CIK: 0001856405 · Show all filings
Period: Q1 2024 (← Previous) (Next →)
Filing Date: May 21, 2024
Total Value ($000): $2,987,489 (68.3% shares, 31.7% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| HYG | ISHARES TR | 12,851,800 | $998,970 | 33.4% | — | — | Put | 464288513 |
| IEF | ISHARES TR | 3,050,000 | $288,713 | 9.7% | — | — | Call | 464287440 |
| LQD | ISHARES TR | 2,300,000 | $250,516 | 8.4% | — | — | Put | 464287242 |
| EMB | ISHARES TR | 1,450,000 | $130,022 | 4.4% | — | — | Put | 464288281 |
| SPY | SPDR S&P 500 ETF TR | 187,500 | $98,076 | 3.3% | — | — | Put | 78462F103 |
| — | ROYAL CARIBBEAN GROUP | 30,000,000 | $85,039 | 2.8% | $2.52 | — | NOTE 6.000% 8/1 | 780153BQ4 |
| — | ALBEMARLE CORP | 1,200,000 | $70,800 | 2.4% | $59.00 | — | 7.25% DEP SHS A | 012653200 |
| — | SEA LTD | 60,500,000 | $60,791 | 2.0% | $0.98 | — | NOTE 2.375%12/0 | 81141RAF7 |
| — | ZILLOW GROUP INC | 50,000,000 | $59,141 | 2.0% | $1.18 | — | NOTE 0.750% 9/0 | 98954MAE1 |
| — | NCL CORP LTD | 58,000,000 | $56,428 | 1.9% | $0.91 | — | NOTE 2.500% 2/1 | 62886HBK6 |
| — | WAYFAIR INC | 57,932,000 | $53,860 | 1.8% | $0.90 | — | NOTE 0.625%10/0 | 94419LAM3 |
| — | DROPBOX INC | 57,500,000 | $53,788 | 1.8% | $0.94 | — | NOTE3/0 | 26210CAD6 |
| TLT | ISHARES TR | 564,000 | $53,366 | 1.8% | — | — | Call | 464287432 |
| — | SOUTHWEST AIRLS CO | 51,000,000 | $51,615 | 1.7% | $1.01 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | WAYFAIR INC | 53,027,000 | $49,148 | 1.6% | $0.86 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | APOLLO GLOBAL MGMT INC | 675,000 | $43,031 | 1.4% | $54.37 | — | SER A MAND CNV | 03769M304 |
| — | UNITED STATES STL CORP | 13,000,000 | $40,015 | 1.3% | $3.64 | — | NOTE 5.000%11/0 | 912909AT5 |
| — | PDD HOLDINGS INC | 38,635,000 | $37,506 | 1.3% | $1.02 | — | NOTE12/0 | 722304AC6 |
| — | JAZZ INVESTMENTS I LTD | 35,000,000 | $34,462 | 1.2% | $0.97 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | SEA LTD | 37,000,000 | $31,727 | 1.1% | $0.67 | — | NOTE 0.250% 9/1 | 81141RAG5 |
| GFR | GREENFIRE RES LTD NEW | 5,019,641 | $29,992 | 1.0% | $9.93 | -44.6% | COM SHS | 39525U107 |
| — | CYTOKINETICS INC | 18,702,000 | $29,666 | 1.0% | $1.59 | — | NOTE 3.500% 7/0 | 23282WAC4 |
| — | UBER TECHNOLOGIES INC | 24,000,000 | $26,946 | 0.9% | $1.12 | — | NOTE12/1 | 90353TAJ9 |
| — | BIOMARIN PHARMACEUTICAL INC | 25,000,000 | $24,608 | 0.8% | $0.98 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | AMERICAN AIRLINES GROUP INC | 20,000,000 | $23,238 | 0.8% | $1.08 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | TECHTARGET INC | 22,000,000 | $20,900 | 0.7% | $0.95 | — | NOTE12/1 | 87874RAD2 |
| IQ 6.5 03/15/28 | IQIYI INC | 19,800,000 | $18,847 | 0.6% | $0.95 | — | NOTE 6.500% 3/1 | G4939KAF3 |
| — | NUTANIX INC | 15,028,000 | $18,477 | 0.6% | $1.23 | — | NOTE 0.250%10/0 | 67059NAH1 |
| — | RAPID7 INC | 20,000,000 | $17,550 | 0.6% | $0.87 | — | NOTE 0.250% 3/1 | 753422AF1 |
| — | JAZZ INVESTMENTS I LTD | 17,000,000 | $16,896 | 0.6% | $1.01 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | FIVE9 INC | 16,000,000 | $15,137 | 0.5% | $0.96 | — | NOTE 0.500% 6/0 | 338307AD3 |
| — | NCL CORP LTD | 11,420,000 | $15,030 | 0.5% | $1.22 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | LIVE NATION ENTERTAINMENT IN | 13,500,000 | $15,020 | 0.5% | $1.10 | — | NOTE 2.000% 2/1 | 538034AU3 |
| — | THE REALREAL INC | 26,200,000 | $11,463 | 0.4% | $0.13 | — | NOTE 1.000% 3/0 | 88339PAD3 |
