Q3 2023 Holdings
Filed 2023-11-14 | 28 holdings | $457.8M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Ishares TR(LQD)Call | IBOXX INV CP ETF | 464287242 | $102.0M | 1,000,000 | 22.3% |
| Ishares TR(HYG)Put | IBOXX HI YD ETF | 464288513 | $97.3M | 1,320,000 | 21.3% |
| Spdr SER TR(XHB)Put | S&P HOMEBUILD | 78464A888 | $65.9M | 860,000 | 14.4% |
| Spdr SER TR(XRT)Put | S&P RETAIL ETF | 78464A714 | $38.2M | 627,000 | 8.3% |
| Polaris Inc(PII)Put | COM | 731068102 | $30.1M | 289,500 | 6.6% |
| Liberty Media Corp del | DEB 3.750% 2/1 | 530715AL5 | $26.6M | $116,309,000 | 5.8% |
| Greenfire RES LTD New(GFR) | COM SHS | 39525U107 | $25.6M | 5,176,040 | 5.6% |
| Western Asset Mortgage Capit | NOTE 6.750% 9/1 | 95790DAD7 | $24.5M | $25,430,000 | 5.4% |
| Playags Inc(AGS) | COM | 72814N104 | $11.7M | 1,798,047 | 2.6% |
| Clear Channel Outdoor Hldgs(CCO) | COM | 18453H106 | $11.6M | 7,365,689 | 2.5% |
| Ecovyst Inc(ECVT) | COM | 27923Q109 | $7.8M | 793,000 | 1.7% |
| Liberty Media Corp del | DEB 4.000%11/1 | 530715AG6 | $3.4M | $14,664,000 | 0.7% |
| Liberty Latin America LTD | NOTE 2.000% 7/1 | 53069QAB5 | $3.0M | $3,250,000 | 0.7% |
| Logitech Intl S A(LOGI)Put | SHS | H50430232 | $3.0M | 43,000 | 0.6% |
| Vistra Corp(VST) | COM | 92840M102 | $2.0M | 59,200 | 0.4% |
| PGT Innovations Inc(PGTIUSD)Call | COM | 69336V101 | $1.3M | 46,000 | 0.3% |
| Two Harbors Inventment Corpo | NOTE 6.250% 1/1 | 90187BAB7 | $1.2M | $1,325,000 | 0.3% |
| Commscope Hldg Co Inc(VISN) | COM | 20337X109 | $863.5K | 257,000 | 0.2% |
| Sandridge Energy Inc(SD) | COM NEW | 80007P869 | $765.5K | 48,882 | 0.2% |
| Qurate Retail Inc(QVCAUSD) | COM SER A | 74915M100 | $506.5K | 835,017 | 0.1% |
| Iheartmedia Inc(IHRT) | COM CL A | 45174J509 | $432.9K | 137,000 | 0.1% |
| Vistra Corp | *W EXP 02/02/202 | 92840M128 | $4.6K | 28,415 | 0.0% |