CIK: 0001610880 · Show all filings
Period: Q3 2024 (← Previous) (Next →)
Filing Date: Nov 14, 2024
Total Value ($000): $1,866,047 (92.0% shares, 8.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| GLD | SPDR GOLD TR | 1,775,000 | $431,432 | 23.1% | $215.01 | — | Call | 78463V107 |
| GLD | SPDR GOLD TR | 1,650,000 | $401,049 | 21.5% | $215.01 | — | Put | 78463V107 |
| QQQ | INVESCO QQQ TR | 535,000 | $261,117 | 14.0% | — | — | Call | 46090E103 |
| CRTO | CRITEO S A | 2,260,000 | $90,942 | 4.9% | $38.87 | — | SPONS ADS | 226718104 |
| HYG | ISHARES TR | 1,000,000 | $80,300 | 4.3% | $77.43 | — | Put | 464288513 |
| XLE | SELECT SECTOR SPDR TR | 750,000 | $65,850 | 3.5% | $88.08 | — | Call | 81369Y506 |
| QQQ | INVESCO QQQ TR | 125,000 | $61,009 | 3.3% | — | — | Put | 46090E103 |
| — | INSIGHT ENTERPRISES INC | 15,069,000 | $47,526 | 2.5% | $1.20 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| IWM | ISHARES TR | 145,000 | $32,029 | 1.7% | $202.89 | — | Put | 464287655 |
| — | NEXTERA ENERGY INC | 559,824 | $31,042 | 1.7% | $50.00 | — | UNIT 06/01/2027 | 65339F663 |
| LQD | ISHARES TR | 250,000 | $28,245 | 1.5% | $111.81 | — | IBOXX INV CP ETF | 464287242 |
| RITM | RITHM CAPITAL CORP | 2,134,661 | $24,228 | 1.3% | $7.68 | — | COM NEW | 64828T201 |
| — | INTERDIGITAL INC | 12,650,000 | $23,479 | 1.3% | $1.72 | — | NOTE 3.500% 6/0 | 45867GAD3 |
| — | HEWLETT PACKARD ENTERPRISE C | 338,692 | $20,494 | 1.1% | $60.51 | — | 7.625 MAND CONV | 42824C208 |
| SPY | SPDR S&P 500 ETF TR | 28,500 | $16,352 | 0.9% | $451.79 | — | Put | 78462F103 |
| — | ORMAT TECHNOLOGIES INC | 14,922,000 | $15,590 | 0.8% | $1.00 | — | NOTE 2.500% 7/1 | 686688AB8 |
| — | BROOGE ENERGY LTD | 11,149,777 | $15,498 | 0.8% | $0.00 | — | *W EXP 12/20/202 | G1611B115 |
| KWEB | KRANESHARES TRUST | 416,000 | $14,152 | 0.8% | $27.02 | — | CSI CHI INTERNET | 500767306 |
| — | INTEGER HLDGS CORP | 7,666,000 | $12,140 | 0.7% | $1.47 | — | NOTE 2.125% 2/1 | 45826HAB5 |
| MSFT | MICROSOFT CORP | 24,700 | $10,628 | 0.6% | $416.44 | +1.6% | Call | 594918104 |
| XLE | SELECT SECTOR SPDR TR | 120,000 | $10,536 | 0.6% | $88.08 | — | Put | 81369Y506 |
| — | ALBEMARLE CORP | 219,339 | $9,870 | 0.5% | $49.68 | — | 7.25% DEP SHS A | 012653200 |
| EMB | ISHARES TR | 100,000 | $9,358 | 0.5% | $93.58 | — | Put | 464288281 |
| EEM | ISHARES TR | 200,000 | $9,172 | 0.5% | — | — | Call | 464287234 |
| — | AKAMAI TECHNOLOGIES INC | 8,500,000 | $8,792 | 0.5% | $1.03 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | COLLEGIUM PHARMACEUTICAL INC | 6,500,000 | $8,207 | 0.4% | $1.25 | — | NOTE 2.875% 2/1 | 19459JAC8 |
