CIK: 0001578299 · Show all filings
Period: Q4 2022 (← Previous) (Next →)
Filing Date: Feb 13, 2023
Total Value ($000): $1,192,656 (47.8% shares, 52.2% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | UNITED STATES STL CORP | 39,735,000 | $79,569 | 6.7% | $1.96 | — | NOTE 5.000%11/0 | 912909AT5 |
| — | BLOOMIN BRANDS INC | 31,881,000 | $58,342 | 4.9% | $2.28 | — | NOTE 5.000% 5/0 | 094235AB4 |
| — | LIBERTY MEDIA CORP DEL | 41,100,000 | $51,320 | 4.3% | $1.37 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | WORLD WRESTLING ENTMT INC | 16,182,000 | $45,156 | 3.8% | $2.97 | — | NOTE 3.375%12/1 | 98156QAB4 |
| — | FTI CONSULTING INC | 25,300,000 | $40,097 | 3.4% | $1.62 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | PALO ALTO NETWORKS INC | 23,100,000 | $36,614 | 3.1% | $1.87 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | LIVENT CORP | 14,415,000 | $34,626 | 2.9% | $2.77 | — | NOTE 4.125% 7/1 | 53814LAB4 |
| — | CINEMARK HLDGS INC | 34,655,000 | $33,248 | 2.8% | $1.59 | — | NOTE 4.500% 8/1 | 17243VAB8 |
| — | GUESS INC | 1,588,500 | $32,858 | 2.8% | — | — | Put | 401617105 |
| — | SHAW COMMUNICATIONS INC | 800,000 | $31,208 | 2.6% | $36.44 | — | CL B CONV | 82028K200 |
| — | GUESS INC | 28,364,000 | $30,208 | 2.5% | $1.04 | — | NOTE 2.000% 4/1 | 401617AD7 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 250,000 | $25,200 | 2.1% | $95.57 | — | COM NEW | 049164205 |
| CNK | CINEMARK HLDGS INC | 2,896,100 | $25,095 | 2.1% | — | — | Put | 17243V102 |
| — | VMWARE INC | 200,000 | $24,552 | 2.1% | $114.61 | — | CL A COM | 928563402 |
| — | VERADIGM INC | 16,825,000 | $24,132 | 2.0% | $1.40 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | ENCORE CAP EUROPE FIN LTD | 20,000,000 | $23,900 | 2.0% | $1.48 | — | NOTE 4.500% 9/0 | 29260UAA5 |
| FHN | FIRST HORIZON CORPORATION | 950,000 | $23,275 | 2.0% | $21.53 | 0.0% | COM | 320517105 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 315,000 | $22,127 | 1.9% | $66.95 | -4.6% | Put | 595017104 |
| — | PARSONS CORP DEL | 18,000,000 | $20,601 | 1.7% | $1.06 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| W | WAYFAIR INC | 620,000 | $20,395 | 1.7% | $51.55 | -32.3% | Put | 94419L101 |
| — | HORIZON THERAPEUTICS PUB L | 160,000 | $18,208 | 1.5% | $113.80 | — | SHS | G46188101 |
| — | MIDDLEBY CORP | 15,250,000 | $17,995 | 1.5% | $1.19 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | LUMENTUM HLDGS INC | 16,500,000 | $17,472 | 1.5% | $1.45 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| TGNA | TEGNA INC | 750,000 | $15,893 | 1.3% | $20.70 | -2.6% | COM | 87901J105 |
