Muzinich & Co., Inc. Hedge Fund

Location: New York, NY

CIK: 0001618824 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 14, 2020

Total Value: $333M (100.0% shares, 0.0% debt)

Holdings (47)

SPY SPDR S&P 500 ETF TR 15.8%

Value $52.42M Shares 170,000 Est. Cost — Unrealized —

ARCC ARES CAPITAL CORP 9.2%

Value $30.52M Shares 2,115,292 Est. Cost $6.78 Unrealized +16.4%

IWM ISHARES TR 8.8%

Value $29.35M Shares 205,000 Est. Cost — Unrealized —

HYG ISHARES TR 6.0%

Value $19.85M Shares 243,184 Est. Cost $82.02 Unrealized —

GLD SPDR GOLD TR 4.9%

Value $16.32M Shares 97,500 Est. Cost — Unrealized —

MAIN MAIN STR CAP CORP 4.7%

Value $15.54M Shares 499,031 Est. Cost $35.28 Unrealized -20.1%

LQD ISHARES TR 4.2%

Value $14.12M Shares 105,000 Est. Cost $134.51 Unrealized —

XLE SELECT SECTOR SPDR TR 3.8%

Value $12.49M Shares 330,000 Est. Cost — Unrealized —

HTGC HERCULES CAPITAL INC 3.5%

Value $11.67M Shares 1,114,759 Est. Cost $13.49 Unrealized -24.8%

EFA ISHARES TR 3.4%

Value $11.19M Shares 175,000 Est. Cost — Unrealized —

GBDC GOLUB CAP BDC INC 3.3%

Value $10.97M Shares 941,894 Est. Cost $7.51 Unrealized -14.3%

IWM ISHARES TR 3.2%

Value $10.74M Shares 75,000 Est. Cost — Unrealized —

PSEC PROSPECT CAP CORP 3.0%

Value $9.984M Shares 1,961,536 Est. Cost $2.74 Unrealized -15.7%

HYG ISHARES TR 2.9%

Value $9.794M Shares 120,000 Est. Cost $82.02 Unrealized —

FSK FS KKR CAPITAL CORP 2.8%

Value $9.338M Shares 666,973 Est. Cost $6.35 Unrealized 0.0%

TSLX SIXTH STREET SPECIALTY LENDN 2.6%

Value $8.544M Shares 518,144 Est. Cost $16.62 Unrealized 0.0%

NMFC NEW MTN FIN CORP 2.2%

Value $7.439M Shares 800,749 Est. Cost $5.15 Unrealized -14.5%

SLRC SOLAR CAP LTD 2.1%

Value $6.882M Shares 429,849 Est. Cost $8.39 Unrealized +2.3%

GSBD GOLDMAN SACHS BDC INC 1.7%

Value $5.507M Shares 339,338 Est. Cost $22.19 Unrealized -30.4%

BCSF BAIN CAP SPECIALTY FIN INC 1.5%

Value $5.114M Shares 461,590 Est. Cost $7.92 Unrealized -31.2%

MFIC APOLLO INVT CORP 1.4%

Value $4.559M Shares 476,404 Est. Cost $6.30 Unrealized -27.9%

OBDC OWL ROCK CAPITAL CORPORATION 1.4%

Value $4.542M Shares 368,341 Est. Cost $6.78 Unrealized -2.7%

TCPC BLACKROCK TCP CAPITAL CORP 1.3%

Value $4.342M Shares 474,565 Est. Cost $13.83 Unrealized -37.8%

— OAKTREE SPECIALTY LENDING CO 1.1%

Value $3.809M Shares 852,277 Est. Cost $4.87 Unrealized —

CGBD TCG BDC INC 1.0%

Value $3.455M Shares 402,670 Est. Cost $6.21 Unrealized -37.3%

PFLT PENNANTPARK FLOATING RATE CA 0.7%

Value $2.301M Shares 273,933 Est. Cost $5.32 Unrealized -26.3%

BBDC BARINGS BDC INC 0.6%