| — | SHIFT4 PMTS INC | 10,000,000 | $10,773 | 0.4% | $1.08 | — | NOTE12/1 | 82452JAB5 |
| — | DROPBOX INC | 11,250,000 | $10,692 | 0.4% | $0.49 | — | NOTE3/0 | 26210CAC8 |
| IHS | IHS HOLDING LIMITED | 2,973,280 | $10,496 | 0.4% | $4.26 | -19.9% | ORD SHS | G4701H109 |
| — | CINEMARK HLDGS INC | 7,500,000 | $10,425 | 0.3% | $1.39 | — | NOTE 4.500% 8/1 | 17243VAB8 |
| — | BRIDGEBIO PHARMA INC | 11,500,000 | $9,471 | 0.3% | $0.82 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | VAIL RESORTS INC | 9,131,000 | $8,382 | 0.3% | $0.88 | — | NOTE1/0 | 91879QAN9 |
| ABR | ARBOR REALTY TRUST INC | 625,000 | $8,281 | 0.3% | — | — | Put | 038923108 |
| — | ZILLOW GROUP INC | 7,500,000 | $7,992 | 0.3% | $1.09 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| DCH | AMERICAN AXLE & MFG HLDGS IN | 965,000 | $7,102 | 0.2% | $7.54 | 0.0% | COM | 024061103 |
| GPN | GLOBAL PMTS INC | 53,000 | $7,084 | 0.2% | $129.53 | 0.0% | COM | 37940X102 |
| FXI | ISHARES TR | 280,000 | $6,740 | 0.2% | — | — | Call | 464287184 |
| — | THE REALREAL INC | 7,742,000 | $5,765 | 0.2% | $0.74 | — | NOTE 3.000% 6/1 | 88339PAB7 |
| CZR | CAESARS ENTERTAINMENT INC NE | 120,000 | $5,249 | 0.2% | $43.25 | 0.0% | COM | 12769G100 |
| LTH | LIFE TIME GROUP HOLDINGS INC | 325,000 | $5,044 | 0.2% | $13.89 | 0.0% | COMMON STOCK | 53190C102 |
| — | EXACT SCIENCES CORP | 4,500,000 | $5,033 | 0.2% | $1.12 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | EXACT SCIENCES CORP | 5,000,000 | $4,633 | 0.2% | $0.93 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| — | NABORS INDS INC | 6,105,000 | $4,544 | 0.2% | $0.74 | — | NOTE 1.750% 6/1 | 62957HAL9 |
| AMBP | ARDAGH METAL PACKAGING S A | 1,250,000 | $4,288 | 0.1% | $2.94 | 0.0% | SHS | L02235106 |
| CCL | CARNIVAL CORP | 225,000 | $3,677 | 0.1% | $16.27 | 0.0% | UNIT 99/99/9999 | 143658300 |
| BUR | BURFORD CAP LTD | 200,000 | $3,194 | 0.1% | $14.63 | 0.0% | ORD SHS | G17977110 |
| COIN | COINBASE GLOBAL INC | 10,200 | $2,704 | 0.1% | $179.97 | 0.0% | COM CL A | 19260Q107 |
| — | FORWARD AIR CORP | 70,000 | $2,178 | 0.1% | $31.11 | — | COM | 349853101 |
| FLR | FLUOR CORP NEW | 51,300 | $2,169 | 0.1% | $36.95 | +3.9% | COM | 343412102 |
| THC | TENET HEALTHCARE CORP | 20,000 | $2,102 | 0.1% | $63.39 | +41.7% | COM NEW | 88033G407 |
| DAN | DANA INC | 160,000 | $2,032 | 0.1% | $12.24 | 0.0% | COM | 235825205 |
| PENN | PENN ENTERTAINMENT INC | 100,000 | $1,821 | 0.1% | $20.65 | 0.0% | COM | 707569109 |
| MPT | MEDICAL PPTYS TRUST INC | 300,000 | $1,410 | 0.0% | — | — | Call | 58463J304 |
| NVO | NOVO-NORDISK A S | 10,000 | $1,284 | 0.0% | $103.45 | — | ADR | 670100205 |
| — | VROOM INC | 2,000,000 | $960 | 0.0% | $0.11 | — | NOTE 0.750% 7/0 | 92918VAB5 |
| — | TH INTERNATIONAL LIMITED | 500,000 | $575 | 0.0% | $2.78 | — | ORDINARY SHARES | G8656L106 |
| — | VERTEX ENERGY INC | 219,516 | $307 | 0.0% | $6.25 | — | COM | 92534K107 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 3,300 | $288 | 0.0% | $88.98 | +0.6% | COM | 09061G101 |
| PUCKW | GOAL ACQUISITIONS CORP | 276,070 | $5 | 0.0% | $0.34 | — | *W EXP 99/99/999 | 38021H115 |
| WGSWW | GENEDX HOLDINGS CORP | 51,582 | $3 | 0.0% | $0.59 | — | *W EXP 07/22/202 | 81663L119 |
| PRENW | PRENETICS GLOBAL LTD | 186,538 | $1 | 0.0% | $0.27 | — | *W EXP 05/18/202 | G72245114 |
| — | PHP VENTURES ACQUISITION COR | 31,600 | $1 | 0.0% | $0.28 | — | *W EXP 08/16/202 | 69291C114 |