CARRONADE CAPITAL MANAGEMENT, LP Hedge Fund

CIK: 0001866872 · Show all filings

Period: Q2 2024 (← Previous) (Next →)

Filing Date: Aug 14, 2024

Total Value ($000): $1,901,535 (100.0% shares, 0.0% debt)

Holdings (31)

SPY SPDR S&P 500 ETF TR 40.1%

Value ($000) $761,908 Shares 1,400,000 Est. Cost — Unrealized —

IWM ISHARES TR 21.3%

Value ($000) $405,780 Shares 2,000,000 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 14.3%

Value ($000) $272,110 Shares 500,000 Est. Cost — Unrealized —

BKLN INVESCO EXCH TRADED FD TR II 5.1%

Value ($000) $96,355 Shares 4,579,608 Est. Cost $21.16 Unrealized —

RSP INVESCO EXCHANGE TRADED FD T 1.7%

Value ($000) $32,856 Shares 200,000 Est. Cost — Unrealized —

RSP INVESCO EXCHANGE TRADED FD T 1.7%

Value ($000) $32,856 Shares 200,000 Est. Cost — Unrealized —

EXEEL CHESAPEAKE ENERGY CORP 1.6%

Value ($000) $29,993 Shares 457,002 Est. Cost $50.19 Unrealized —

— TRANSOCEAN INC 1.5%

Value ($000) $28,575 Shares 22,500,000 Est. Cost $1.00 Unrealized —

XLE SELECT SECTOR SPDR TR 1.4%

Value ($000) $27,345 Shares 300,000 Est. Cost — Unrealized —

— DISH NETWORK CORPORATION 1.2%

Value ($000) $22,105 Shares 30,490,000 Est. Cost $0.72 Unrealized —

CTRI CENTURI HOLDINGS INC 1.1%

Value ($000) $21,531 Shares 1,105,300 Est. Cost $25.45 Unrealized 0.0%

GBTG GLOBAL BUSINESS TRAVEL GROUP 1.1%

Value ($000) $21,120 Shares 3,200,071 Est. Cost $5.89 Unrealized +4.1%

GEO GEO GROUP INC NEW 1.1%

Value ($000) $20,106 Shares 1,400,161 Est. Cost $14.13 Unrealized 0.0%

— FRONTIER COMMUNICATIONS PARE 1.0%

Value ($000) $18,326 Shares 700,000 Est. Cost — Unrealized —

MPT MEDICAL PPTYS TRUST INC 0.9%

Value ($000) $17,240 Shares 4,000,000 Est. Cost — Unrealized —

KSS KOHLS CORP 0.8%

Value ($000) $14,714 Shares 640,000 Est. Cost — Unrealized —

— ONYX ACQUISITION CO I 0.5%

Value ($000) $9,240 Shares 814,082 Est. Cost $10.52 Unrealized —

VAL/WS VALARIS LTD 0.5%

Value ($000) $8,995 Shares 686,633 Est. Cost $5.48 Unrealized —

VSAT VIASAT INC 0.4%

Value ($000) $8,255 Shares 650,000 Est. Cost — Unrealized —

AVB AVALONBAY CMNTYS INC 0.4%

Value ($000) $7,649 Shares 36,972 Est. Cost $182.28 Unrealized 0.0%

UDR UDR INC 0.4%

Value ($000) $7,623 Shares 185,241 Est. Cost $36.13 Unrealized 0.0%

EQR EQUITY RESIDENTIAL 0.4%

Value ($000) $7,601 Shares 109,626 Est. Cost $60.70 Unrealized 0.0%

CPT CAMDEN PPTY TR 0.4%

Value ($000) $7,546 Shares 69,162 Est. Cost $96.87 Unrealized 0.0%

MAA MID-AMER APT CMNTYS INC 0.2%

Value ($000) $3,898 Shares 27,331 Est. Cost $125.55 Unrealized 0.0%

EBS EMERGENT BIOSOLUTIONS INC 0.2%

Value ($000) $3,755 Shares 550,597 Est. Cost $4.30 Unrealized 0.0%

VAL VALARIS LTD 0.2%

Value ($000) $3,725 Shares 50,000 Est. Cost $69.76 Unrealized +3.8%

