Location: New York, NY
CIK: 0001578299 · Show all filings
Period: Q1 2021 (← Previous) (Next →)
Filing Date: May 14, 2021
Total Value: $3.559B (82.9% shares, 17.1% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 4,900,000 | $1.942B | 54.5% | — | — | Put | 78462F103 |
| — | VARIAN MED SYS INC | 571,213 | $101M | 2.8% | $172.79 | — | COM | 92220P105 |
| — | WAYFAIR INC | 31,450,000 | $69.98M | 2.0% | $2.14 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | UNITED STATES STL CORP NEW | 31,500,000 | $68.55M | 1.9% | $1.63 | — | NOTE 5.000%11/0 | 912909AT5 |
| — | WORKDAY INC | 37,500,000 | $64.73M | 1.8% | $1.70 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | ALEXION PHARMACEUTICALS INC | 402,124 | $61.49M | 1.7% | $155.06 | — | COM | 015351109 |
| — | GW PHARMACEUTICALS PLC | 280,000 | $60.73M | 1.7% | $216.90 | — | ADS | 36197T103 |
| — | SPIRIT AIRLS INC | 19,111,000 | $58.82M | 1.7% | $2.65 | — | NOTE 4.750% 5/1 | 848577AA0 |
| — | REALPAGE INC | 669,456 | $58.38M | 1.6% | $87.22 | — | COM | 75606N109 |
| WTW | WILLIS TOWERS WATSON PLC LTD | 239,160 | $54.74M | 1.5% | $181.47 | +12.4% | SHS | G96629103 |
| — | IHS MARKIT LTD | 517,997 | $50.13M | 1.4% | $90.72 | — | SHS | G47567105 |
| — | WORLD WRESTLING ENTMT INC | 19,978,000 | $45.15M | 1.3% | $3.09 | — | NOTE 3.375%12/1 | 98156QAB4 |
| — | NUANCE COMMUNICATIONS INC | 17,300,000 | $39.53M | 1.1% | $2.28 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| — | CORELOGIC INC | 494,703 | $39.2M | 1.1% | $77.67 | — | COM | 21871D103 |
| — | INPHI CORP | 216,811 | $38.68M | 1.1% | $160.47 | — | COM | 45772F107 |
| NCLH | NORWEGIAN CRUISE LINE HLDG L | 1,250,000 | $34.48M | 1.0% | — | — | Put | G66721104 |
| — | SOUTHWEST AIRLS CO | 20,000,000 | $34.44M | 1.0% | $1.72 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | LIBERTY MEDIA CORP DEL | 25,367,000 | $32.59M | 0.9% | $1.23 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | SLACK TECHNOLOGIES INC | 751,891 | $30.55M | 0.9% | $42.24 | — | COM CL A | 83088V102 |
| — | NUANCE COMMUNICATIONS INC | 16,100,000 | $29.85M | 0.8% | $1.61 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | MAXIM INTEGRATED PRODS INC | 314,446 | $28.73M | 0.8% | $67.61 | — | COM | 57772K101 |
| — | PALO ALTO NETWORKS INC | 21,500,000 | $28.46M | 0.8% | $1.34 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | CINCINNATI BELL INC NEW | 1,654,458 | $25.4M | 0.7% | $14.79 | — | COM NEW | 171871502 |
| — | AMERICAN AIRLS GROUP INC | 11,500,000 | $19.79M | 0.6% | $1.72 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | SPIRIT AIRLS INC | 525,000 | $19.37M | 0.5% | — | — | Put | 848577102 |
| — | SAREPTA THERAPEUTICS INC | 14,500,000 | $19.03M | 0.5% | $1.31 | — | DBCV 1.500%11/1 | 803607AB6 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 14,000,000 | $18.55M | 0.5% | $1.33 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | ON SEMICONDUCTOR CORP | 8,800,000 | $18.33M | 0.5% | $2.08 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | GUESS INC | 710,000 | $16.72M | 0.5% | — | — | Put | 401617105 |
| — | PERSPECTA INC | 550,000 | $15.98M | 0.4% | $29.05 | — | COM | 715347100 |