| — | COUPA SOFTWARE INC | 200,000 | $15,834 | 1.3% | $79.17 | — | COM | 22266L106 |
| — | ACTIVISION BLIZZARD INC | 200,000 | $15,310 | 1.3% | $76.11 | — | COM | 00507V109 |
| — | LCI INDS | 17,125,000 | $14,535 | 1.2% | $0.99 | — | NOTE 1.125% 5/1 | 501812AB7 |
| CCL | CARNIVAL CORP | 1,745,000 | $14,056 | 1.2% | — | — | Put | 143658300 |
| — | STORE CAP CORP | 400,000 | $12,824 | 1.1% | $31.42 | — | COM | 862121100 |
| — | GALATA ACQUISITION CORP | 1,237,500 | $12,623 | 1.1% | $9.89 | — | SHS CL A | G3R23A108 |
| — | AMYRIS INC | 8,265,000 | $12,604 | 1.1% | — | — | Put | 03236M200 |
| — | IONIS PHARMACEUTICALS INC | 13,750,000 | $12,561 | 1.1% | $0.91 | — | NOTE 0.125%12/1 | 462222AB6 |
| — | ALTRA INDL MOTION CORP | 210,000 | $12,548 | 1.1% | $59.75 | — | COM | 02208R106 |
| — | ANZU SPECIAL ACQUISITIN CORP | 1,169,918 | $11,816 | 1.0% | $9.73 | — | COM CL A | 03737A101 |
| — | NATERA INC | 8,918,000 | $11,404 | 1.0% | $1.24 | — | NOTE 2.250% 5/0 | 632307AB0 |
| BKNG | BOOKING HOLDINGS INC | 5,500 | $11,087 | 0.9% | $2009.51 | -7.1% | Put | 09857L108 |
| GEO | GEO GROUP INC NEW | 1,000,000 | $10,945 | 0.9% | — | — | Put | 36162J106 |
| — | TRANSOCEAN INC | 7,000,000 | $10,658 | 0.9% | $1.52 | — | DEB 4.625% 9/3 | 893830BW8 |
| LUV | SOUTHWEST AIRLS CO | 300,000 | $10,103 | 0.8% | $34.71 | -3.4% | Put | 844741108 |
| — | M3 BRIGADE ACQUISITION II CO | 1,000,000 | $10,020 | 0.8% | $9.72 | — | COM CL A | 553800103 |
| — | PROGRESS SOFTWARE CORP | 9,750,000 | $10,018 | 0.8% | $0.99 | — | NOTE 1.000% 4/1 | 743312AB6 |
| BTU | PEABODY ENERGY CORP | 375,000 | $9,909 | 0.8% | — | — | Put | 704551100 |
| — | PG&E CORP | 63,000 | $9,072 | 0.8% | $144.00 | — | UNIT 08/16/2023 | 69331C140 |
| — | WAYFAIR INC | 15,105,000 | $8,780 | 0.7% | $1.85 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| LUV | SOUTHWEST AIRLS CO | 244,990 | $8,249 | 0.7% | $34.71 | -3.4% | COM | 844741108 |
| — | IMAX CORP | 9,503,000 | $8,173 | 0.7% | $0.90 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| SIMO | SILICON MOTION TECHNOLOGY CO | 125,000 | $8,124 | 0.7% | $65.13 | — | SPONSORED ADR | 82706C108 |
| BKNG | BOOKING HOLDINGS INC | 3,851 | $7,761 | 0.7% | $2009.51 | -7.1% | COM | 09857L108 |
| — | AMERICAN AIRLINES GROUP INC | 7,250,000 | $7,721 | 0.6% | $1.06 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | AMYRIS INC | 21,275,000 | $6,914 | 0.6% | $0.33 | — | NOTE 1.500%11/1 | 03236MAJ0 |
| — | FORGEROCK INC | 300,000 | $6,831 | 0.6% | $22.77 | — | CL A | 34631B101 |
| — | ENVESTNET INC | 6,750,000 | $6,170 | 0.5% | $0.86 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| — | INTEGRA LIFESCIENCES HLDGS C | 6,250,000 | $6,090 | 0.5% | $0.88 | — | NOTE 0.500% 8/1 | 457985AM1 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 81,790 | $5,746 | 0.5% | $66.95 | -4.6% | COM | 595017104 |
