# Converium Capital Inc.: Form 13F holdings

An institutional investment manager in MONTREAL. SEC CIK 2043653.

- Quarter ended: 2026-06-30
- Filed: 2026-08-14
- Reported value: $782.8m
- Positions: 44 (44 lines in the filing's table; lines for the same security and option type are added together here)
- Compared with: the 13F for the quarter ended 2026-03-31
- Filing: https://www.sec.gov/Archives/edgar/data/2043653/000101297526000765/

## Holdings

As filed, largest first. Reported value is what the manager stated at the quarter end (Jun 30, 2026), in US dollars; it is filing data, not a price. Weight is the share of the total reported value.

| Issuer | Class | Reported value | Weight | Shares | Put or call | Change on the quarter before |
| --- | --- | ---: | ---: | ---: | --- | --- |
| [STATE STR SPDR S&P 500 ETF T (SPY)](/companies/spy.md) | TR UNIT | $170.3m | 21.8% | 228,000 | Put | Reduced −22,000 |
| ISHARES TR | RUSSELL 2000 ETF | $155.9m | 19.9% | 519,000 | Put | Added +279,000 |
| SPDR SERIES TRUST | ST STR SP RETAIL | $44.7m | 5.7% | 510,000 | Put | New +510,000 |
| PG&E CORP | NOTE 4.250%12/0 | $36.8m | 4.7% | $36,000,000 principal |  | Added +11,000,000 |
| SHIFT4 PMTS INC | NOTE 0.500% 8/0 | $24.4m | 3.1% | $25,500,000 principal |  | Added +4,000,000 |
| [DAUCH CORP (DCH)](/companies/dch.md) | COM | $22.5m | 2.9% | 4,159,556 |  | Added +594,512 |
| GLOBAL PMTS INC | NOTE 1.500% 3/0 | $22.5m | 2.9% | $25,000,000 principal |  | Added +15,000,000 |
| [DAUCH CORP (DCH)](/companies/dch.md) | COM | $21.7m | 2.8% | 4,000,000 | Call | Added +550,000 |
| KOSMOS ENERGY LTD | NOTE 3.125% 3/1 | $21.4m | 2.7% | $28,300,000 principal |  | Unchanged |
| DOORDASH INC | NOTE 5/1 | $18.2m | 2.3% | $18,500,000 principal |  | New +18,500,000 |
| [VALE S A (VALE)](/companies/vale.md) | SPONSORED ADS | $18.0m | 2.3% | 1,200,000 | Call | Unchanged |
| [DELEK US HLDGS INC NEW (DK)](/companies/dk.md) | COM | $17.5m | 2.2% | 345,043 |  | Added +126,385 |
| [TRIPADVISOR INC (TRIP)](/companies/trip.md) | COM | $16.9m | 2.2% | 1,229,142 |  | Added +154,142 |
| [KIMBERLY-CLARK CORP (KMB)](/companies/kmb.md) | COM | $13.2m | 1.7% | 120,000 | Call | Unchanged |
| [NRG ENERGY INC (NRG)](/companies/nrg.md) | COM NEW | $13.1m | 1.7% | 90,000 | Call | New +90,000 |
| [ZIFF DAVIS INC (ZD)](/companies/zd.md) | COM | $13.1m | 1.7% | 250,000 |  | New +250,000 |
| [ALIBABA GROUP HLDG LTD (BABA)](/companies/baba.md) | SPONSORED ADS | $13.0m | 1.7% | 135,000 | Call | New +135,000 |
| RUBRIK INC. | NOTE 6/1 | $11.3m | 1.4% | $11,000,000 principal |  | New +11,000,000 |
| [SINCLAIR INC (SBGI)](/companies/sbgi.md) | CL A | $11.0m | 1.4% | 770,615 |  | Reduced −291,837 |
| ISHARES TR | US HOME CONS ETF | $10.4m | 1.3% | 100,000 | Call | Unchanged |
| [NEWMONT CORP (NEM)](/companies/nem.md) | COM | $9.3m | 1.2% | 100,000 | Call | Unchanged |
| [MOODYS CORP (MCO)](/companies/mco.md) | COM | $9.1m | 1.2% | 20,000 | Put | Unchanged |
| [CAE INC (CAE)](/companies/cae.md) | COM | $8.8m | 1.1% | 350,000 | Call | Unchanged |
| [FREEPORT MCMORAN INC (FCX)](/companies/fcx.md) | CL B | $8.2m | 1.0% | 130,000 | Call | Reduced −20,000 |
| XEROX HOLDINGS CORP | NOTE 3.750% 3/1 | $7.6m | 1.0% | $21,300,000 principal |  | Unchanged |
| [BARRICK MNG CORP (B)](/companies/b.md) | COM SHS | $7.2m | 0.9% | 195,000 | Call | Unchanged |
| [PEOPLE INC (PPLI)](/companies/ppli.md) | COM NEW | $6.6m | 0.8% | 142,000 |  | New +142,000 |
| [ROCKET LAB CORP (RKLB)](/companies/rklb.md) | COM | $6.1m | 0.8% | 60,000 | Put | Unchanged |
| [SHIFT4 PMTS INC (FOUR)](/companies/four.md) | CL A | $6.1m | 0.8% | 125,000 | Call | Unchanged |
| [LKQ CORP (LKQ)](/companies/lkq.md) | COM | $5.3m | 0.7% | 200,000 | Call | Unchanged |
| [VIATRIS INC (VTRS)](/companies/vtrs.md) | COM | $5.2m | 0.7% | 330,000 | Call | Unchanged |
| [WENDYS CO (WEN)](/companies/wen.md) | COM | $4.1m | 0.5% | 500,000 |  | New +500,000 |
| [FLUOR CORP (FLR)](/companies/flr.md) | COM | $3.9m | 0.5% | 75,000 | Call | Reduced −75,000 |
| [FRANKLIN STR PPTYS CORP (FSP)](/companies/fsp.md) | COM | $3.4m | 0.4% | 6,608,478 |  | Unchanged |
| [SIBANYE STILLWATER LTD (SBSW)](/companies/sbsw.md) | SPONSORED ADR | $3.4m | 0.4% | 400,000 | Call | Unchanged |
| [ZOOMINFO TECHNOLOGIES INC (GTM)](/companies/gtm.md) | COMMON STOCK | $3.2m | 0.4% | 1,084,600 |  | New +1,084,600 |
| [O-I GLASS INC (OI)](/companies/oi.md) | COM | $2.2m | 0.3% | 225,000 |  | Unchanged |
| [XEROX HOLDINGS CORP (XRX)](/companies/xrx.md) | COM NEW | $1.8m | 0.2% | 575,000 |  | New +575,000 |
| TRONOX HOLDINGS PLC | SHS | $1.5m | 0.2% | 240,000 |  | Added +40,000 |
| [CHARTER COMMUNICATIONS INC (CHTR)](/companies/chtr.md) | CL A | $1.4m | 0.2% | 10,000 |  | New +10,000 |
| [SABLE OFFSHORE CORP (SOC)](/companies/soc.md) | COM SHS | $1.3m | 0.2% | 425,000 |  | New +425,000 |
| [OPTIMUM COMMUNICATIONS INC (OPTU)](/companies/optu.md) | CL A | $842.9k | 0.1% | 581,302 |  | New +581,302 |
| [VIVID SEATS INC (SEAT)](/companies/seat.md) | COM CL A | $158.1k | <0.1% | 24,245 |  | New +24,245 |
| [XEROX HOLDINGS CORP (XRX)](/companies/xrx.md) | \*W EXP 02/11/202 | $140.8k | <0.1% | 511,097 |  | Unchanged |

