Q3 2024 Holdings
Filed 2024-11-14 | 199 holdings | $4.4B | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Ishares TR(IEF)Call | 7-10 YR TRSY BD | 464287440 | $662.3M | 6,750,000 | 15.2% |
| Ishares TR(LQD)Put | IBOXX INV CP ETF | 464287242 | $508.4M | 4,500,000 | 11.6% |
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $431.8M | 752,500 | 9.9% |
| Ishares TR(HYG)Put | IBOXX HI YD ETF | 464288513 | $353.3M | 4,400,000 | 8.1% |
| Royal Caribbean Group | NOTE 6.000% 8/1 | 780153BQ4 | $201.3M | $57,057,000 | 4.6% |
| Ishares TR(IWM)Put | RUSSELL 2000 ETF | 464287655 | $160.1M | 725,000 | 3.7% |
| PDD Holdings Inc | NOTE12/0 | 722304AC6 | $113.2M | $112,135,000 | 2.6% |
| SEA LTD | NOTE 2.375%12/0 | 81141RAF7 | $102.2M | $85,000,000 | 2.3% |
| Hewlett Packard Enterprise C(HPEPC) | 7.625 MAND CONV | 42824C208 | $84.7M | 1,400,000 | 1.9% |
| NCL Corp LTD | NOTE 2.500% 2/1 | 62886HBK6 | $82.6M | $83,275,000 | 1.9% |
| Nextera Energy Inc(NEEPS) | UNIT 06/01/2027 | 65339F663 | $76.2M | 1,375,000 | 1.7% |
| Wayfair Inc | NOTE 1.000% 8/1 | 94419LAF8 | $73.0M | $77,730,000 | 1.7% |
| Southwest Airls Co | NOTE 1.250% 5/0 | 844741BG2 | $61.7M | $61,034,000 | 1.4% |
| Kraneshares Trust(KWEB)Put | CSI CHI INTERNET | 500767306 | $57.8M | 1,700,000 | 1.3% |
| Albemarle Corp(ALBPA) | 7.25% DEP SHS A | 012653200 | $52.2M | 1,160,000 | 1.2% |
| Ford MTR Co | NOTE3/1 | 345370CZ1 | $49.0M | $50,000,000 | 1.1% |
| United States STL Corp | NOTE 5.000%11/0 | 912909AT5 | $46.4M | $17,635,000 | 1.1% |
| Capri Holdings Limited(CPRI)Call | SHS | G1890L107 | $44.8M | 1,056,600 | 1.0% |
| Apollo Global Mgmt Inc | SER A MAND CNV | 03769M304 | $44.2M | 650,000 | 1.0% |
| Shopify Inc | NOTE 0.125%11/0 | 82509LAA5 | $42.9M | $44,500,000 | 1.0% |
| United STS Oil FD LP(USO)Put | UNITS | 91232N207 | $42.0M | 600,000 | 1.0% |
| Shift4 Pmts Inc | NOTE12/1 | 82452JAB5 | $41.8M | $34,280,000 | 1.0% |
| American Airlines Group Inc | NOTE 6.500% 7/0 | 02376RAF9 | $41.6M | $40,500,000 | 1.0% |
| Lumentum Hldgs Inc | NOTE 0.500% 6/1 | 55024UAF6 | $39.0M | $45,000,000 | 0.9% |
| Ishares TR(FXI)Call | CHINA LG-CAP ETF | 464287184 | $38.1M | 1,200,000 | 0.9% |
| Ishares TR(FXI)Put | CHINA LG-CAP ETF | 464287184 | $35.0M | 1,100,000 | 0.8% |
| Albertsons COS Inc(ACI)Call | COMMON STOCK | 013091103 | $34.7M | 1,875,000 | 0.8% |
| Microchip Technology Inc. | NOTE 0.125%11/1 | 595017AU8 | $33.9M | $34,082,000 | 0.8% |
| Lumentum Hldgs Inc | NOTE 1.500%12/1 | 55024UAH2 | $33.6M | $29,000,000 | 0.8% |
| Bitdeer Technologies Group | NOTE 8.500% 8/1 | 09175RAA8 | $31.3M | $26,335,000 | 0.7% |
| Catalent Inc(CTLTEUR) | COM | 148806102 | $30.5M | 503,575 | 0.7% |
| Applied Digital Corp(APLD) | COM NEW | 038169207 | $30.0M | 3,641,158 | 0.7% |
| Dexcom Inc | NOTE 0.375% 5/1 | 252131AM9 | $29.2M | $33,000,000 | 0.7% |
| SEA LTD | NOTE 0.250% 9/1 | 81141RAG5 | $27.1M | $30,000,000 | 0.6% |
| NCL Corp LTD | NOTE 5.375% 8/0 | 62886HAX9 | $26.8M | $21,672,000 | 0.6% |
| Dropbox Inc | NOTE3/0 | 26210CAD6 | $26.6M | $27,500,000 | 0.6% |
| Iqiyi Inc | NOTE 6.500% 3/1 | G4939KAF3 | $24.7M | $26,000,000 | 0.6% |
| Jazz Investments I LTD | NOTE 2.000% 6/1 | 472145AF8 | $24.4M | $24,500,000 | 0.6% |
| Juniper Networks Inc(JNP) | COM | 48203R104 | $23.6M | 606,424 | 0.5% |
| Terawulf Inc(WULF) | COM | 88080T104 | $22.5M | 4,804,869 | 0.5% |
| Wayfair Inc | NOTE 3.500%11/1 | 94419LAR2 | $22.0M | $15,000,000 | 0.5% |
| Spdr SER TR(XBI)Call | S&P BIOTECH | 78464A870 | $22.0M | 222,200 | 0.5% |
| Exact Sciences Corp | NOTE 1.000% 1/1 | 30063PAA3 | $21.9M | $21,018,000 | 0.5% |
| Techtarget Inc | NOTE12/1 | 87874RAD2 | $21.3M | $22,000,000 | 0.5% |
| Expedia Group Inc | NOTE2/1 | 30212PBE4 | $21.1M | $22,096,000 | 0.5% |
| Bank America Corp(BAC)Put | COM | 060505104 | $19.8M | 500,000 | 0.5% |
| Greenfire RES LTD New(GFR) | COM SHS | 39525U107 | $19.3M | 2,585,801 | 0.4% |
| Ansys Inc(AKX) | COM | 03662Q105 | $18.6M | 58,232 | 0.4% |
| Bitdeer Technologies Group(BTDR)Call | CL A ORD SHS | G11448100 | $18.1M | 2,310,000 | 0.4% |
| Hashicorp Inc | COM CL A | 418100103 | $17.6M | 520,143 | 0.4% |