| — | AKAMAI TECHNOLOGIES INC | 7,500,000 | $7,628 | 0.4% | $1.02 | — | NOTE 1.125% 2/1 | 00971TAN1 |
| MDY | SPDR S&P MIDCAP 400 ETF TR | 12,500 | $7,121 | 0.4% | $569.66 | — | UTSER1 S&PDCRP | 78467Y107 |
| CME | CME GROUP INC | 30,000 | $6,620 | 0.4% | $196.43 | 0.0% | Put | 12572Q105 |
| FXI | ISHARES TR | 200,000 | $6,356 | 0.3% | — | — | Call | 464287184 |
| — | EXPEDIA GROUP INC | 6,505,000 | $6,208 | 0.3% | $0.93 | — | NOTE 2/1 | 30212PBE4 |
| — | APOLLO GLOBAL MGMT INC | 79,790 | $5,425 | 0.3% | $55.10 | — | SER A MAND CNV | 03769M304 |
| HYG | ISHARES TR | 65,801 | $5,284 | 0.3% | $77.43 | — | IBOXX HI YD ETF | 464288513 |
| EMB | ISHARES TR | 50,000 | $4,679 | 0.3% | $93.58 | — | JPMORGAN USD EMG | 464288281 |
| EEM | ISHARES TR | 100,000 | $4,586 | 0.2% | — | — | Put | 464287234 |
| — | SUNNOVA ENERGY INTL INC. | 6,000,000 | $4,538 | 0.2% | $0.60 | — | NOTE 0.250%12/0 | 86745KAF1 |
| XLF | SELECT SECTOR SPDR TR | 100,000 | $4,532 | 0.2% | $40.44 | — | Call | 81369Y605 |
| EWZ | ISHARES INC | 150,000 | $4,424 | 0.2% | $27.33 | — | Call | 464286400 |
| FXI | ISHARES TR | 130,000 | $4,131 | 0.2% | — | — | Put | 464287184 |
| XLF | SELECT SECTOR SPDR TR | 88,000 | $3,988 | 0.2% | $40.44 | — | FINANCIAL | 81369Y605 |
| — | CENTURY ALUM CO | 3,187,000 | $3,551 | 0.2% | $0.77 | — | NOTE 2.750% 5/0 | 156431AQ1 |
| — | DEXCOM INC | 3,700,000 | $3,277 | 0.2% | $0.89 | — | NOTE 0.375% 5/1 | 252131AM9 |
| — | PEBBLEBROOK HOTEL TR | 3,462,000 | $3,183 | 0.2% | $0.89 | — | NOTE 1.750%12/1 | 70509VAA8 |
| — | BRIGHTSPRING HEALTH SVCS INC | 56,244 | $3,135 | 0.2% | $54.42 | — | UNIT 02/01/2027 | 10950A205 |
| INDA | ISHARES TR | 50,000 | $2,927 | 0.2% | — | — | Put | 46429B598 |
| VRNS | VARONIS SYS INC | 50,700 | $2,865 | 0.2% | $52.58 | 0.0% | COM | 922280102 |
| IBIT | ISHARES BITCOIN TRUST ETF | 77,000 | $2,782 | 0.1% | $36.13 | — | SHS BEN INT | 46438F101 |
| — | AIR TRANS SVCS GROUP INC | 2,588,000 | $2,431 | 0.1% | $0.94 | — | NOTE 3.875% 8/1 | 00922RAD7 |
| MFA | MFA FINL INC | 167,160 | $2,126 | 0.1% | $7.78 | — | COM | 55272X607 |
| WBD | WARNER BROS DISCOVERY INC | 250,000 | $2,063 | 0.1% | $9.64 | -18.9% | Put | 934423104 |
| — | ENCORE CAP GROUP INC | 2,000,000 | $2,017 | 0.1% | $0.94 | — | NOTE 4.000% 3/1 | 292554AP7 |
| CME | CME GROUP INC | 9,000 | $1,986 | 0.1% | $196.43 | 0.0% | COM | 12572Q105 |
| RDDT | REDDIT INC | 30,000 | $1,978 | 0.1% | $54.74 | +12.9% | CL A | 75734B100 |
| ON | ON SEMICONDUCTOR CORP | 17,700 | $1,285 | 0.1% | $74.17 | -1.9% | COM | 682189105 |
| TCOM | TRIP COM GROUP LTD | 20,000 | $1,189 | 0.1% | — | — | Put | 89677Q107 |
