Location: New York, NY
CIK: 0001578299 · Show all filings
Period: Q3 2021 (← Previous) (Next →)
Filing Date: Nov 12, 2021
Total Value: $1.369B (30.4% shares, 69.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | NCL CORP LTD | 56,197,000 | $121M | 8.8% | $2.29 | — | NOTE 6.000% 5/1 | 62886HAT8 |
| — | WAYFAIR INC | 58,912,000 | $109M | 8.0% | $2.04 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | UNITED STATES STL CORP | 42,228,000 | $80.23M | 5.9% | $1.72 | — | NOTE 5.000%11/0 | 912909AT5 |
| — | BLOOMIN BRANDS INC | 30,717,000 | $69.54M | 5.1% | $2.37 | — | NOTE 5.000% 5/0 | 094235AB4 |
| — | CINEMARK HLDGS INC | 36,120,000 | $57.75M | 4.2% | $1.60 | — | NOTE 4.500% 8/1 | 17243VAB8 |
| — | LIBERTY MEDIA CORP DEL | 39,867,000 | $54.54M | 4.0% | $1.27 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | WORLD WRESTLING ENTMT INC | 22,356,000 | $51.87M | 3.8% | $3.01 | — | NOTE 3.375%12/1 | 98156QAB4 |
| — | NUANCE COMMUNICATIONS INC | 21,774,000 | $49.62M | 3.6% | $1.78 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | NUANCE COMMUNICATIONS INC | 16,840,000 | $47.38M | 3.5% | $2.35 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| — | NATERA INC | 14,261,000 | $42.84M | 3.1% | $3.04 | — | NOTE 2.250% 5/0 | 632307AB0 |
| — | SOUTHWEST AIRLS CO | 23,224,000 | $34.78M | 2.5% | $1.61 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | GUESS INC | 28,944,000 | $32.26M | 2.4% | $1.03 | — | NOTE 2.000% 4/1 | 401617AD7 |
| — | PALO ALTO NETWORKS INC | 17,095,000 | $31.11M | 2.3% | $1.38 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | LIVENT CORP | 10,525,000 | $29.59M | 2.2% | $2.45 | — | NOTE 4.125% 7/1 | 53814LAB4 |
| — | ISTAR INC | 13,464,000 | $24.55M | 1.8% | $1.64 | — | NOTE 3.125% 9/1 | 45031UCB5 |
| — | KANSAS CITY SOUTHERN | 90,100 | $24.39M | 1.8% | $277.30 | — | COM NEW | 485170302 |
| — | AMERICAN AIRLINES GROUP INC | 15,827,000 | $24.27M | 1.8% | $1.67 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | IHS MARKIT LTD | 200,000 | $23.32M | 1.7% | $90.72 | — | SHS | G47567105 |
| — | COUPA SOFTWARE INC | 15,000,000 | $22.71M | 1.7% | $1.51 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | WORKIVA INC | 11,120,000 | $20.91M | 1.5% | $1.61 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 16,840,000 | $20.01M | 1.5% | $1.35 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | XILINX INC | 120,000 | $18.12M | 1.3% | $142.55 | — | COM | 983919101 |
| BKNG | BOOKING HOLDINGS INC | 6,728 | $15.97M | 1.2% | $1961.76 | +12.5% | COM | 09857L108 |
| EXC | EXELON CORP | 317,400 | $15.34M | 1.1% | — | — | Call | 30161N101 |
| CCL | CARNIVAL CORP | 604,800 | $15.12M | 1.1% | — | — | Put | 143658300 |
| — | ATHENE HOLDING LTD | 200,528 | $13.81M | 1.0% | $68.19 | — | CL A | G0684D107 |
| — | SQUARE INC | 6,300,000 | $12.8M | 0.9% | $2.03 | — | NOTE 0.125% 3/0 | 852234AF0 |
| NCLH | NORWEGIAN CRUISE LINE HLDG L | 464,800 | $12.41M | 0.9% | — | — | Put | G66721104 |
| — | GALATA ACQUISITION CORP | 1,237,500 | $12.39M | 0.9% | $10.01 | — | UNIT 99/99/9999 | G3R23A124 |