| IMAX | IMAX CORP | 350,000 | $5,129 | 0.4% | — | — | Put | 45245E109 |
| — | CRIXUS BH3 ACQUISITION CO | 500,000 | $5,040 | 0.4% | $9.85 | — | CLASS A COM | 22677T102 |
| LCII | LCI INDS | 52,500 | $4,854 | 0.4% | — | — | Put | 50189K103 |
| — | AMYRIS INC | 3,064,900 | $4,674 | 0.4% | — | — | Call | 03236M200 |
| TYL | TYLER TECHNOLOGIES INC | 12,900 | $4,159 | 0.3% | $355.61 | -8.1% | COM | 902252105 |
| NTRA | NATERA INC | 102,500 | $4,118 | 0.3% | — | — | Put | 632307104 |
| — | ATLAS CORP | 250,000 | $3,835 | 0.3% | $15.34 | — | SHARES | Y0436Q109 |
| — | GUIDEWIRE SOFTWARE INC | 4,000,000 | $3,730 | 0.3% | $1.01 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | MONEYGRAM INTL INC | 333,889 | $3,636 | 0.3% | $10.16 | — | COM NEW | 60935Y208 |
| — | MAXAR TECHNOLOGIES INC | 70,000 | $3,622 | 0.3% | $51.74 | — | COM | 57778K105 |
| TDS | TELEPHONE & DATA SYS INC | 340,000 | $3,567 | 0.3% | $17.48 | -29.2% | COM NEW | 879433829 |
| — | ATLAS CORP | 228,300 | $3,503 | 0.3% | $15.34 | — | Put | Y0436Q109 |
| LYV | LIVE NATION ENTERTAINMENT IN | 50,000 | $3,487 | 0.3% | — | — | Put | 538034109 |
| — | UMPQUA HLDGS CORP | 185,580 | $3,313 | 0.3% | $18.04 | — | COM | 904214103 |
| ACI | ALBERTSONS COS INC | 150,000 | $3,111 | 0.3% | $18.83 | 0.0% | COMMON STOCK | 013091103 |
| — | ENVESTNET INC | 50,000 | $3,085 | 0.3% | — | — | Put | 29404K106 |
| MTN | VAIL RESORTS INC | 12,934 | $3,083 | 0.3% | $297.55 | -21.1% | COM | 91879Q109 |
| — | SIERRA WIRELESS INC | 100,000 | $2,899 | 0.2% | $28.99 | — | COM | 826516106 |
| — | WOLFSPEED INC | 40,700 | $2,810 | 0.2% | $69.04 | — | COM | 977852102 |
| — | BLACKLINE INC | 3,250,000 | $2,787 | 0.2% | $0.82 | — | NOTE 3/1 | 09239BAD1 |
| MTN | VAIL RESORTS INC | 10,000 | $2,383 | 0.2% | $297.55 | -21.1% | Put | 91879Q109 |
| — | AMERICAN EQTY INVT LIFE HLD | 50,000 | $2,281 | 0.2% | $45.62 | — | COM | 025676206 |
| BILL | BILL COM HLDGS INC | 20,000 | $2,179 | 0.2% | $226.31 | -47.0% | Put | 090043100 |
| UBER | UBER TECHNOLOGIES INC | 80,000 | $1,978 | 0.2% | $38.11 | -28.2% | Call | 90353T100 |
| — | SPIRIT AIRLS INC | 100,000 | $1,948 | 0.2% | $19.48 | — | COM | 848577102 |
| — | SIRIUS XM HOLDINGS INC | 317,900 | $1,857 | 0.2% | $6.45 | — | COM | 82968B103 |
| LITE | LUMENTUM HLDGS INC | 35,000 | $1,826 | 0.2% | — | — | Put | 55024U109 |
| — | WARBURG PINCUS CAPTAL CORP I | 100,000 | $1,764 | 0.1% | $9.81 | — | Put | G9461D107 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 16,730 | $1,731 | 0.1% | $83.33 | +12.7% | COM | 09061G101 |