Value $2.06M Shares 259,466 Est. Cost $5.31 Unrealized -23.9%

PNNT PENNANTPARK INVT CORP 0.4%

Value $1.48M Shares 422,879 Est. Cost $2.67 Unrealized -39.0%

FDUS FIDUS INVT CORP 0.4%

Value $1.429M Shares 157,171 Est. Cost $6.07 Unrealized -25.0%

— BLACKROCK CAP INVT CORP 0.3%

Value $1.122M Shares 420,150 Est. Cost $5.99 Unrealized —

SCM STELLUS CAP INVT CORP 0.3%

Value $892K Shares 122,472 Est. Cost $13.17 Unrealized -42.5%

WHF WHITEHORSE FIN INC 0.2%

Value $768K Shares 74,813 Est. Cost $14.23 Unrealized -34.7%

CCL CARNIVAL CORP 0.2%

Value $721K Shares 43,900 Est. Cost — Unrealized —

MGM MGM RESORTS INTERNATIONAL 0.2%

Value $672K Shares 40,000 Est. Cost — Unrealized —

ANF ABERCROMBIE & FITCH CO 0.2%

Value $532K Shares 50,000 Est. Cost — Unrealized —

VST VISTRA ENERGY CORP 0.1%

Value $310K Shares 16,622 Est. Cost $14.74 Unrealized +12.7%

PLD PROLOGIS INC. 0.1%

Value $306K Shares 3,283 Est. Cost $52.05 Unrealized +46.5%

AMT AMERICAN TOWER CORP NEW 0.1%

Value $299K Shares 1,155 Est. Cost $123.20 Unrealized +70.9%

— WPX ENERGY INC 0.1%

Value $298K Shares 46,700 Est. Cost — Unrealized —

CCI CROWN CASTLE INTL CORP NEW 0.1%

Value $284K Shares 1,697 Est. Cost $88.92 Unrealized +40.6%

EQIX EQUINIX INC 0.1%

Value $182K Shares 260 Est. Cost $372.43 Unrealized +63.5%

DLR DIGITAL RLTY TR INC 0.1%

Value $181K Shares 1,276 Est. Cost $81.60 Unrealized +42.6%

ARE ALEXANDRIA REAL ESTATE EQ IN 0.0%

Value $134K Shares 827 Est. Cost $91.45 Unrealized +33.4%

ESS ESSEX PPTY TR INC 0.0%

Value $118K Shares 517 Est. Cost $193.05 Unrealized +1.3%

BXP BOSTON PPTYS LTD PARTNERSHIP 0.0%

Value $82,000 Shares 903 Est. Cost $89.39 Unrealized -23.8%

AVB AVALONBAY CMNTYS INC 0.0%

Value $67,000 Shares 436 Est. Cost $145.26 Unrealized -10.8%

QUAD QUAD / GRAPHICS INC 0.0%

Value $3,000 Shares 916 Est. Cost $22.72 Unrealized -86.5%

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	170,000	$52.42M	15.8%	—	—	Put	78462F103
ARCC	ARES CAPITAL CORP	2,115,292	$30.52M	9.2%	$6.78	+16.4%	COM	04010L103
IWM	ISHARES TR	205,000	$29.35M	8.8%	—	—	Put	464287655
HYG	ISHARES TR	243,184	$19.85M	6.0%	$82.02	—	IBOXX HI YD ETF	464288513
GLD	SPDR GOLD TR	97,500	$16.32M	4.9%	—	—	Call	78463V107
MAIN	MAIN STR CAP CORP	499,031	$15.54M	4.7%	$35.28	-20.1%	COM	56035L104
LQD	ISHARES TR	105,000	$14.12M	4.2%	$134.51	—	IBOXX INV CP ETF	464287242
XLE	SELECT SECTOR SPDR TR	330,000	$12.49M	3.8%	—	—	Call	81369Y506
HTGC	HERCULES CAPITAL INC	1,114,759	$11.67M	3.5%	$13.49	-24.8%	COM	427096508
EFA	ISHARES TR	175,000	$11.19M	3.4%	—	—	Call	464287465
