Muzinich & Co., Inc. Hedge Fund

CIK: 0001618824 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 13, 2020

Total Value ($000): $247,964 (100.0% shares, 0.0% debt)

Holdings (44)

SPY SPDR S&P 500 ETF TR 17.8%

Value ($000) $44,206 Shares 132,500 Est. Cost — Unrealized —

ARCC ARES CAPITAL CORP 11.4%

Value ($000) $28,222 Shares 2,023,094 Est. Cost $6.78 Unrealized +26.1%

IWM ISHARES TR 8.4%

Value ($000) $20,939 Shares 140,000 Est. Cost — Unrealized —

GLD SPDR GOLD TR 6.4%

Value ($000) $15,989 Shares 90,000 Est. Cost — Unrealized —

MAIN MAIN STR CAP CORP 5.9%

Value ($000) $14,508 Shares 490,646 Est. Cost $35.28 Unrealized -13.2%

HTGC HERCULES CAPITAL INC 5.4%

Value ($000) $13,354 Shares 1,154,163 Est. Cost $13.41 Unrealized -17.1%

GBDC GOLUB CAP BDC INC 4.0%

Value ($000) $10,007 Shares 755,845 Est. Cost $7.51 Unrealized -2.7%

PSEC PROSPECT CAP CORP 3.8%

Value ($000) $9,485 Shares 1,885,780 Est. Cost $2.74 Unrealized -6.2%

FSK FS KKR CAPITAL CORP 3.8%

Value ($000) $9,434 Shares 594,807 Est. Cost $6.35 Unrealized +15.0%

TSLX SIXTH STREET SPECIALTY LENDN 3.7%

Value ($000) $9,249 Shares 537,437 Est. Cost $16.64 Unrealized +3.0%

NMFC NEW MTN FIN CORP 3.2%

Value ($000) $7,946 Shares 832,048 Est. Cost $5.16 Unrealized +3.4%

SLRC SOLAR CAP LTD 2.7%

Value ($000) $6,710 Shares 424,134 Est. Cost $8.39 Unrealized +12.9%

OBDC OWL ROCK CAPITAL CORPORATION 2.0%

Value ($000) $4,877 Shares 404,433 Est. Cost $6.78 Unrealized -0.4%

GSBD GOLDMAN SACHS BDC INC 2.0%

Value ($000) $4,838 Shares 321,672 Est. Cost $22.19 Unrealized -29.5%

— OAKTREE SPECIALTY LENDING CO 1.9%

Value ($000) $4,797 Shares 991,107 Est. Cost $4.87 Unrealized —

TCPC BLACKROCK TCP CAPITAL CORP 1.8%

Value ($000) $4,500 Shares 459,212 Est. Cost $13.83 Unrealized -29.9%

BCSF BAIN CAP SPECIALTY FIN INC 1.8%

Value ($000) $4,429 Shares 434,167 Est. Cost $7.92 Unrealized -28.5%

EEM ISHARES TR 1.8%

Value ($000) $4,374 Shares 100,000 Est. Cost — Unrealized —

EFA ISHARES TR 1.5%

Value ($000) $3,828 Shares 60,000 Est. Cost — Unrealized —

MFIC APOLLO INVT CORP 1.4%

Value ($000) $3,513 Shares 424,783 Est. Cost $6.30 Unrealized -23.2%

CGBD TCG BDC INC 1.4%

Value ($000) $3,473 Shares 389,832 Est. Cost $6.21 Unrealized -26.5%

SLV ISHARES SILVER TR 1.1%

Value ($000) $2,759 Shares 125,000 Est. Cost — Unrealized —

BBDC BARINGS BDC INC 0.8%

Value ($000) $2,021 Shares 252,666 Est. Cost $5.31 Unrealized -14.1%

FDUS FIDUS INVT CORP 0.6%