| — | GUESS INC | 13,500,000 | $15.59M | 0.4% | $0.81 | — | NOTE 2.000% 4/1 | 401617AD7 |
| — | LUMENTUM HLDGS INC | 9,500,000 | $15.35M | 0.4% | $1.62 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| CCL | CARNIVAL CORP | 554,800 | $14.73M | 0.4% | — | — | Put | 143658300 |
| — | ANZU SPECIAL ACQUISITIN CORP | 1,400,000 | $13.93M | 0.4% | $9.95 | — | UNIT 01/27/2026 | 03737A200 |
| — | XILINX INC | 108,481 | $13.44M | 0.4% | $141.77 | — | COM | 983919101 |
| — | FLIR SYS INC | 237,722 | $13.42M | 0.4% | $56.47 | — | COM | 302445101 |
| — | UNITED STATES STL CORP NEW | 494,000 | $12.93M | 0.4% | — | — | Put | 912909108 |
| — | ILLUMINA INC | 8,500,000 | $12.81M | 0.4% | $1.51 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | PRA HEALTH SCIENCES INC | 82,054 | $12.58M | 0.4% | $153.33 | — | COM | 69354M108 |
| — | NIC INC | 361,769 | $12.28M | 0.3% | $33.93 | — | COM | 62914B100 |
| CNK | CINEMARK HLDGS INC | 585,000 | $11.94M | 0.3% | — | — | Put | 17243V102 |
| — | M3 BRIGADE ACQUISITION II CO | 1,200,000 | $11.9M | 0.3% | $9.92 | — | UNIT 99/99/9999 | 553800202 |
| — | FIVE PRIME THERAPEUTICS INC | 300,000 | $11.3M | 0.3% | $37.67 | — | COM | 33830X104 |
| BKNG | BOOKING HOLDINGS INC | 4,769 | $11.11M | 0.3% | $1789.14 | +22.1% | COM | 09857L108 |
| — | FIGURE ACQUISITION CORP I | 1,000,000 | $10.12M | 0.3% | $10.12 | — | UNIT 99/99/9999 | 302438205 |
| — | GENMARK DIAGNOSTICS INC | 420,000 | $10.04M | 0.3% | $23.90 | — | COM | 372309104 |
| — | TWITTER INC | 9,500,000 | $9.88M | 0.3% | $1.04 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| RCL | ROYAL CARIBBEAN GROUP | 108,600 | $9.297M | 0.3% | $57.86 | +34.7% | COM | V7780T103 |
| — | DISCOVERY INC | 219,481 | $8.097M | 0.2% | $21.53 | — | COM SER C | 25470F302 |
| ETSY | ETSY INC | 39,450 | $7.956M | 0.2% | $150.38 | +39.2% | COM | 29786A106 |
| — | DRAFTKINGS INC | 125,000 | $7.665M | 0.2% | — | — | Call | 26142R104 |
| AAL | AMERICAN AIRLS GROUP INC | 310,000 | $7.407M | 0.2% | — | — | Put | 02376R102 |
| — | PLURALSIGHT INC | 330,000 | $7.372M | 0.2% | $22.34 | — | COM CL A | 72941B106 |
| — | CARDTRONICS PLC | 182,852 | $7.095M | 0.2% | $38.42 | — | SHS CL A | G1991C105 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 44,400 | $6.892M | 0.2% | $67.53 | 0.0% | COM | 595017104 |
| — | MICHAELS COS INC | 300,000 | $6.582M | 0.2% | $21.94 | — | COM | 59408Q106 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 40,000 | $6.575M | 0.2% | — | — | Put | G50871105 |
| — | ENVESTNET INC | 4,500,000 | $5.479M | 0.2% | $1.22 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| BLMN | BLOOMIN BRANDS INC | 200,000 | $5.412M | 0.2% | — | — | Put | 094235108 |
| — | CUBIC CORP | 68,807 | $5.131M | 0.1% | $74.57 | — | COM | 229669106 |
| BIIB | BIOGEN INC | 18,100 | $5.065M | 0.1% | — | — | Call | 09062X103 |
| LBTYAUSD | LIBERTY GLOBAL PLC | 186,411 | $4.783M | 0.1% | $22.28 | — | SHS CL A | G5480U104 |
| — | COHERENT INC | 18,903 | $4.78M | 0.1% | $252.87 | — | COM | 192479103 |
| ATEX | ANTERIX INC | 100,800 | $4.755M | 0.1% | — | — | Call | 03676C100 |
| — | GORES HOLDINGS VII INC | 450,000 | $4.486M | 0.1% | $9.97 | — | UNIT 02/12/2028 | 38286T200 |
| — | ATLAS CORP | 295,400 | $4.034M | 0.1% | — | — | Put | Y0436Q109 |
