Q1 2024 Holdings
Filed 2024-05-15 | 70 holdings | $3.0B | 13F-HR/A | View on SEC ↗ · Holdings Table ↗
Amended (2024-05-21) | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Ishares TR(HYG)Put | IBOXX HI YD ETF | 464288513 | $999.0M | 12,851,800 | 33.4% |
| Ishares TR(IEF)Call | 7-10 YR TRSY BD | 464287440 | $288.7M | 3,050,000 | 9.7% |
| Ishares TR(LQD)Put | IBOXX INV CP ETF | 464287242 | $250.5M | 2,300,000 | 8.4% |
| Ishares TR(EMB)Put | JPMORGAN USD EMG | 464288281 | $130.0M | 1,450,000 | 4.4% |
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $98.1M | 187,500 | 3.3% |
| Royal Caribbean Group | NOTE 6.000% 8/1 | 780153BQ4 | $85.0M | $30,000,000 | 2.8% |
| Albemarle Corp(ALBPA)A | 7.25% DEP SHS A | 012653200 | $70.8M | 1,200,000 | 2.4% |
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | $60.8M | $60,500,000 | 2.0% |
| Zillow Group Inc | NOTE 0.750% 9/0 | 98954MAE1 | $59.1M | $50,000,000 | 2.0% |
| NCL Corp LTD | NOTE 2.500% 2/1 | 62886HBK6 | $56.4M | $58,000,000 | 1.9% |
| Wayfair Inc | NOTE 0.625%10/0 | 94419LAM3 | $53.9M | $57,932,000 | 1.8% |
| Dropbox Inc | NOTE3/0 | 26210CAD6 | $53.8M | $57,500,000 | 1.8% |
| Ishares TR(TLT)Call | 20 YR TR BD ETF | 464287432 | $53.4M | 564,000 | 1.8% |
| Southwest Airls Co | NOTE 1.250% 5/0 | 844741BG2 | $51.6M | $51,000,000 | 1.7% |
| Wayfair Inc | NOTE 1.000% 8/1 | 94419LAF8 | $49.1M | $53,027,000 | 1.6% |
| Apollo Global Mgmt IncA | SER A MAND CNV | 03769M304 | $43.0M | 675,000 | 1.4% |
| United States STL Corp | NOTE 5.000%11/0 | 912909AT5 | $40.0M | $13,000,000 | 1.3% |
| PDD Holdings Inc | NOTE12/0 | 722304AC6 | $37.5M | $38,635,000 | 1.3% |
| Jazz Investments I LTD | NOTE 1.500% 8/1 | 472145AD3 | $34.5M | $35,000,000 | 1.2% |
| SEA LTD | NOTE 0.250% 9/1 | 81141RAG5 | $31.7M | $37,000,000 | 1.1% |
| Greenfire RES LTD New(GFR) | COM SHS | 39525U107 | $30.0M | 5,019,641 | 1.0% |
| Cytokinetics Inc | NOTE 3.500% 7/0 | 23282WAC4 | $29.7M | $18,702,000 | 1.0% |
| Uber Technologies Inc | NOTE12/1 | 90353TAJ9 | $26.9M | $24,000,000 | 0.9% |
| Biomarin Pharmaceutical Inc | NOTE 0.599% 8/0 | 09061GAH4 | $24.6M | $25,000,000 | 0.8% |
| American Airlines Group Inc | NOTE 6.500% 7/0 | 02376RAF9 | $23.2M | $20,000,000 | 0.8% |
| Techtarget Inc | NOTE12/1 | 87874RAD2 | $20.9M | $22,000,000 | 0.7% |
| Iqiyi Inc | NOTE 6.500% 3/1 | G4939KAF3 | $18.8M | $19,800,000 | 0.6% |
| Nutanix Inc | NOTE 0.250%10/0 | 67059NAH1 | $18.5M | $15,028,000 | 0.6% |
| Rapid7 Inc | NOTE 0.250% 3/1 | 753422AF1 | $17.5M | $20,000,000 | 0.6% |
| Jazz Investments I LTD | NOTE 2.000% 6/1 | 472145AF8 | $16.9M | $17,000,000 | 0.6% |
| Five9 Inc | NOTE 0.500% 6/0 | 338307AD3 | $15.1M | $16,000,000 | 0.5% |
| NCL Corp LTD | NOTE 5.375% 8/0 | 62886HAX9 | $15.0M | $11,420,000 | 0.5% |
| Live Nation Entertainment in | NOTE 2.000% 2/1 | 538034AU3 | $15.0M | $13,500,000 | 0.5% |
| The Realreal Inc | NOTE 1.000% 3/0 | 88339PAD3 | $11.5M | $26,200,000 | 0.4% |
| Shift4 Pmts Inc | NOTE12/1 | 82452JAB5 | $10.8M | $10,000,000 | 0.4% |
| Dropbox Inc | NOTE3/0 | 26210CAC8 | $10.7M | $11,250,000 | 0.4% |
| IHS Holding Limited(IHS) | ORD SHS | G4701H109 | $10.5M | 2,973,280 | 0.4% |
| Cinemark Hldgs Inc | NOTE 4.500% 8/1 | 17243VAB8 | $10.4M | $7,500,000 | 0.3% |
| Bridgebio Pharma Inc | NOTE 2.250% 2/0 | 10806XAD4 | $9.5M | $11,500,000 | 0.3% |
| Vail Resorts Inc | NOTE1/0 | 91879QAN9 | $8.4M | $9,131,000 | 0.3% |
| Arbor Realty Trust Inc(ABR)Put | COM | 038923108 | $8.3M | 625,000 | 0.3% |
| Zillow Group Inc | NOTE 2.750% 5/1 | 98954MAH4 | $8.0M | $7,500,000 | 0.3% |
| American Axle & MFG Hldgs in(DCH) | COM | 024061103 | $7.1M | 965,000 | 0.2% |
| Global Pmts Inc(GPN) | COM | 37940X102 | $7.1M | 53,000 | 0.2% |
| Ishares TR(FXI)Call | CHINA LG-CAP ETF | 464287184 | $6.7M | 280,000 | 0.2% |
| The Realreal Inc | NOTE 3.000% 6/1 | 88339PAB7 | $5.8M | $7,742,000 | 0.2% |
| Caesars Entertainment Inc NE(CZR) | COM | 12769G100 | $5.2M | 120,000 | 0.2% |
| Life Time Group Holdings Inc(LTH) | COMMON STOCK | 53190C102 | $5.0M | 325,000 | 0.2% |
| Exact Sciences Corp | NOTE 1.000% 1/1 | 30063PAA3 | $5.0M | $4,500,000 | 0.2% |
| Exact Sciences Corp | NOTE 0.375% 3/0 | 30063PAC9 | $4.6M | $5,000,000 | 0.2% |