ESS ESSEX PPTY TR INC 0.2%

Value ($000) $3,720 Shares 13,665 Est. Cost $241.02 Unrealized 0.0%

OPTU ALTICE USA INC 0.2%

Value ($000) $2,856 Shares 1,400,000 Est. Cost $2.22 Unrealized 0.0%

BHC BAUSCH HEALTH COS INC 0.1%

Value ($000) $2,788 Shares 400,000 Est. Cost $7.57 Unrealized 0.0%

OPTU ALTICE USA INC 0.0%

Value ($000) $526 Shares 257,772 Est. Cost $2.22 Unrealized 0.0%

BHC BAUSCH HEALTH COS INC 0.0%

Value ($000) $438 Shares 62,841 Est. Cost $7.57 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	1,400,000	$761,908	40.1%	—	—	Put	78462F103
IWM	ISHARES TR	2,000,000	$405,780	21.3%	—	—	Put	464287655
SPY	SPDR S&P 500 ETF TR	500,000	$272,110	14.3%	—	—	Call	78462F103
BKLN	INVESCO EXCH TRADED FD TR II	4,579,608	$96,355	5.1%	$21.16	—	SR LN ETF	46138G508
RSP	INVESCO EXCHANGE TRADED FD T	200,000	$32,856	1.7%	—	—	Put	46137V357
RSP	INVESCO EXCHANGE TRADED FD T	200,000	$32,856	1.7%	—	—	Call	46137V357
EXEEL	CHESAPEAKE ENERGY CORP	457,002	$29,993	1.6%	$50.19	—	*W EXP 02/09/202	165167180
—	TRANSOCEAN INC	22,500,000	$28,575	1.5%	$1.00	—	DEB 4.000%12/1	893830BT5
XLE	SELECT SECTOR SPDR TR	300,000	$27,345	1.4%	—	—	Put	81369Y506
—	DISH NETWORK CORPORATION	30,490,000	$22,105	1.2%	$0.72	—	NOTE 12/1	25470MAF6
CTRI	CENTURI HOLDINGS INC	1,105,300	$21,531	1.1%	$25.45	0.0%	COM SHS	155923105
GBTG	GLOBAL BUSINESS TRAVEL GROUP	3,200,071	$21,120	1.1%	$5.89	+4.1%	COM CL A	37890B100
GEO	GEO GROUP INC NEW	1,400,161	$20,106	1.1%	$14.13	0.0%	COM	36162J106
—	FRONTIER COMMUNICATIONS PARE	700,000	$18,326	1.0%	—	—	Put	35909D109
MPT	MEDICAL PPTYS TRUST INC	4,000,000	$17,240	0.9%	—	—	Call	58463J304
KSS	KOHLS CORP	640,000	$14,714	0.8%	—	—	Put	500255104
—	ONYX ACQUISITION CO I	814,082	$9,240	0.5%	$10.52	—	SHS CL A	G6755Q109
VAL/WS	VALARIS LTD	686,633	$8,995	0.5%	$5.48	—	*W EXP 04/29/202	G9460G119
VSAT	VIASAT INC	650,000	$8,255	0.4%	—	—	Put	92552V100
AVB	AVALONBAY CMNTYS INC	36,972	$7,649	0.4%	$182.28	0.0%	COM	053484101
UDR	UDR INC	185,241	$7,623	0.4%	$36.13	0.0%	COM	902653104
EQR	EQUITY RESIDENTIAL	109,626	$7,601	0.4%	$60.70	0.0%	SH BEN INT	29476L107
CPT	CAMDEN PPTY TR	69,162	$7,546	0.4%	$96.87	0.0%	SH BEN INT	133131102
MAA	MID-AMER APT CMNTYS INC	27,331	$3,898	0.2%	$125.55	0.0%	COM	59522J103
EBS	EMERGENT BIOSOLUTIONS INC	550,597	$3,755	0.2%	$4.30	0.0%	COM	29089Q105
VAL	VALARIS LTD	50,000	$3,725	0.2%	$69.76	+3.8%	CL A	G9460G101
ESS	ESSEX PPTY TR INC	13,665	$3,720	0.2%	$241.02	0.0%	COM	297178105
OPTU	ALTICE USA INC	1,400,000	$2,856	0.2%	$2.22	0.0%	Call	02156K103
BHC	BAUSCH HEALTH COS INC	400,000	$2,788	0.1%	$7.57	0.0%	Call	071734107
OPTU	ALTICE USA INC	257,772	$526	0.0%	$2.22	0.0%	CL A	02156K103
BHC	BAUSCH HEALTH COS INC	62,841	$438	0.0%	$7.57	0.0%	COM	071734107