Q1 2023 Holdings
Filed 2023-05-15 | 29 holdings | $919.3M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Ishares TR(TLT)Put | 20 YR TR BD ETF | 464287432 | $319.1M | 3,000,000 | 34.7% |
| Ishares TR(LQD)Put | IBOXX INV CP ETF | 464287242 | $274.0M | 2,500,000 | 29.8% |
| Ishares TR(IWM)Call | RUSSELL 2000 ETF | 464287655 | $160.6M | 900,000 | 17.5% |
| Ishares TR(IWM)Put | RUSSELL 2000 ETF | 464287655 | $41.0M | 230,000 | 4.5% |
| Western Asset Mortgage Capit | NOTE 6.750% 9/1 | 95790DAD7 | $24.7M | $28,520,000 | 2.7% |
| Liberty Latin America LTD | NOTE 2.000% 7/1 | 53069QAB5 | $16.1M | $17,290,000 | 1.7% |
| Liberty Media Corp del | DEB 3.750% 2/1 | 530715AL5 | $15.7M | $112,409,000 | 1.7% |
| Valaris Limited(VAL) | CL A | G9460G101 | $13.9M | 214,000 | 1.5% |
| Clear Channel Outdoor Hldgs(CCO) | COM | 18453H106 | $11.9M | 9,928,290 | 1.3% |
| Commscope Hldg Co Inc(VISN) | COM | 20337X109 | $9.9M | 1,560,483 | 1.1% |
| Playags Inc(AGS) | COM | 72814N104 | $7.2M | 1,010,000 | 0.8% |
| Ecovyst Inc(ECVT) | COM | 27923Q109 | $7.2M | 650,000 | 0.8% |
| Two Harbors Inventment Corpo | NOTE 6.250% 1/1 | 90187BAB7 | $3.9M | $4,555,000 | 0.4% |
| Qurate Retail Inc(QVCAUSD) | COM SER A | 74915M100 | $2.8M | 2,917,578 | 0.3% |
| International Game Technolog(BRSL) | SHS USD | G4863A108 | $2.8M | 105,000 | 0.3% |
| Liberty Media Corp del | DEB 4.000%11/1 | 530715AG6 | $2.2M | $15,135,000 | 0.2% |
| Iheartmedia Inc(IHRT) | COM CL A | 45174J509 | $1.4M | 368,767 | 0.2% |
| Melco Resorts and Entmnt LTD(MLCO) | ADR | 585464100 | $1.3M | 102,000 | 0.1% |
| Invesco QQQ TR(QQQ)Put | UNIT SER 1 | 46090E103 | $1.3M | 4,000 | 0.1% |
| MYT Netherlands Parent B V(LUXE) | ADS | 55406W103 | $915.2K | 130,000 | 0.1% |
| Sandridge Energy Inc(SD) | COM NEW | 80007P869 | $704.4K | 48,882 | 0.1% |
| Bowlero Corp(LUCK) | CL A COM | 10258P102 | $423.8K | 25,000 | 0.0% |
| Valaris Limited | *W EXP 04/29/202 | G9460G119 | $87.1K | 7,918 | 0.0% |
| Vistra Corp | *W EXP 02/02/202 | 92840M128 | $3.0K | 28,415 | 0.0% |