Q3 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | NA | $0 | – | 0 | – | 0.00% | – | |
| HYG | Exit | ISHARES TRput | $0 | – | -1,000,000 | – | -100.00% | – |
Q2 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HYG | New | ISHARES TRput | $75,080,000 | – | 1,000,000 | – | 100.00% | – |
Q4 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| UPHWS | Exit | UPHEALTH INC*w exp 06/08/202 | $0 | – | -12,499 | – | -0.00% | – |
| AER | Exit | AERCAP HOLDINGS NVcall | $0 | – | -300,000 | – | -11.22% | – |
| VCLT | Exit | VANGUARD SCOTTSDALE FDSlg-term cor bd | $0 | – | -398,000 | – | -25.73% | – |
| HYG | Exit | ISHARES TRput | $0 | – | -1,000,000 | – | -63.05% | – |
Q3 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| VCLT | Buy | VANGUARD SCOTTSDALE FDSlg-term cor bd | $29,142,000 | +66.3% | 398,000 | +84.3% | 25.73% | +232.5% |
| Exit | MICROSTRATEGY INCnote 2/1 | $0 | – | -4,060,000 | – | -0.80% | – | |
| Exit | JETBLUE AIRWAYS CORPnote 0.500% 4/0 | $0 | – | -11,000,000 | – | -3.56% | – | |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -300,000 | – | -49.98% | – |
Q2 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | New | SPDR S&P 500 ETF TRput | $113,184,000 | – | 300,000 | – | 49.98% | – |
| HYG | New | ISHARES TRput | $73,600,000 | – | 1,000,000 | – | 32.50% | – |
| VCLT | New | VANGUARD SCOTTSDALE FDSlg-term cor bd | $17,520,000 | – | 216,000 | – | 7.74% | – |
| AER | New | AERCAP HOLDINGS NVcall | $12,282,000 | – | 300,000 | – | 5.42% | – |
| New | JETBLUE AIRWAYS CORPnote 0.500% 4/0 | $8,051,000 | – | 11,000,000 | – | 3.56% | – | |
| New | MICROSTRATEGY INCnote 2/1 | $1,812,000 | – | 4,060,000 | – | 0.80% | – | |
| UPHWS | New | UPHEALTH INC*w exp 06/08/202 | $1,000 | – | 12,499 | – | 0.00% | – |
Q4 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| RIOT | Exit | RIOT BLOCKCHAIN INCcall | $0 | – | -575,000 | – | -6.36% | – |
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -506,500 | – | -93.64% | – |
Q3 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | Buy | SPDR S&P 500 ETF TRput | $217,375,000 | +160.4% | 506,500 | +159.7% | 93.64% | +342.2% |
| RIOT | New | RIOT BLOCKCHAIN INCcall | $14,760,000 | – | 575,000 | – | 6.36% | – |
| UPHWS | Exit | UPHEALTH INC*w exp 06/08/202 | $0 | – | -12,499 | – | -0.00% | – |
| KLR | Exit | KALEYRA INC | $0 | – | -40,000 | – | -0.12% | – |
| UPH | Exit | UPHEALTH INC | $0 | – | -125,000 | – | -0.21% | – |
| ASZU | Exit | AUSTERLITZ ACQUISITION CORPunit 99/99/9999 | $0 | – | -340,000 | – | -0.87% | – |
| Exit | BLACKSTONE MTG TR INCnote 4.375% 5/0 | $0 | – | -3,827,000 | – | -0.98% | – | |
| Exit | DISH NETWORK CORPORATIONnote 2.375% 3/1 | $0 | – | -5,000,000 | – | -1.23% | – | |
| Exit | BLACKSTONE MTG TR INCnote 4.750% 3/1 | $0 | – | -13,000,000 | – | -3.40% | – | |
| AER | Exit | AERCAP HOLDINGS NV | $0 | – | -367,014 | – | -4.77% | – |
| PCG | Exit | PG&E CORP | $0 | – | -3,007,000 | – | -7.76% | – |
| Exit | DISH NETWORK CORPORATIONnote 3.375% 8/1 | $0 | – | -30,950,000 | – | -8.00% | – | |
| Exit | LIVE NATION ENTERTAINMENT INnote 2.000% 2/1 | $0 | – | -35,880,000 | – | -10.16% | – | |
| HYG | Exit | ISHARES TRput | $0 | – | -1,850,000 | – | -41.31% | – |
Q2 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HYG | New | ISHARES TRput | $162,819,000 | – | 1,850,000 | – | 41.31% | – |
| SPY | New | SPDR S&P 500 ETF TRput | $83,472,000 | – | 195,000 | – | 21.18% | – |
| New | LIVE NATION ENTERTAINMENT INnote 2.000% 2/1 | $40,043,000 | – | 35,880,000 | – | 10.16% | – | |
| New | DISH NETWORK CORPORATIONnote 3.375% 8/1 | $31,550,000 | – | 30,950,000 | – | 8.00% | – | |
| PCG | New | PG&E CORP | $30,581,000 | – | 3,007,000 | – | 7.76% | – |
| AER | New | AERCAP HOLDINGS NV | $18,795,000 | – | 367,014 | – | 4.77% | – |
| New | BLACKSTONE MTG TR INCnote 4.750% 3/1 | $13,406,000 | – | 13,000,000 | – | 3.40% | – | |
| New | DISH NETWORK CORPORATIONnote 2.375% 3/1 | $4,847,000 | – | 5,000,000 | – | 1.23% | – | |
| New | BLACKSTONE MTG TR INCnote 4.375% 5/0 | $3,883,000 | – | 3,827,000 | – | 0.98% | – | |
| ASZU | New | AUSTERLITZ ACQUISITION CORPunit 99/99/9999 | $3,424,000 | – | 340,000 | – | 0.87% | – |
| UPH | New | UPHEALTH INC | $843,000 | – | 125,000 | – | 0.21% | – |
| KLR | New | KALEYRA INC | $490,000 | – | 40,000 | – | 0.12% | – |
| UPHWS | New | UPHEALTH INC*w exp 06/08/202 | $11,000 | – | 12,499 | – | 0.00% | – |