| — | KANSAS CITY SOUTHERN | 15,000 | $3.959M | 0.1% | $263.93 | — | COM NEW | 485170302 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 140,000 | $3.486M | 0.1% | $19.62 | 0.0% | COM | 55933J203 |
| — | FORTRESS VALUE ACQUISI CORP | 350,000 | $3.465M | 0.1% | $9.90 | — | UNIT 03/31/2028 | 34964K207 |
| PANW | PALO ALTO NETWORKS INC | 10,000 | $3.223M | 0.1% | — | — | Put | 697435105 |
| — | COMPUTE HEALTH ACQUISITIN CO | 300,000 | $3.027M | 0.1% | $10.09 | — | UNIT 99/99/9999 | 204833206 |
| — | DMY TECHNOLOGY GROUP INC IV | 300,000 | $3.012M | 0.1% | $10.04 | — | UNIT 99/99/9999 | 23344K201 |
| CNXX | CONX CORP | 300,000 | $2.991M | 0.1% | $9.97 | — | COM CL A | 212873103 |
| — | RXR ACQUISITION CORP | 300,000 | $2.973M | 0.1% | $9.91 | — | UNIT 01/01/2025 | 74981W206 |
| — | THUNDER BRIDGE CAP PRTNRS II | 300,000 | $2.973M | 0.1% | $9.91 | — | UNIT 02/15/2028 | 88605T209 |
| — | PROPERTY SOLUTIONS ACQUISITI | 300,000 | $2.973M | 0.1% | $9.91 | — | UNIT 03/01/2026 | 74350A207 |
| — | HUDSON EXECUTIVE INVES III | 300,000 | $2.97M | 0.1% | $9.90 | — | UNIT 02/22/2026 | 44376L206 |
| — | CBRE ACQUISITION HLDGS INC | 300,000 | $2.925M | 0.1% | $9.75 | — | COM CL A | 12510J106 |
| — | HAMILTON LANE ALLIANCE HLDGS | 300,000 | $2.925M | 0.1% | $9.75 | — | COM CL A | 40749M103 |
| — | GOLDEN FALCON ACQUISITION CO | 300,000 | $2.901M | 0.1% | $9.67 | — | CL A | 38102H109 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 38,300 | $2.892M | 0.1% | $81.69 | 0.0% | COM | 09061G101 |
| — | CHANGE HEALTHCARE INC | 119,000 | $2.63M | 0.1% | $22.10 | — | COM | 15912K100 |
| RCL | ROYAL CARIBBEAN GROUP | 30,000 | $2.57M | 0.1% | $57.86 | +34.7% | Call | V7780T103 |
| — | POWER & DIGITAL INFRA ACQ CO | 250,000 | $2.518M | 0.1% | $10.07 | — | UNIT 99/99/9999 | 739190205 |
| — | NIGHTDRAGON ACQUISITION CORP | 250,000 | $2.512M | 0.1% | $10.05 | — | UNIT 02/26/20266 | 65413D204 |
| — | TCW SPECIAL PURPOSE ACQU COR | 250,000 | $2.488M | 0.1% | $9.95 | — | UNIT 99/99/9999 | 87301L205 |
| LUV | SOUTHWEST AIRLS CO | 40,000 | $2.444M | 0.1% | — | — | Put | 844741108 |
| — | GORES HLDGS VIII INC | 225,000 | $2.246M | 0.1% | $9.98 | — | UNIT 02/01/2028 | 382863207 |
| — | EXTENDED STAY AMER INC | 104,169 | $2.046M | 0.1% | $19.64 | — | UNIT 99/99/9999B | 30224P200 |
| — | GRACE W R & CO DEL NEW | 33,922 | $2.031M | 0.1% | $59.87 | — | COM | 38388F108 |
| ETSY | ETSY INC | 10,000 | $2.016M | 0.1% | $150.38 | +39.2% | Call | 29786A106 |
| — | SIMON PROPERTY GRP ACQ HOLDI | 200,000 | $2.01M | 0.1% | $10.05 | — | UNIT 99/99/9999 | 82880R202 |
| — | LONGVIEW ACQUISITION CORP II | 200,000 | $2.008M | 0.1% | $10.04 | — | UNIT 99/99/9999 | 54319Q204 |
| — | TISHMAN SPEYER INNOVATION CO | 200,000 | $2.008M | 0.1% | $10.04 | — | UNIT 02/11/2026 | 88825H209 |
| — | ACCELERATE ACQUISITION CORP | 200,000 | $1.986M | 0.1% | $9.93 | — | UNIT 99/99/9999 | 00439D201 |
| — | CLIMATE REAL IMPACT SLUTINS | 200,000 | $1.946M | 0.1% | $9.73 | — | COM CL A | 187171103 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 25,000 | $1.888M | 0.1% | $81.69 | 0.0% | Call | 09061G101 |
| TDS | TELEPHONE & DATA SYS INC | 75,972 | $1.744M | 0.0% | $21.65 | -5.7% | COM NEW | 879433829 |