| GWRE | GUIDEWIRE SOFTWARE INC | 27,500 | $1,720 | 0.1% | — | — | Put | 40171V100 |
| BL | BLACKLINE INC | 25,000 | $1,682 | 0.1% | — | — | Put | 09239B109 |
| — | 1LIFE HEALTHCARE INC | 100,000 | $1,671 | 0.1% | $17.15 | — | COM | 68269G107 |
| BILL | BILL COM HLDGS INC | 14,800 | $1,612 | 0.1% | $226.31 | -47.0% | Call | 090043100 |
| UAA | UNDER ARMOUR INC | 150,000 | $1,524 | 0.1% | $13.86 | -37.6% | CL A | 904311107 |
| BYND | BEYOND MEAT INC | 122,500 | $1,509 | 0.1% | — | — | Put | 08862E109 |
| — | KNOWBE4 INC | 60,245 | $1,493 | 0.1% | $24.78 | — | CL A | 49926T104 |
| IART | INTEGRA LIFESCIENCES HLDGS C | 25,000 | $1,401 | 0.1% | — | — | Put | 457985208 |
| MIDD | MIDDLEBY CORP | 10,000 | $1,339 | 0.1% | — | — | Put | 596278101 |
| — | OAK STR HEALTH INC | 70,000 | $1,296 | 0.1% | — | — | Put | 67181A107 |
| UBER | UBER TECHNOLOGIES INC | 52,010 | $1,286 | 0.1% | $38.11 | -28.2% | COM | 90353T100 |
| — | AVAYA HLDGS CORP | 6,276,000 | $1,230 | 0.1% | — | — | Put | 05351X101 |
| BILL | BILL COM HLDGS INC | 10,495 | $1,144 | 0.1% | $226.31 | -47.0% | COM | 090043100 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 10,000 | $1,035 | 0.1% | $83.33 | +12.7% | Put | 09061G101 |
| ECPG | ENCORE CAP GROUP INC | 20,000 | $959 | 0.1% | — | — | Put | 292554102 |
| — | KENSINGTON CAPITAL ACQUISITI | 93,250 | $951 | 0.1% | $9.85 | — | SHS CL A | G5251K103 |
| — | CIIG CAPITAL PARTNERS II INC | 69,938 | $713 | 0.1% | $9.89 | — | COM CL A | 12561U109 |
| — | RICE ACQUISITION CORP II | 69,938 | $711 | 0.1% | $10.02 | — | SHS CL A | G75529100 |
| — | FIFTH WALL ACQUISITN CORP II | 69,918 | $702 | 0.1% | $9.94 | — | CLASS A ORD SHS | G34142102 |
| — | FRONTIER INVESTMENT CORP | 69,938 | $701 | 0.1% | $9.72 | — | CLASS A ORD SHS | G36816109 |
| — | PROSPECTOR CAPITAL CORP | 69,918 | $696 | 0.1% | $9.72 | — | CL A | G7273A105 |
| — | ALPHA HEALTHCARE ACQU CORP I | 69,938 | $694 | 0.1% | $9.64 | — | CLASS A COM | 02073F104 |
| — | WARBURG PINCUS CAPTAL CORP I | 67,500 | $682 | 0.1% | $9.83 | — | SHS CL A | G9460M108 |
| — | WARBURG PINCUS CAPTAL CORP I | 67,500 | $681 | 0.1% | $9.81 | — | SHS CL A | G9461D107 |
| W | WAYFAIR INC | 65,275 | $668 | 0.1% | $51.55 | -32.3% | CL A | 94419L101 |
| UBER | UBER TECHNOLOGIES INC | 25,000 | $618 | 0.1% | $38.11 | -28.2% | Put | 90353T100 |
| — | AVAYA HLDGS CORP | 3,050,300 | $598 | 0.1% | — | — | Call | 05351X101 |
| ASBP | POWERUP ACQUISITION CORP | 46,625 | $480 | 0.0% | $399.82 | +2.1% | CLASS A ORDI SHS | G7207P103 |
| — | KIMBELL TIGER ACQUISITION CO | 46,625 | $480 | 0.0% | $10.03 | — | COM CL A | 49436K106 |