GBDC	GOLUB CAP BDC INC	941,894	$10.97M	3.3%	$7.51	-14.3%	COM	38173M102
IWM	ISHARES TR	75,000	$10.74M	3.2%	—	—	Call	464287655
PSEC	PROSPECT CAP CORP	1,961,536	$9.984M	3.0%	$2.74	-15.7%	COM	74348T102
HYG	ISHARES TR	120,000	$9.794M	2.9%	$82.02	—	Call	464288513
FSK	FS KKR CAPITAL CORP	666,973	$9.338M	2.8%	$6.35	0.0%	COM	302635206
TSLX	SIXTH STREET SPECIALTY LENDN	518,144	$8.544M	2.6%	$16.62	0.0%	COM	83012A109
NMFC	NEW MTN FIN CORP	800,749	$7.439M	2.2%	$5.15	-14.5%	COM	647551100
SLRC	SOLAR CAP LTD	429,849	$6.882M	2.1%	$8.39	+2.3%	COM	83413U100
GSBD	GOLDMAN SACHS BDC INC	339,338	$5.507M	1.7%	$22.19	-30.4%	SHS	38147U107
BCSF	BAIN CAP SPECIALTY FIN INC	461,590	$5.114M	1.5%	$7.92	-31.2%	COM STK	05684B107
MFIC	APOLLO INVT CORP	476,404	$4.559M	1.4%	$6.30	-27.9%	COM	03761U502
OBDC	OWL ROCK CAPITAL CORPORATION	368,341	$4.542M	1.4%	$6.78	-2.7%	COM	69121K104
TCPC	BLACKROCK TCP CAPITAL CORP	474,565	$4.342M	1.3%	$13.83	-37.8%	COM	09259E108
—	OAKTREE SPECIALTY LENDING CO	852,277	$3.809M	1.1%	$4.87	—	COM	67401P108
CGBD	TCG BDC INC	402,670	$3.455M	1.0%	$6.21	-37.3%	COM	872280102
PFLT	PENNANTPARK FLOATING RATE CA	273,933	$2.301M	0.7%	$5.32	-26.3%	COM	70806A106
BBDC	BARINGS BDC INC	259,466	$2.06M	0.6%	$5.31	-23.9%	COM	06759L103
PNNT	PENNANTPARK INVT CORP	422,879	$1.48M	0.4%	$2.67	-39.0%	COM	708062104
FDUS	FIDUS INVT CORP	157,171	$1.429M	0.4%	$6.07	-25.0%	COM	316500107
—	BLACKROCK CAP INVT CORP	420,150	$1.122M	0.3%	$5.99	—	COM	092533108
SCM	STELLUS CAP INVT CORP	122,472	$892K	0.3%	$13.17	-42.5%	COM	858568108
WHF	WHITEHORSE FIN INC	74,813	$768K	0.2%	$14.23	-34.7%	COM	96524V106
CCL	CARNIVAL CORP	43,900	$721K	0.2%	—	—	Put	143658300
MGM	MGM RESORTS INTERNATIONAL	40,000	$672K	0.2%	—	—	Put	552953101
ANF	ABERCROMBIE & FITCH CO	50,000	$532K	0.2%	—	—	Put	002896207
VST	VISTRA ENERGY CORP	16,622	$310K	0.1%	$14.74	+12.7%	COM	92840M102
PLD	PROLOGIS INC.	3,283	$306K	0.1%	$52.05	+46.5%	COM	74340W103
AMT	AMERICAN TOWER CORP NEW	1,155	$299K	0.1%	$123.20	+70.9%	COM	03027X100
—	WPX ENERGY INC	46,700	$298K	0.1%	—	—	Call	98212B103
CCI	CROWN CASTLE INTL CORP NEW	1,697	$284K	0.1%	$88.92	+40.6%	COM	22822V101
EQIX	EQUINIX INC	260	$182K	0.1%	$372.43	+63.5%	COM	29444U700
DLR	DIGITAL RLTY TR INC	1,276	$181K	0.1%	$81.60	+42.6%	COM	253868103
ARE	ALEXANDRIA REAL ESTATE EQ IN	827	$134K	0.0%	$91.45	+33.4%	COM	015271109
ESS	ESSEX PPTY TR INC	517	$118K	0.0%	$193.05	+1.3%	COM	297178105
BXP	BOSTON PPTYS LTD PARTNERSHIP	903	$82,000	0.0%	$89.39	-23.8%	COM	101121101
AVB	AVALONBAY CMNTYS INC	436	$67,000	0.0%	$145.26	-10.8%	COM	053484101
QUAD	QUAD / GRAPHICS INC	916	$3,000	0.0%	$22.72	-86.5%	COM CL A	747301109