Q1 2023 Holdings
Filed 2023-05-15 | 35 holdings | $882.4M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Invesco QQQ TR(QQQ)Put | UNIT SER 1 | 46090E103 | $160.5M | 500,000 | 18.2% |
| Ishares TR(HYG)Put | IBOXX HI YD ETF | 464288513 | $136.0M | 1,800,000 | 15.4% |
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $112.6M | 275,000 | 12.8% |
| Orion Engineered Carbons S A(OEC) | COM | L72967109 | $71.5M | 2,741,655 | 8.1% |
| Select Sector Spdr TR(XLI)Put | SBI INT-INDS | 81369Y704 | $70.8M | 700,000 | 8.0% |
| Select Sector Spdr TR(XLF)Put | FINANCIAL | 81369Y605 | $64.3M | 2,000,000 | 7.3% |
| Ishares TR(LQD)Put | IBOXX INV CP ETF | 464287242 | $32.9M | 300,000 | 3.7% |
| MR Cooper Group Inc(07WA) | COM | 62482R107 | $30.0M | 731,136 | 3.4% |
| Cazoo Group LTD | DEBT 2.000% 2/1 | 14986TAA3 | $24.9M | $50,000,000 | 2.8% |
| Bridgebio Pharma Inc | NOTE 2.250% 2/0 | 10806XAD4 | $20.0M | $31,250,000 | 2.3% |
| Ishares TR(IWM)Call | RUSSELL 2000 ETF | 464287655 | $17.8M | 100,000 | 2.0% |
| Fidelity Natl Information SV(FIS) | COM | 31620M106 | $17.4M | 320,688 | 2.0% |
| Affirm Hldgs Inc | NOTE 11/1 | 00827BAB2 | $13.3M | $20,500,000 | 1.5% |
| Wayfair Inc | NOTE 0.625%10/0 | 94419LAM3 | $12.3M | $17,000,000 | 1.4% |
| Vistra Corp(VST) | COM | 92840M102 | $11.9M | 496,701 | 1.4% |
| Ally Finl Inc(ALLY)Put | COM | 02005N100 | $11.5M | 450,000 | 1.3% |
| Ishares Inc Core Msci Emkt(IEMG) | ISHARES ETF | 46434G103 | $10.4M | 213,405 | 1.2% |
| Airbnb Inc(ABNB)Put | COM CL A | 009066101 | $9.3M | 75,000 | 1.1% |
| OAK STR Health Inc | NOTE 3/1 | 67181AAB3 | $6.9M | $7,000,000 | 0.8% |
| American Airls Group Inc(AAL)Put | COM | 02376R102 | $5.9M | 398,600 | 0.7% |
| Etsy Inc(ETSY)Call | COM | 29786A106 | $5.6M | 50,000 | 0.6% |
| Rivian Automotive Inc(RIVN)Put | COM CL A | 76954A103 | $5.4M | 350,000 | 0.6% |
| Stepstone Group CL A ORD(STEP) | COM | 85914M107 | $5.3M | 216,771 | 0.6% |
| First Ctzns Bancshares Inc N(FCNCA) | CL A | 31946M103 | $4.2M | 4,306 | 0.5% |
| Boston Properties Inc(BXP)Put | COM | 101121101 | $4.1M | 75,000 | 0.5% |
| Liberty Latin America LTD | NOTE 2.000% 7/1 | 53069QAB5 | $4.0M | $4,320,000 | 0.5% |
| Schwab Charles Corp(SCHW)Call | COM | 808513105 | $3.9M | 75,000 | 0.4% |
| Ally Finl Inc(ALLY) | COM | 02005N100 | $3.0M | 118,890 | 0.3% |
| Union PAC Corp(UNP) | COM | 907818108 | $2.8M | 13,900 | 0.3% |
| Bridgebio Pharma Inc(BBIO)Put | COM | 10806X102 | $2.0M | 118,900 | 0.2% |
| Grove Collaborative Holdings Inc | COM | 39957D102 | $878.9K | 2,006,556 | 0.1% |
| Vital Farms Inc(VITL) | COM | 92847W103 | $519.0K | 33,919 | 0.1% |
| Lumen Technologies Inc(LUMN)Put | COM | 550241103 | $265.0K | 100,000 | 0.0% |
| Quantumscape Corp(QS) | COM CL A | 74767V109 | $170.5K | 20,849 | 0.0% |
| Sweetgreen Inc(SG) | COM CL A | 87043Q108 | $110.5K | 14,100 | 0.0% |