| — | ANZU SPECIAL ACQUISITIN CORP | 1,175,000 | $11.41M | 0.8% | $9.73 | — | COM CL A | 03737A101 |
| — | COHERENT INC | 44,912 | $11.23M | 0.8% | $260.00 | — | COM | 192479103 |
| AAL | AMERICAN AIRLS GROUP INC | 525,000 | $10.77M | 0.8% | — | — | Put | 02376R102 |
| — | STAMPS COM INC | 32,564 | $10.74M | 0.8% | $329.78 | — | COM NEW | 852857200 |
| — | OMNICELL COM | 6,420,000 | $10.3M | 0.8% | $1.60 | — | NOTE 0.250% 9/1 | 68213NAD1 |
| — | CIMAREX ENERGY CO | 116,006 | $10.12M | 0.7% | $87.20 | — | COM | 171798101 |
| — | M3 BRIGADE ACQUISITION II CO | 1,000,000 | $9.91M | 0.7% | $9.72 | — | COM CL A | 553800103 |
| TXNM | PNM RES INC | 200,055 | $9.899M | 0.7% | $49.17 | -0.5% | COM | 69349H107 |
| — | FIGURE ACQUISITION CORP I | 944,500 | $9.303M | 0.7% | $10.00 | — | COM CL A | 302438106 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 59,400 | $9.117M | 0.7% | $67.73 | +0.8% | COM | 595017104 |
| — | GUESS INC | 395,000 | $8.301M | 0.6% | — | — | Put | 401617105 |
| BLMN | BLOOMIN BRANDS INC | 300,000 | $7.504M | 0.5% | — | — | Put | 094235108 |
| WTW | WILLIS TOWERS WATSON PLC LTD | 30,000 | $6.974M | 0.5% | $190.65 | +10.0% | SHS | G96629103 |
| — | AEROJET ROCKETDYNE HLDGS INC | 3,700,000 | $6.285M | 0.5% | $1.70 | — | NOTE 2.250%12/1 | 007800AB1 |
| JBLU | JETBLUE AWYS CORP | 376,500 | $5.757M | 0.4% | $19.24 | -20.2% | COM | 477143101 |
| — | COLUMBIA PPTY TR INC | 300,200 | $5.71M | 0.4% | $18.67 | — | COM NEW | 198287203 |
| — | CLOUDERA INC | 354,687 | $5.664M | 0.4% | $15.86 | — | COM | 18914U100 |
| BYND | BEYOND MEAT INC | 50,000 | $5.263M | 0.4% | — | — | Put | 08862E109 |
| — | STATE AUTO FINL CORP | 100,485 | $5.12M | 0.4% | $50.95 | — | COM | 855707105 |
| — | SCIPLAY CORPORATION | 240,000 | $4.966M | 0.4% | $20.69 | — | CL A | 809087109 |
| BKNG | BOOKING HOLDINGS INC | 2,000 | $4.752M | 0.3% | $1961.76 | +12.5% | Put | 09857L108 |
| LUV | SOUTHWEST AIRLS CO | 80,000 | $4.114M | 0.3% | — | — | Put | 844741108 |
| — | CIT GROUP INC | 74,077 | $3.848M | 0.3% | $51.59 | — | COM NEW | 125581801 |
| — | DISCOVERY INC | 150,000 | $3.807M | 0.3% | $25.38 | — | COM SER A | 25470F104 |
| MRVI | MARAVAI LIFESCIENCES HLDGS I | 75,000 | $3.681M | 0.3% | $48.78 | 0.0% | COM CL A | 56600D107 |
| — | VROOM INC | 165,000 | $3.64M | 0.3% | — | — | Put | 92918V109 |
| KDP | KEURIG DR PEPPER INC | 101,200 | $3.458M | 0.3% | — | — | Call | 49271V100 |
| — | CORNERSTONE ONDEMAND INC | 60,000 | $3.436M | 0.3% | $57.27 | — | COM | 21925Y103 |
| — | SCORE MEDIA & GAMING INC | 100,000 | $3.423M | 0.3% | $34.23 | — | CL A SUB VTG SHS | 80919D202 |
| — | INTERCEPT PHARMACEUTICALS IN | 225,200 | $3.346M | 0.2% | — | — | Put | 45845P108 |
| — | MONMOUTH REAL ESTATE INVT CO | 170,000 | $3.17M | 0.2% | $18.14 | — | CL A | 609720107 |
| — | STERLING BANCORP DEL | 124,510 | $3.108M | 0.2% | $24.90 | — | COM | 85917A100 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 20,000 | $3.069M | 0.2% | $67.73 | +0.8% | Put | 595017104 |
| — | ITAMAR MED LTD | 100,000 | $3.022M | 0.2% | $30.22 | — | SPONSORED ADS | 465437101 |
| — | MISONIX INC | 110,000 | $2.783M | 0.2% | $25.30 | — | COM | 604871103 |
