Location: New York, NY
CIK: 0001856405 · Show all filings
Period: Q2 2024 (← Previous) (Next →)
Filing Date: Aug 14, 2024
Total Value: $3.204B (69.7% shares, 30.3% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IEF | ISHARES TR | 6,750,000 | $632M | 19.7% | $93.65 | — | Call | 464287440 |
| HYG | ISHARES TR | 7,300,000 | $563M | 17.6% | — | — | Put | 464288513 |
| LQD | ISHARES TR | 4,500,000 | $482M | 15.0% | — | — | Put | 464287242 |
| — | ROYAL CARIBBEAN GROUP | 49,557,000 | $160M | 5.0% | $2.80 | — | NOTE 6.000% 8/1 | 780153BQ4 |
| — | WAYFAIR INC | 81,142,000 | $73.34M | 2.3% | $0.88 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | SEA LTD | 66,000,000 | $70.9M | 2.2% | $0.99 | — | NOTE 2.375%12/0 | 81141RAF7 |
| — | NCL CORP LTD | 63,275,000 | $60.5M | 1.9% | $0.91 | — | NOTE 2.500% 2/1 | 62886HBK6 |
| — | ALBEMARLE CORP | 1,200,000 | $55.3M | 1.7% | $59.00 | — | 7.25% DEP SHS A | 012653200 |
| — | PDD HOLDINGS INC | 55,635,000 | $55.01M | 1.7% | $1.01 | — | NOTE12/0 | 722304AC6 |
| — | NEXTERA ENERGY INC | 1,100,000 | $54.16M | 1.7% | $49.23 | — | UNIT 06/01/2027 | 65339F663 |
| — | SOUTHWEST AIRLS CO | 52,500,000 | $52.58M | 1.6% | $1.01 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | UNITED STATES STL CORP | 17,635,000 | $50.33M | 1.6% | $3.43 | — | NOTE 5.000%11/0 | 912909AT5 |
| IWM | ISHARES TR | 243,500 | $49.4M | 1.5% | — | — | Put | 464287655 |
| QQQ | INVESCO QQQ TR | 100,000 | $47.91M | 1.5% | — | — | Call | 46090E103 |
| — | APOLLO GLOBAL MGMT INC | 675,000 | $44.29M | 1.4% | $54.37 | — | SER A MAND CNV | 03769M304 |
| — | AMERICAN AIRLINES GROUP INC | 41,750,000 | $43.25M | 1.3% | $1.06 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | DROPBOX INC | 45,500,000 | $41.51M | 1.3% | $0.94 | — | NOTE3/0 | 26210CAD6 |
| NVDA | NVIDIA CORPORATION | 300,500 | $37.12M | 1.2% | — | — | Put | 67066G104 |
| — | ZILLOW GROUP INC | 33,190,000 | $36.14M | 1.1% | $1.18 | — | NOTE 0.750% 9/0 | 98954MAE1 |
| USO | UNITED STS OIL FD LP | 450,000 | $35.82M | 1.1% | — | — | Put | 91232N207 |
| JBBB | JANUS DETROIT STR TR | 700,000 | $34.43M | 1.1% | $49.18 | — | B-BBB CLO ETF | 47103U753 |
| GFR | GREENFIRE RES LTD NEW | 5,051,417 | $34.1M | 1.1% | $9.93 | -39.1% | COM SHS | 39525U107 |
| — | WAYFAIR INC | 34,444,000 | $32.16M | 1.0% | $0.90 | — | NOTE 0.625%10/0 | 94419LAM3 |
| TLT | ISHARES TR | 300,000 | $27.53M | 0.9% | — | — | Put | 464287432 |
| CPRI | CAPRI HOLDINGS LIMITED | 819,600 | $27.11M | 0.8% | $36.17 | 0.0% | Call | G1890L107 |
| — | AKAMAI TECHNOLOGIES INC | 24,000,000 | $25.2M | 0.8% | $1.05 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | MONGODB INC | 18,000,000 | $23.72M | 0.7% | $1.32 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| HYG | ISHARES TR | 300,000 | $23.14M | 0.7% | — | — | Call | 464288513 |
| EMB | ISHARES TR | 250,000 | $22.12M | 0.7% | — | — | Call | 464288281 |
| — | TECHTARGET INC | 22,000,000 | $21.23M | 0.7% | $0.95 | — | NOTE12/1 | 87874RAD2 |
| — | MICROCHIP TECHNOLOGY INC. | 20,000,000 | $21.14M | 0.7% | $1.06 | — | NOTE 0.125%11/1 | 595017AU8 |
| — | NCL CORP LTD | 13,672,000 | $16.61M | 0.5% | $1.22 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | LIVE NATION ENTERTAINMENT IN | 16,000,000 | $16.55M | 0.5% | $1.09 | — | NOTE 2.000% 2/1 | 538034AU3 |
| IQ 6.5 03/15/28 | IQIYI INC | 17,000,000 | $16.3M | 0.5% | $0.95 | — | NOTE 6.500% 3/1 | G4939KAF3 |
| — | NUTANIX INC | 11,500,000 | $13.43M | 0.4% | $1.23 | — | NOTE 0.250%10/0 | 67059NAH1 |
| — | DROPBOX INC | 13,750,000 | $12.83M | 0.4% | $0.57 | — | NOTE3/0 | 26210CAC8 |