| EDN | EMPRESA DIST Y COMERCIAL NOR | 50,000 | $1,108 | 0.1% | $18.70 | — | SPON ADR | 29244A102 |
| CPRI | CAPRI HOLDINGS LIMITED | 24,700 | $1,048 | 0.1% | — | — | Call | G1890L107 |
| MU | MICRON TECHNOLOGY INC | 10,000 | $1,037 | 0.1% | — | — | Put | 595112103 |
| GOOGL | ALPHABET INC | 6,000 | $995 | 0.1% | $158.38 | +5.3% | CAP STK CL A | 02079K305 |
| RBRK | RUBRIK INC. | 25,000 | $804 | 0.0% | $32.88 | +0.7% | CL A | 781154109 |
| — | CHART INDS INC | 14,469 | $727 | 0.0% | $54.22 | — | 6.75DP CNV PFD B | 16115Q407 |
| CLMT | CALUMET INC | 40,000 | $713 | 0.0% | $16.02 | 0.0% | COM | 131428104 |
| — | NIO INC | 800,000 | $706 | 0.0% | $0.88 | — | NOTE 4.625%10/1 | 62914VAK2 |
| BRNS | BARINTHUS BIOTHERAPEUTICS PL | 542,673 | $646 | 0.0% | $11.11 | — | ADS | 91864C107 |
| VRSN | VERISIGN INC | 3,000 | $570 | 0.0% | $178.79 | 0.0% | COM | 92343E102 |
| SO | SOUTHERN CO | 6,109 | $551 | 0.0% | $81.63 | 0.0% | COM | 842587107 |
| INTC | INTEL CORP | 20,000 | $469 | 0.0% | $32.50 | -23.4% | Put | 458140100 |
| — | INNOVATE CORP | 1,383,000 | $469 | 0.0% | $1.12 | — | NOTE 7.500% 8/0 | 404139AG2 |
| ACI | ALBERTSONS COS INC | 25,000 | $462 | 0.0% | — | — | Call | 013091103 |
| HPE | HEWLETT PACKARD ENTERPRISE C | 20,000 | $409 | 0.0% | — | — | Call | 42824C109 |
| BKH | BLACK HILLS CORP | 6,458 | $395 | 0.0% | $54.39 | 0.0% | COM | 092113109 |
| PCG | PG&E CORP | 17,849 | $353 | 0.0% | $18.53 | 0.0% | COM | 69331C108 |
| NEE | NEXTERA ENERGY INC | 4,147 | $351 | 0.0% | $74.86 | 0.0% | COM | 65339F101 |
| — | SUNNOVA ENERGY INTL INC. | 500,000 | $324 | 0.0% | $0.50 | — | NOTE 2.625% 2/1 | 86745KAH7 |
| POR | PORTLAND GEN ELEC CO | 6,348 | $304 | 0.0% | $43.70 | 0.0% | COM NEW | 736508847 |
| DIS | DISNEY WALT CO | 3,000 | $289 | 0.0% | $96.47 | -6.1% | COM | 254687106 |
| LHX | L3HARRIS TECHNOLOGIES INC | 1,200 | $285 | 0.0% | $224.65 | 0.0% | COM | 502431109 |
| NFG | NATIONAL FUEL GAS CO | 4,273 | $259 | 0.0% | $58.47 | 0.0% | COM | 636180101 |
| MSFT | MICROSOFT CORP | 600 | $258 | 0.0% | $416.44 | +1.6% | COM | 594918104 |
| KHC | KRAFT HEINZ CO | 7,000 | $246 | 0.0% | $31.82 | 0.0% | COM | 500754106 |
| ATHM | AUTOHOME INC | 7,000 | $228 | 0.0% | $32.62 | — | SP ADS RP CL A | 05278C107 |
| ETSY | ETSY INC | 4,000 | $222 | 0.0% | $56.75 | 0.0% | COM | 29786A106 |
| JBLU | JETBLUE AWYS CORP | 30,000 | $197 | 0.0% | — | — | Put | 477143101 |
| WBD | WARNER BROS DISCOVERY INC | 20,000 | $165 | 0.0% | $9.64 | -18.9% | COM SER A | 934423104 |
| F | FORD MTR CO | 10,000 | $106 | 0.0% | — | — | Put | 345370860 |