## Sold out

Held at the end of the quarter before and not reported this quarter.

| Issuer | Class | Reported value | Weight | Shares | Put or call | Change on the quarter before |
| --- | --- | ---: | ---: | ---: | --- | --- |
| [AMERICAN AIRLINES GROUP INC (AAL)](/companies/aal.md) | COM | $0 | 0.0% | 0 | Call | Sold out −380,000 |
| [INTEL CORP (INTC)](/companies/intc.md) | COM | $0 | 0.0% | 0 | Call | Sold out −140,000 |
| ON SEMICONDUCTOR CORP | NOTE 0.500% 3/0 | $0 | 0.0% | $0 principal |  | Sold out −15,000,000 |
| [SPDR GOLD TR (GLD)](/companies/gld.md) | GOLD SHS | $0 | 0.0% | 0 | Call | Sold out −75,000 |
| VANECK ETF TRUST | GOLD MINERS ETF | $0 | 0.0% | 0 | Call | Sold out −142,500 |
| [YPF SOCIEDAD ANONIMA (YPF)](/companies/ypf.md) | SPON ADR CL D | $0 | 0.0% | 0 | Put | Sold out −190,000 |

Source: SEC EDGAR, Form 13F-HR, accession 0001012975-26-000765. Last ingested by Listed: Oct 22, 2026, 05:26 ET. No prices; not investment advice.