| TGNA | TEGNA INC | 140,000 | $2.761M | 0.2% | $18.16 | 0.0% | COM | 87901J105 |
| — | REALOGY HLDGS CORP | 150,000 | $2.633M | 0.2% | — | — | Put | 75605Y106 |
| — | VOCERA COMMUNICATIONS INC | 56,000 | $2.563M | 0.2% | — | — | Put | 92857F107 |
| — | AMERICAN NATIONAL GROUP INC | 13,164 | $2.488M | 0.2% | $189.00 | — | COM NEW | 02772A109 |
| MTN | VAIL RESORTS INC | 7,039 | $2.351M | 0.2% | $317.75 | -2.9% | COM | 91879Q109 |
| — | COMMUNITY BANKERS TR CORP | 175,612 | $1.997M | 0.1% | $11.34 | — | COM | 203612106 |
| IMAX | IMAX CORP | 100,000 | $1.899M | 0.1% | — | — | Put | 45245E109 |
| — | ORTHO CLINICAL DIAGNOSTICS H | 100,000 | $1.848M | 0.1% | $18.48 | — | ORD SHS | G6829J107 |
| EXPE | EXPEDIA GROUP INC | 10,700 | $1.754M | 0.1% | $170.17 | -9.9% | COM NEW | 30212P303 |
| — | INDEPENDENCE HLDG CO NEW | 35,000 | $1.736M | 0.1% | $49.60 | — | COM NEW | 453440307 |
| — | ACCELERON PHARMA INC | 10,000 | $1.722M | 0.1% | — | — | Call | 00434H108 |
| FIVN | FIVE9 INC | 10,000 | $1.597M | 0.1% | $182.48 | 0.0% | COM | 338307101 |
| — | KENSINGTON CAPITAL ACQUISITI | 150,000 | $1.53M | 0.1% | $10.20 | — | UNIT 99/99/9999 | G5251K111 |
| DXCM | DEXCOM INC | 2,582 | $1.412M | 0.1% | $126.11 | 0.0% | COM | 252131107 |
| TDS | TELEPHONE & DATA SYS INC | 68,846 | $1.342M | 0.1% | $21.53 | -3.6% | COM NEW | 879433829 |
| W | WAYFAIR INC | 5,000 | $1.277M | 0.1% | — | — | Put | 94419L101 |
| PPC | PILGRIMS PRIDE CORP | 40,000 | $1.163M | 0.1% | $25.07 | 0.0% | COM | 72147K108 |
| — | LIVENT CORP | 50,000 | $1.156M | 0.1% | — | — | Put | 53814L108 |
| — | WORLD WRESTLING ENTMT INC | 20,000 | $1.125M | 0.1% | — | — | Put | 98156Q108 |
| DELL | DELL TECHNOLOGIES INC | 10,000 | $1.04M | 0.1% | $45.70 | 0.0% | CL C | 24703L202 |
| — | RICE ACQUISITION CORP II | 100,000 | $1.03M | 0.1% | $10.22 | — | UNIT 99/99/9999 | G75529118 |
| UAA | UNDER ARMOUR INC | 50,000 | $1.009M | 0.1% | $22.11 | 0.0% | CL A | 904311107 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTN | 75,000 | $1.002M | 0.1% | — | — | Put | 01988P108 |
| — | ALPHA HEALTHCARE ACQU CORP I | 100,000 | $993K | 0.1% | $9.93 | — | UNIT 04/01/2026 | 02073F203 |
| — | AXONPRIME INFRSTCTR AQSTN CO | 100,000 | $990K | 0.1% | $9.90 | — | UNIT 05/31/2028 | 05467C207 |
| — | FRONTIER INVESTMENT CORP | 100,000 | $985K | 0.1% | $9.85 | — | UNIT 06/29/2026 | G36816117 |
| — | NIGHTDRAGON ACQUISITION CORP | 96,000 | $953K | 0.1% | $10.05 | — | UNIT 02/26/20266 | 65413D204 |
| — | CLIMATE REAL IMPACT SLUTINS | 96,000 | $939K | 0.1% | $9.73 | — | COM CL A | 187171103 |
| — | COMPUTE HEALTH ACQUISITIN CO | 96,000 | $938K | 0.1% | $9.82 | — | COM CL A | 204833107 |
| MX | MAGNACHIP SEMICONDUCTOR CORP | 50,000 | $888K | 0.1% | $19.62 | +1.6% | COM | 55933J203 |
| EXPE | EXPEDIA GROUP INC | 5,000 | $820K | 0.1% | $170.17 | -9.9% | Put | 30212P303 |
| — | CIIG CAPITAL PARTNERS II INC | 75,000 | $756K | 0.1% | $10.08 | — | UNIT 02/28/2028 | 12561U208 |
| — | FTAC HERA ACQUISITION CORP | 75,000 | $747K | 0.1% | $10.04 | — | UNIT 02/28/2026 | G3728Y129 |
| — | GORES HLDGS VIII INC | 75,000 | $739K | 0.1% | $9.85 | — | CL A | 382863108 |