| — | LIVENT CORP | 100,100 | $1.734M | 0.0% | — | — | Put | 53814L108 |
| — | MONMOUTH REAL ESTATE INVT CO | 94,160 | $1.666M | 0.0% | $17.69 | — | CL A | 609720107 |
| PCTTW | PURECYCLE TECHNOLOGIES INC | 119,510 | $1.664M | 0.0% | — | — | Call | 74623V111 |
| — | KKR ACQUISITION HOLDING I CO | 150,000 | $1.502M | 0.0% | $10.01 | — | UNIT 99/99/9999 | 48253T208 |
| SRPT | SAREPTA THERAPEUTICS INC | 20,000 | $1.492M | 0.0% | — | — | Put | 803607100 |
| — | SENIOR CONNECT ACQUISITN COR | 143,800 | $1.398M | 0.0% | $9.72 | — | COM CL A | 81723H108 |
| IMAX | IMAX CORP | 50,000 | $1.005M | 0.0% | — | — | Put | 45245E109 |
| — | REVOLUTION HEALTHCAR AQ CORP | 100,000 | $1.004M | 0.0% | $10.04 | — | UNIT 03/18/20266 | 76155Y207 |
| — | GORES TECHNOLOGY PARTNERS IN | 100,000 | $1M | 0.0% | $10.00 | — | UNIT 03/16/2028 | 382870202 |
| — | GORES TECHNOLOGY PARTNERS II | 100,000 | $997K | 0.0% | $9.97 | — | UNIT 03/16/2028 | 38287L206 |
| — | FOREST ROAD ACQUISITION COR | 100,000 | $996K | 0.0% | $9.96 | — | UNIT 99/99/9999 | 34619V202 |
| — | VECTOIQ ACQUISITION CORP II | 100,000 | $992K | 0.0% | $9.92 | — | COM CL A | 92244F109 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTN | 50,000 | $751K | 0.0% | — | — | Put | 01988P108 |
| W | WAYFAIR INC | 2,000 | $630K | 0.0% | — | — | Put | 94419L101 |
| VST | VISTRA CORP | 25,000 | $442K | 0.0% | — | — | Call | 92840M102 |
| — | APHRIA INC | 10,000 | $184K | 0.0% | $6.92 | — | COM | 03765K104 |
| — | GOLDEN FALCON ACQUISITION CO | 150,000 | $106K | 0.0% | — | — | Call | 38102H117 |
| — | PROSPECTOR CAPITAL CORP | 100,000 | $101K | 0.0% | — | — | Call | G7273A113 |
| — | FREQUENCY THERAPEUTICS INC | 10,000 | $95,000 | 0.0% | $9.50 | — | Put | 35803L108 |
| — | FREQUENCY THERAPEUTICS INC | 10,000 | $95,000 | 0.0% | $9.50 | — | COM | 35803L108 |
| — | MOTIVE CAPITAL CORP | 100,000 | $88,000 | 0.0% | — | — | Call | G6293A111 |
| — | HIGHLAND TRANSCEND PARTNERS | 66,666 | $83,000 | 0.0% | — | — | Call | G44690124 |
| — | HAMILTON LANE ALLIANCE HLDGS | 100,000 | $69,000 | 0.0% | — | — | Call | 40749M111 |
| — | CBRE ACQUISITION HLDGS INC | 75,000 | $69,000 | 0.0% | — | — | Call | 12510J114 |
| — | JACK CREEK INVESTMENT CORP | 125,000 | $66,000 | 0.0% | — | — | Call | G4989X123 |
| — | SENIOR CONNECT ACQUISITN COR | 71,900 | $51,000 | 0.0% | — | — | Call | 81723H116 |
| — | DEEP LAKE CAPITAL ACQUSTN CO | 75,000 | $45,000 | 0.0% | — | — | Call | G27029118 |
| CLIMW | CLIMATE REAL IMPACT SLUTINS | 40,000 | $44,000 | 0.0% | — | — | Call | 187171111 |
| — | SWITCHBACK II CORPORATION | 20,000 | $40,000 | 0.0% | — | — | Call | G8633T107 |
| — | MARLIN TECHNOLOGY CORP | 50,000 | $36,000 | 0.0% | — | — | Call | G58411102 |
| — | ARES ACQUISITION CORPORATION | 40,000 | $35,000 | 0.0% | — | — | Call | G33032122 |
| GNW | GENWORTH FINL INC | 10,000 | $33,000 | 0.0% | $4.11 | -19.9% | COM CL A | 37247D106 |
| — | VECTOIQ ACQUISITION CORP II | 20,000 | $29,000 | 0.0% | — | — | Call | 92244F117 |
| — | GLOBAL PARTNER ACQISTN CORP | 25,000 | $26,000 | 0.0% | — | — | Call | G3934P128 |
| — | G SQUARED ASCEND I INC | 20,000 | $19,000 | 0.0% | — | — | Call | G4204R117 |