Value ($000) $1,547 Shares 156,771 Est. Cost $6.07 Unrealized -14.4%

— L BRANDS INC 0.6%

Value ($000) $1,400 Shares 45,000 Est. Cost — Unrealized —

PFLT PENNANTPARK FLOATING RATE CA 0.6%

Value ($000) $1,377 Shares 163,190 Est. Cost $5.32 Unrealized -12.4%

OXY OCCIDENTAL PETE CORP 0.5%

Value ($000) $1,201 Shares 120,000 Est. Cost — Unrealized —

BHC BAUSCH HEALTH COS INC 0.5%

Value ($000) $1,141 Shares 75,000 Est. Cost — Unrealized —

SCM STELLUS CAP INVT CORP 0.4%

Value ($000) $1,066 Shares 122,472 Est. Cost $13.17 Unrealized -38.2%

PNNT PENNANTPARK INVT CORP 0.4%

Value ($000) $1,025 Shares 321,212 Est. Cost $2.67 Unrealized -34.7%

— BLACKROCK CAP INVT CORP 0.4%

Value ($000) $977 Shares 398,855 Est. Cost $5.99 Unrealized —

WHF WHITEHORSE FIN INC 0.3%

Value ($000) $732 Shares 74,813 Est. Cost $14.23 Unrealized -27.8%

TGNA TEGNA INC 0.3%

Value ($000) $706 Shares 60,000 Est. Cost — Unrealized —

F FORD MTR CO DEL 0.3%

Value ($000) $663 Shares 100,000 Est. Cost — Unrealized —

CSTM CONSTELLIUM SE 0.2%

Value ($000) $586 Shares 75,000 Est. Cost — Unrealized —

— PARTY CITY HOLDCO INC 0.2%

Value ($000) $508 Shares 195,520 Est. Cost $2.60 Unrealized —

PLD PROLOGIS INC. 0.1%

Value ($000) $330 Shares 3,283 Est. Cost $52.05 Unrealized +65.6%

CCI CROWN CASTLE INTL CORP NEW 0.1%

Value ($000) $283 Shares 1,697 Est. Cost $88.92 Unrealized +45.1%

AMT AMERICAN TOWER CORP NEW 0.1%

Value ($000) $279 Shares 1,155 Est. Cost $123.20 Unrealized +75.9%

EQIX EQUINIX INC 0.1%

Value ($000) $197 Shares 260 Est. Cost $372.43 Unrealized +83.5%

DLR DIGITAL RLTY TR INC 0.1%

Value ($000) $187 Shares 1,276 Est. Cost $81.60 Unrealized +52.2%

ARE ALEXANDRIA REAL ESTATE EQ IN 0.1%

Value ($000) $132 Shares 827 Est. Cost $91.45 Unrealized +46.7%

ESS ESSEX PPTY TR INC 0.0%

Value ($000) $104 Shares 517 Est. Cost $193.05 Unrealized -7.1%

AVB AVALONBAY CMNTYS INC 0.0%

Value ($000) $65 Shares 436 Est. Cost $145.26 Unrealized -12.8%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	132,500	$44,206	17.8%	—	—	Put	78462F103
ARCC	ARES CAPITAL CORP	2,023,094	$28,222	11.4%	$6.78	+26.1%	COM	04010L103
IWM	ISHARES TR	140,000	$20,939	8.4%	—	—	Put	464287655
GLD	SPDR GOLD TR	90,000	$15,989	6.4%	—	—	Call	78463V107
MAIN	MAIN STR CAP CORP	490,646	$14,508	5.9%	$35.28	-13.2%	COM	56035L104
HTGC	HERCULES CAPITAL INC	1,154,163	$13,354	5.4%	$13.41	-17.1%	COM	427096508
GBDC	GOLUB CAP BDC INC	755,845	$10,007	4.0%	$7.51	-2.7%	COM	38173M102
