Q2 2024 Holdings
Filed 2024-08-14 | 73 holdings | $3.2B | 13F-HR | View on SEC ↗ · Holdings Table ↗
Sign in to see sub-manager breakdown
| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Ishares TR(IEF)Call | 7-10 YR TRSY BD | 464287440 | $632.1M | 6,750,000 | 19.7% |
| Ishares TR(HYG)Put | IBOXX HI YD ETF | 464288513 | $563.1M | 7,300,000 | 17.6% |
| Ishares TR(LQD)Put | IBOXX INV CP ETF | 464287242 | $482.0M | 4,500,000 | 15.0% |
| Royal Caribbean Group | NOTE 6.000% 8/1 | 780153BQ4 | $160.1M | $49,557,000 | 5.0% |
| Wayfair Inc | NOTE 1.000% 8/1 | 94419LAF8 | $73.3M | $81,142,000 | 2.3% |
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | $70.9M | $66,000,000 | 2.2% |
| NCL Corp LTD | NOTE 2.500% 2/1 | 62886HBK6 | $60.5M | $63,275,000 | 1.9% |
| Albemarle Corp(ALBPA) | 7.25% DEP SHS A | 012653200 | $55.3M | 1,200,000 | 1.7% |
| PDD Holdings Inc | NOTE12/0 | 722304AC6 | $55.0M | $55,635,000 | 1.7% |
| Nextera Energy Inc(NEEPS) | UNIT 06/01/2027 | 65339F663 | $54.2M | 1,100,000 | 1.7% |
| Southwest Airls Co | NOTE 1.250% 5/0 | 844741BG2 | $52.6M | $52,500,000 | 1.6% |
| United States STL Corp | NOTE 5.000%11/0 | 912909AT5 | $50.3M | $17,635,000 | 1.6% |
| Ishares TR(IWM)Put | RUSSELL 2000 ETF | 464287655 | $49.4M | 243,500 | 1.5% |
| Invesco QQQ TR(QQQ)Call | UNIT SER 1 | 46090E103 | $47.9M | 100,000 | 1.5% |
| Apollo Global Mgmt Inc | SER A MAND CNV | 03769M304 | $44.3M | 675,000 | 1.4% |
| American Airlines Group Inc | NOTE 6.500% 7/0 | 02376RAF9 | $43.2M | $41,750,000 | 1.3% |
| Dropbox Inc | NOTE3/0 | 26210CAD6 | $41.5M | $45,500,000 | 1.3% |
| Nvidia Corporation(NVDA)Put | COM | 67066G104 | $37.1M | 300,500 | 1.2% |
| Zillow Group Inc | NOTE 0.750% 9/0 | 98954MAE1 | $36.1M | $33,190,000 | 1.1% |
| United STS Oil FD LP(USO)Put | UNITS | 91232N207 | $35.8M | 450,000 | 1.1% |
| Janus Detroit STR TR(JBBB) | B-BBB CLO ETF | 47103U753 | $34.4M | 700,000 | 1.1% |
| Greenfire RES LTD New(GFR) | COM SHS | 39525U107 | $34.1M | 5,051,417 | 1.1% |
| Wayfair Inc | NOTE 0.625%10/0 | 94419LAM3 | $32.2M | $34,444,000 | 1.0% |
| Ishares TR(TLT)Put | 20 YR TR BD ETF | 464287432 | $27.5M | 300,000 | 0.9% |
| Capri Holdings Limited(CPRI)Call | SHS | G1890L107 | $27.1M | 819,600 | 0.8% |
| Akamai Technologies Inc | NOTE 0.125% 5/0 | 00971TAJ0 | $25.2M | $24,000,000 | 0.8% |
| Mongodb Inc | NOTE 0.250% 1/1 | 60937PAD8 | $23.7M | $18,000,000 | 0.7% |
| Ishares TR(HYG)Call | IBOXX HI YD ETF | 464288513 | $23.1M | 300,000 | 0.7% |
| Ishares TR(EMB)Call | JPMORGAN USD EMG | 464288281 | $22.1M | 250,000 | 0.7% |
| Techtarget Inc | NOTE12/1 | 87874RAD2 | $21.2M | $22,000,000 | 0.7% |
| Microchip Technology Inc. | NOTE 0.125%11/1 | 595017AU8 | $21.1M | $20,000,000 | 0.7% |
| NCL Corp LTD | NOTE 5.375% 8/0 | 62886HAX9 | $16.6M | $13,672,000 | 0.5% |
| Live Nation Entertainment in | NOTE 2.000% 2/1 | 538034AU3 | $16.5M | $16,000,000 | 0.5% |
| Iqiyi Inc | NOTE 6.500% 3/1 | G4939KAF3 | $16.3M | $17,000,000 | 0.5% |
| Nutanix Inc | NOTE 0.250%10/0 | 67059NAH1 | $13.4M | $11,500,000 | 0.4% |
| Dropbox Inc | NOTE3/0 | 26210CAC8 | $12.8M | $13,750,000 | 0.4% |
| Ventas Rlty LTD Partnership | NOTE 3.750% 6/0 | 92277GAZ0 | $12.6M | $12,000,000 | 0.4% |
| The Realreal Inc | NOTE 1.000% 3/0 | 88339PAD3 | $12.5M | $26,200,000 | 0.4% |
| Jazz Investments I LTD | NOTE 2.000% 6/1 | 472145AF8 | $11.6M | $12,000,000 | 0.4% |
| Block Inc | NOTE 0.125% 3/0 | 852234AF0 | $11.6M | $12,000,000 | 0.4% |
| Insmed Inc | NOTE 0.750% 6/0 | 457669AB5 | $10.6M | $5,000,000 | 0.3% |
| Hawaiian Holdings Inc(HAN)Call | COM | 419879101 | $9.9M | 800,000 | 0.3% |
| Ishares TR(FXI)Call | CHINA LG-CAP ETF | 464287184 | $9.9M | 380,000 | 0.3% |
| Exact Sciences Corp | NOTE 0.375% 3/1 | 30063PAB1 | $9.8M | $11,250,000 | 0.3% |
| Bridgebio Pharma Inc | NOTE 2.250% 2/0 | 10806XAD4 | $9.3M | $11,500,000 | 0.3% |
| IHS Holding Limited(IHS) | ORD SHS | G4701H109 | $8.9M | 2,773,796 | 0.3% |
| Vail Resorts Inc | NOTE1/0 | 91879QAN9 | $8.3M | $9,131,000 | 0.3% |
| Exact Sciences Corp | NOTE 0.375% 3/0 | 30063PAC9 | $7.4M | $9,000,000 | 0.2% |
| The Realreal Inc | NOTE 3.000% 6/1 | 88339PAB7 | $7.3M | $7,742,000 | 0.2% |
| Caesars Entertainment Inc NE(CZR) | COM | 12769G100 | $6.4M | 160,000 | 0.2% |