One William Street Capital Management, L.P. — Q2 2024 13F-HR

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Q2 2024 · 13F-HR

One William Street Capital Management, L.P.holdings as filed

Filed 2024-08-12 · accession 0001172661-24-003240

$145.7M

Reported value

Positions

2024-06-30

Period end

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Holdings as filed

CUSIP	Ticker	Issuer	Value	% port.	Shares	Class	Voting
464288513	HYG	ISHARES TR	$77.1M	52.9%	1,000,000	PUT	SOLE
035710839	NLY	ANNALY CAPITAL MANAGEMENT IN	$38.1M	26.2%	2,000,000	PUT	SOLE
464287655	IWM	ISHARES TR	$30.4M	20.9%	150,000	CALL	SOLE

Source: SEC EDGAR · raw 13F holdings as filed. The Class column shows the option type when reported (Put/Call) or Common when the issuer's equity is held directly. 13F discloses long positions only.