78	MSTRMICROSTRATEGY INC	2,200	$361K	0.08%	Put
79	NVST 2.375 06/01/25ENVISTA HOLDINGS CORPORATION	172,000	$329K	0.07%
80	XLFISELECT SECTOR SPDR TR	4,500	$322K	0.07%	Call
81	—VALUENCE MERGER CORP I	32,100	$321K	0.07%
82	—SOCIAL CAPITAL HEDOSOPHA HLD	31,700	$315K	0.07%
83	—PAN AMERN SILVER CORP	15,200	$299K	0.07%	Call
84	—PRIME NO ACQUISITION I CORP	27,316	$273K	0.06%
85	—CONNEXA SPORTS TECHNOLOGIES	179,515	$266K	0.06%
86	DKS 3.25 04/15/25DICKS SPORTING GOODS INC	108,000	$257K	0.06%
87	—AURA FAT PROJS ACQUISITION C	25,000	$248K	0.05%
88	—FEUTUNE LIGHT ACQUISITION CO	24,900	$248K	0.05%
89	—ROBINHOOD MKTS INC	30,000	$247K	0.05%	Put
90	ATMPBARCLAYS BANK PLC	10,000	$231K	0.05%	Call
91	FGMCFG MERGER CORP	22,068	$220K	0.05%
92	—REVLON INC	40,000	$217K	0.05%	Put
93	—NOBLE ROCK ACQUISITION CORP	21,324	$209K	0.05%
94	SBEVWSPLASH BEVERAGE GROUP INC	288,878	$208K	0.05%
95	—EVERGREEN CORPORATION	20,636	$206K	0.05%
96	—AIMFINITY INVESTMENT CORP I	20,000	$197K	0.04%
97	NBSTNEWBURY STREET ACQUISITN COR	20,000	$195K	0.04%
98	UNGUSDUNITED STS NAT GAS FD LP	10,000	$190K	0.04%
99	BKNG 0.75 05/01/25BOOKING HOLDINGS INC	149,000	$180K	0.04%
100	POLWQ1847 GOEDEKER INC	689,514	$179K	0.04%

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