| — | VENTAS RLTY LTD PARTNERSHIP | 12,000,000 | $12.56M | 0.4% | $1.05 | — | NOTE 3.750% 6/0 | 92277GAZ0 |
| — | THE REALREAL INC | 26,200,000 | $12.48M | 0.4% | $0.13 | — | NOTE 1.000% 3/0 | 88339PAD3 |
| — | JAZZ INVESTMENTS I LTD | 12,000,000 | $11.58M | 0.4% | $1.01 | — | NOTE 2.000% 6/1 | 472145AF8 |
| — | BLOCK INC | 12,000,000 | $11.57M | 0.4% | $0.96 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | INSMED INC | 5,000,000 | $10.59M | 0.3% | $2.12 | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | HAWAIIAN HOLDINGS INC | 800,000 | $9.944M | 0.3% | — | — | Call | 419879101 |
| FXI | ISHARES TR | 380,000 | $9.876M | 0.3% | — | — | Call | 464287184 |
| — | EXACT SCIENCES CORP | 11,250,000 | $9.795M | 0.3% | $0.87 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | BRIDGEBIO PHARMA INC | 11,500,000 | $9.272M | 0.3% | $0.82 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| IHS | IHS HOLDING LIMITED | 2,773,796 | $8.876M | 0.3% | $4.26 | -18.4% | ORD SHS | G4701H109 |
| — | VAIL RESORTS INC | 9,131,000 | $8.329M | 0.3% | $0.88 | — | NOTE1/0 | 91879QAN9 |
| — | EXACT SCIENCES CORP | 9,000,000 | $7.392M | 0.2% | $0.88 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| — | THE REALREAL INC | 7,742,000 | $7.257M | 0.2% | $0.74 | — | NOTE 3.000% 6/1 | 88339PAB7 |
| CZR | CAESARS ENTERTAINMENT INC NE | 160,000 | $6.358M | 0.2% | $41.83 | -10.2% | COM | 12769G100 |
| — | EXACT SCIENCES CORP | 6,500,000 | $6.341M | 0.2% | $1.07 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| CPRI | CAPRI HOLDINGS LIMITED | 190,000 | $6.285M | 0.2% | $36.17 | 0.0% | Put | G1890L107 |
| — | AKAMAI TECHNOLOGIES INC | 5,000,000 | $4.849M | 0.2% | $0.97 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | NICE LTD | 5,000,000 | $4.717M | 0.1% | $0.94 | — | NOTE9/1 | 653656AB4 |
| — | NABORS INDS INC | 6,105,000 | $4.444M | 0.1% | $0.74 | — | NOTE 1.750% 6/1 | 62957HAL9 |
| — | CATALENT INC | 75,000 | $4.217M | 0.1% | $56.23 | — | COM | 148806102 |
| LTH | LIFE TIME GROUP HOLDINGS INC | 220,000 | $4.143M | 0.1% | $13.89 | +13.8% | COMMON STOCK | 53190C102 |
| — | SNAP INC | 5,000,000 | $3.992M | 0.1% | $0.80 | — | NOTE 0.125% 3/0 | 83304AAH9 |
| CPRI | CAPRI HOLDINGS LIMITED | 100,000 | $3.308M | 0.1% | $36.17 | 0.0% | SHS | G1890L107 |
| — | LIBERTY MEDIA CORP DEL | 2,500,000 | $2.608M | 0.1% | $1.04 | — | NOTE 3.750% 3/1 | 531229AP7 |
| FLR | FLUOR CORP NEW | 56,642 | $2.467M | 0.1% | $37.38 | +11.2% | COM | 343412102 |
| CAVA | CAVA GROUP INC | 25,000 | $2.319M | 0.1% | — | — | Put | 148929102 |
| COIN | COINBASE GLOBAL INC | 5,000 | $1.111M | 0.0% | $179.97 | +27.9% | COM CL A | 19260Q107 |
| ALRM | ALARM COM HLDGS INC | 17,200 | $1.093M | 0.0% | $66.10 | 0.0% | COM | 011642105 |
| — | VROOM INC | 2,000,000 | $1.07M | 0.0% | $0.11 | — | NOTE 0.750% 7/0 | 92918VAB5 |
| SNAP | SNAP INC | 36,500 | $606K | 0.0% | $14.35 | 0.0% | CL A | 83304A106 |
| HTZWW | HERTZ GLOBAL HLDGS INC | 200,000 | $490K | 0.0% | $2.45 | — | *W EXP 06/30/205 | 42806J148 |
| — | TH INTERNATIONAL LIMITED | 500,000 | $374K | 0.0% | $2.78 | — | ORDINARY SHARES | G8656L106 |
| — | NUVEI CORPORATION | 11,530 | $373K | 0.0% | $32.38 | — | SUB VTG SHS | 67079A102 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 4,400 | $362K | 0.0% | $87.55 | -4.9% | COM | 09061G101 |
| IEF | ISHARES TR | 210 | $19,667 | 0.0% | $93.65 | — | 7-10 YR TRSY BD | 464287440 |
| PRENW | PRENETICS GLOBAL LTD | 186,538 | $2,593 | 0.0% | $0.27 | — | *W EXP 05/18/202 | G72245114 |
| WGSWW | GENEDX HOLDINGS CORP | 51,582 | $1,532 | 0.0% | $0.59 | — | *W EXP 07/22/202 | 81663L119 |