CARRONADE CAPITAL MANAGEMENT, LP Hedge Fund

CIK: 0001866872 · Show all filings

Period: Q1 2024 (← Previous) (Next →)

Filing Date: May 15, 2024

Total Value ($000): $1,597,459 (100.0% shares, 0.0% debt)

Holdings (24)

RSP INVESCO EXCHANGE TRADED FD T 25.4%

Value ($000) $406,488 Shares 2,400,000 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 18.0%

Value ($000) $287,689 Shares 550,000 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 16.4%

Value ($000) $261,535 Shares 500,000 Est. Cost — Unrealized —

TLT ISHARES TR 14.8%

Value ($000) $236,550 Shares 2,500,000 Est. Cost — Unrealized —

BKLN INVESCO EXCH TRADED FD TR II 5.7%

Value ($000) $90,514 Shares 4,279,608 Est. Cost $21.17 Unrealized —

XLE SELECT SECTOR SPDR TR 4.4%

Value ($000) $70,808 Shares 750,000 Est. Cost — Unrealized —

SWX SOUTHWEST GAS HLDGS INC 2.4%

Value ($000) $37,965 Shares 498,685 Est. Cost $71.94 Unrealized -9.9%

EXEEL CHESAPEAKE ENERGY CORP 2.1%

Value ($000) $33,521 Shares 457,002 Est. Cost $50.19 Unrealized —

— TRANSOCEAN INC 2.0%

Value ($000) $32,063 Shares 22,500,000 Est. Cost $1.00 Unrealized —

— DISH NETWORK CORPORATION 1.5%

Value ($000) $24,679 Shares 34,490,000 Est. Cost $0.72 Unrealized —

— GEO CORRECTIONS HOLDINGS INC 1.4%

Value ($000) $22,710 Shares 13,300,000 Est. Cost $1.18 Unrealized —

GBTG GLOBAL BUSINESS TRAVEL GROUP 1.1%

Value ($000) $18,293 Shares 3,043,779 Est. Cost $5.88 Unrealized -0.5%

VSAT VIASAT INC 0.7%

Value ($000) $11,759 Shares 650,000 Est. Cost — Unrealized —

— ONYX ACQUISITION CO I 0.7%

Value ($000) $11,064 Shares 994,082 Est. Cost $10.52 Unrealized —

MPT MEDICAL PPTYS TRUST INC 0.6%

Value ($000) $9,400 Shares 2,000,000 Est. Cost — Unrealized —

MPT MEDICAL PPTYS TRUST INC 0.6%

Value ($000) $9,400 Shares 2,000,000 Est. Cost — Unrealized —

VAL/WS VALARIS LTD 0.6%

Value ($000) $9,132 Shares 686,633 Est. Cost $5.48 Unrealized —

OGN ORGANON & CO 0.3%

Value ($000) $4,700 Shares 250,000 Est. Cost $12.33 Unrealized +28.6%

HTZWW HERTZ GLOBAL HLDGS INC 0.3%

Value ($000) $4,440 Shares 1,000,000 Est. Cost $14.53 Unrealized —

BHC BAUSCH HEALTH COS INC 0.3%

Value ($000) $4,244 Shares 400,000 Est. Cost — Unrealized —

OGN ORGANON & CO 0.2%

Value ($000) $3,863 Shares 205,463 Est. Cost $12.33 Unrealized +28.6%

VAL VALARIS LTD 0.2%

Value ($000) $3,763 Shares 50,000 Est. Cost $69.76 Unrealized -3.9%

— PELOTON INTERACTIVE INC 0.1%

Value ($000) $1,655 Shares 1,959,000 Est. Cost $0.84 Unrealized —

— SUNNOVA ENERGY INTL INC. 0.1%

Value ($000) $1,226 Shares 200,000 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
RSP	INVESCO EXCHANGE TRADED FD T	2,400,000	$406,488	25.4%	—	—	Put	46137V357
SPY	SPDR S&P 500 ETF TR	550,000	$287,689	18.0%	—	—	Put	78462F103
SPY	SPDR S&P 500 ETF TR	500,000	$261,535	16.4%	—	—	Call	78462F103
TLT	ISHARES TR	2,500,000	$236,550	14.8%	—	—	Put	464287432
BKLN	INVESCO EXCH TRADED FD TR II	4,279,608	$90,514	5.7%	$21.17	—	SR LN ETF	46138G508
XLE	SELECT SECTOR SPDR TR	750,000	$70,808	4.4%	—	—	Put	81369Y506
SWX	SOUTHWEST GAS HLDGS INC	498,685	$37,965	2.4%	$71.94	-9.9%	COM	844895102
EXEEL	CHESAPEAKE ENERGY CORP	457,002	$33,521	2.1%	$50.19	—	*W EXP 02/09/202	165167180
—	TRANSOCEAN INC	22,500,000	$32,063	2.0%	$1.00	—	DEB 4.000%12/1	893830BT5
—	DISH NETWORK CORPORATION	34,490,000	$24,679	1.5%	$0.72	—	NOTE 12/1	25470MAF6
—	GEO CORRECTIONS HOLDINGS INC	13,300,000	$22,710	1.4%	$1.18	—	NOTE 6.500% 2/2	36166WAB9
GBTG	GLOBAL BUSINESS TRAVEL GROUP	3,043,779	$18,293	1.1%	$5.88	-0.5%	COM CL A	37890B100
VSAT	VIASAT INC	650,000	$11,759	0.7%	—	—	Put	92552V100
—	ONYX ACQUISITION CO I	994,082	$11,064	0.7%	$10.52	—	SHS CL A	G6755Q109
MPT	MEDICAL PPTYS TRUST INC	2,000,000	$9,400	0.6%	—	—	Call	58463J304
MPT	MEDICAL PPTYS TRUST INC	2,000,000	$9,400	0.6%	—	—	Put	58463J304
VAL/WS	VALARIS LTD	686,633	$9,132	0.6%	$5.48	—	*W EXP 04/29/202	G9460G119
OGN	ORGANON & CO	250,000	$4,700	0.3%	$12.33	+28.6%	Call	68622V106
HTZWW	HERTZ GLOBAL HLDGS INC	1,000,000	$4,440	0.3%	$14.53	—	*W EXP 06/30/205	42806J148
BHC	BAUSCH HEALTH COS INC	400,000	$4,244	0.3%	—	—	Call	071734107
OGN	ORGANON & CO	205,463	$3,863	0.2%	$12.33	+28.6%	COMMON STOCK	68622V106
VAL	VALARIS LTD	50,000	$3,763	0.2%	$69.76	-3.9%	CL A	G9460G101
—	PELOTON INTERACTIVE INC	1,959,000	$1,655	0.1%	$0.84	—	NOTE 2/1	70614WAB6
—	SUNNOVA ENERGY INTL INC.	200,000	$1,226	0.1%	—	—	Call	86745K104