| — | GORES HOLDINGS VII INC | 75,000 | $739K | 0.1% | $9.89 | — | COM CL A | 38286T101 |
| CNXX | CONX CORP | 75,000 | $735K | 0.1% | $9.97 | — | COM CL A | 212873103 |
| — | PROSPECTOR CAPITAL CORP | 75,000 | $732K | 0.1% | $9.71 | — | CL A | G7273A105 |
| — | JACK CREEK INVESTMENT CORP | 75,000 | $731K | 0.1% | $9.63 | — | CL A SHS | G4989X115 |
| — | HUDSON EXECUTIVE INVES III | 75,000 | $730K | 0.1% | $9.76 | — | COM CL A | 44376L107 |
| — | FORTRESS VALUE ACQUISI CORP | 75,000 | $730K | 0.1% | $9.81 | — | COM CL A | 34964K108 |
| — | KKR ACQUISITION HOLDING I CO | 72,000 | $719K | 0.1% | $10.01 | — | UNIT 99/99/9999 | 48253T208 |
| — | RXR ACQUISITION CORP | 72,000 | $709K | 0.1% | $9.91 | — | UNIT 01/01/2025 | 74981W206 |
| — | TISHMAN SPEYER INNOVATION CO | 72,000 | $706K | 0.1% | $9.92 | — | COM CL A | 88825H100 |
| — | MARLIN TECHNOLOGY CORP | 72,000 | $703K | 0.1% | $9.68 | — | CL A SHS | G58411102 |
| — | GOLDEN FALCON ACQUISITION CO | 72,000 | $702K | 0.1% | $9.67 | — | CL A | 38102H109 |
| SLAMF | SLAM CORP | 72,000 | $702K | 0.1% | $9.71 | 0.0% | CL A SHS | G8210L105 |
| — | SIMON PROPERTY GRP ACQ HOLDI | 72,000 | $702K | 0.1% | $9.75 | — | COM CL A | 82880R103 |
| GKOS | GLAUKOS CORP | 12,100 | $583K | 0.0% | $55.46 | 0.0% | Call | 377322102 |
| — | THUNDER BRIDGE CAP PRTNRS II | 54,000 | $527K | 0.0% | $9.70 | — | COM CL A | 88605T100 |
| PLMWF | ALPHA PARTNERS TECH MERGR CO | 50,000 | $494K | 0.0% | $9.88 | — | *W EXP 03/31/202 | G63290103 |
| — | HAMILTON LANE ALLIANCE HLDGS | 50,000 | $485K | 0.0% | $9.75 | — | COM CL A | 40749M103 |
| — | GORES TECHNOLOGY PARTNERS II | 48,000 | $472K | 0.0% | $9.96 | — | CLASS A COM | 38287L107 |
| — | FOREST ROAD ACQUISITION COR | 48,000 | $468K | 0.0% | $9.79 | — | CL A | 34619V103 |
| — | ARCLIGHT CLEAN TRANSITION II | 48,000 | $468K | 0.0% | $9.75 | — | CLASS A ORD SHS | G0R21B104 |
| — | BRAINSTORM CELL THERAPEUTICS | 133,700 | $439K | 0.0% | — | — | Call | 10501E201 |
| JBLU | JETBLUE AWYS CORP | 25,000 | $382K | 0.0% | $19.24 | -20.2% | Put | 477143101 |
| — | SILVER SPIKE ACQUISITN CORP | 36,000 | $361K | 0.0% | $10.03 | — | UNIT 02/26/2026 | G8201H121 |
| — | REVOLUTION HEALTHCAR AQ CORP | 36,000 | $355K | 0.0% | $10.04 | — | UNIT 03/18/20266 | 76155Y207 |
| — | M3 BRIGADE ACQUISITION II CO | 250,000 | $335K | 0.0% | — | — | Call | 553800111 |
| GKOS | GLAUKOS CORP | 5,000 | $241K | 0.0% | $55.46 | 0.0% | COM | 377322102 |
| — | ANZU SPECIAL ACQUISITIN CORP | 366,666 | $235K | 0.0% | — | — | Call | 03737A119 |
| — | FIGURE ACQUISITION CORP I | 217,375 | $228K | 0.0% | — | — | Call | 302438114 |
| — | VECTOIQ ACQUISITION CORP II | 22,000 | $214K | 0.0% | $9.92 | — | COM CL A | 92244F109 |
| OKLO | ALTC ACQUISITION CORP | 20,000 | $197K | 0.0% | $9.87 | 0.0% | COM CL A | 02156V109 |
| SPOK | SPOK HLDGS INC | 10,000 | $102K | 0.0% | $8.98 | 0.0% | COM | 84863T106 |
| — | SEELOS THERAPEUTICS INC | 25,000 | $60,000 | 0.0% | $2.40 | — | COM | 81577F109 |
| GNW | GENWORTH FINL INC | 10,000 | $38,000 | 0.0% | $4.11 | -13.3% | COM CL A | 37247D106 |