PSEC	PROSPECT CAP CORP	1,885,780	$9,485	3.8%	$2.74	-6.2%	COM	74348T102
FSK	FS KKR CAPITAL CORP	594,807	$9,434	3.8%	$6.35	+15.0%	COM	302635206
TSLX	SIXTH STREET SPECIALTY LENDN	537,437	$9,249	3.7%	$16.64	+3.0%	COM	83012A109
NMFC	NEW MTN FIN CORP	832,048	$7,946	3.2%	$5.16	+3.4%	COM	647551100
SLRC	SOLAR CAP LTD	424,134	$6,710	2.7%	$8.39	+12.9%	COM	83413U100
OBDC	OWL ROCK CAPITAL CORPORATION	404,433	$4,877	2.0%	$6.78	-0.4%	COM	69121K104
GSBD	GOLDMAN SACHS BDC INC	321,672	$4,838	2.0%	$22.19	-29.5%	SHS	38147U107
—	OAKTREE SPECIALTY LENDING CO	991,107	$4,797	1.9%	$4.87	—	COM	67401P108
TCPC	BLACKROCK TCP CAPITAL CORP	459,212	$4,500	1.8%	$13.83	-29.9%	COM	09259E108
BCSF	BAIN CAP SPECIALTY FIN INC	434,167	$4,429	1.8%	$7.92	-28.5%	COM STK	05684B107
EEM	ISHARES TR	100,000	$4,374	1.8%	—	—	Call	464287234
EFA	ISHARES TR	60,000	$3,828	1.5%	—	—	Put	464287465
MFIC	APOLLO INVT CORP	424,783	$3,513	1.4%	$6.30	-23.2%	COM	03761U502
CGBD	TCG BDC INC	389,832	$3,473	1.4%	$6.21	-26.5%	COM	872280102
SLV	ISHARES SILVER TR	125,000	$2,759	1.1%	—	—	Call	46428Q109
BBDC	BARINGS BDC INC	252,666	$2,021	0.8%	$5.31	-14.1%	COM	06759L103
FDUS	FIDUS INVT CORP	156,771	$1,547	0.6%	$6.07	-14.4%	COM	316500107
—	L BRANDS INC	45,000	$1,400	0.6%	—	—	Put	501797104
PFLT	PENNANTPARK FLOATING RATE CA	163,190	$1,377	0.6%	$5.32	-12.4%	COM	70806A106
OXY	OCCIDENTAL PETE CORP	120,000	$1,201	0.5%	—	—	Put	674599105
BHC	BAUSCH HEALTH COS INC	75,000	$1,141	0.5%	—	—	Call	071734107
SCM	STELLUS CAP INVT CORP	122,472	$1,066	0.4%	$13.17	-38.2%	COM	858568108
PNNT	PENNANTPARK INVT CORP	321,212	$1,025	0.4%	$2.67	-34.7%	COM	708062104
—	BLACKROCK CAP INVT CORP	398,855	$977	0.4%	$5.99	—	COM	092533108
WHF	WHITEHORSE FIN INC	74,813	$732	0.3%	$14.23	-27.8%	COM	96524V106
TGNA	TEGNA INC	60,000	$706	0.3%	—	—	Call	87901J105
F	FORD MTR CO DEL	100,000	$663	0.3%	—	—	Call	345370860
CSTM	CONSTELLIUM SE	75,000	$586	0.2%	—	—	Call	F21107101
—	PARTY CITY HOLDCO INC	195,520	$508	0.2%	$2.60	—	COM	702149105
PLD	PROLOGIS INC.	3,283	$330	0.1%	$52.05	+65.6%	COM	74340W103
CCI	CROWN CASTLE INTL CORP NEW	1,697	$283	0.1%	$88.92	+45.1%	COM	22822V101
AMT	AMERICAN TOWER CORP NEW	1,155	$279	0.1%	$123.20	+75.9%	COM	03027X100
EQIX	EQUINIX INC	260	$197	0.1%	$372.43	+83.5%	COM	29444U700
DLR	DIGITAL RLTY TR INC	1,276	$187	0.1%	$81.60	+52.2%	COM	253868103
ARE	ALEXANDRIA REAL ESTATE EQ IN	827	$132	0.1%	$91.45	+46.7%	COM	015271109
ESS	ESSEX PPTY TR INC	517	$104	0.0%	$193.05	-7.1%	COM	297178105
AVB	AVALONBAY CMNTYS INC	436	$65	0.0%	$145.26	-12.8%	COM	053484101