| — | GAMES & ESPORTS EXPRNC ACQ C | 46,625 | $480 | 0.0% | $10.01 | — | CLASS A ORD SHS | G3731J119 |
| — | INTELLIGENT MEDI ACQSITN COR | 46,625 | $479 | 0.0% | $10.01 | — | CLASS A COM | 45828D106 |
| EVCO | EVEREST CONSOLIDATOR ACQ COR | 46,625 | $477 | 0.0% | $9.93 | +2.0% | CL A COM | 29978K102 |
| SLAMF | SLAM CORP | 46,875 | $474 | 0.0% | $9.73 | +2.8% | CL A SHS | G8210L105 |
| — | MARLIN TECHNOLOGY CORP | 46,610 | $472 | 0.0% | $9.71 | — | CL A SHS | G58411102 |
| — | GLOBAL PARTNER ACQISTN CORP | 46,610 | $471 | 0.0% | $9.75 | — | CL A SHS | G3934P102 |
| — | LAZARD GROWTH ACQUISITION CO | 46,605 | $471 | 0.0% | $9.75 | — | CL A ORD SHS | G54035103 |
| — | ARCTOS NORTHSTAR ACQUIS CORP | 46,610 | $470 | 0.0% | $9.79 | — | SHS CL A | G0477L100 |
| — | DEEP LAKE CAPITAL ACQUSTN CO | 46,610 | $470 | 0.0% | $9.81 | — | CL A SHS | G27029100 |
| — | FTAC ZEUS ACQUISITION COR | 46,625 | $470 | 0.0% | $9.87 | — | CLASS A COM | 30320F106 |
| PLMJF | ALPHA PARTNERS TECH MERGR CO | 46,625 | $468 | 0.0% | $9.72 | +2.0% | CLASS A ORD SHS | G63290111 |
| — | GOLDEN FALCON ACQUISITION CO | 46,610 | $466 | 0.0% | $9.69 | — | CL A | 38102H109 |
| — | AXONPRIME INFRSTCTR AQSTN CO | 46,625 | $462 | 0.0% | $9.83 | — | CLASS A COM | 05467C108 |
| — | THUNDER BRIDGE CAP PRTNRS II | 46,875 | $457 | 0.0% | $9.71 | — | COM CL A | 88605T100 |
| — | FOREST ROAD ACQUISITION COR | 44,750 | $449 | 0.0% | $9.81 | — | CL A | 34619V103 |
| — | SOUND POINT ACQUISITION CORP | 37,300 | $385 | 0.0% | $10.05 | — | CLASS A ORD SHS | G8274F101 |
| — | C5 ACQUISITION CORPORATION | 37,300 | $381 | 0.0% | $9.94 | — | CL A COM | 12530D105 |
| — | SILVER SPIKE ACQUISITN CORP | 33,750 | $341 | 0.0% | $9.74 | — | CLASS A ORD SHS | G8201H105 |
| — | SIRIUS XM HOLDINGS INC | 50,000 | $292 | 0.0% | $6.45 | — | Put | 82968B103 |
| — | BEYOND MEAT INC | 1,000,000 | $265 | 0.0% | $0.27 | — | NOTE 3/1 | 08862EAB5 |
| — | SEAPORT GLOBAL ACQUISITION I | 23,312 | $238 | 0.0% | $9.92 | — | CLASS A COM | 81221H105 |
| SNAP | SNAP INC | 25,000 | $224 | 0.0% | — | — | Call | 83304A106 |
| — | CRIXUS BH3 ACQUISITION CO | 990,000 | $109 | 0.0% | — | — | Call | 22677T110 |
| GNW | GENWORTH FINL INC | 10,000 | $53 | 0.0% | $4.11 | +14.5% | COM CL A | 37247D106 |
| — | GALATA ACQUISITION CORP | 618,750 | $44 | 0.0% | — | — | Call | G3R23A116 |
| — | KIMBELL TIGER ACQUISITION CO | 23,312 | $26 | 0.0% | — | — | Call | 49436K114 |
| — | ANZU SPECIAL ACQUISITIN CORP | 366,666 | $11 | 0.0% | — | — | Call | 03737A119 |
| — | M3 BRIGADE ACQUISITION II CO | 124,600 | $7 | 0.0% | — | — | Call | 553800111 |
| — | AHREN ACQUISITION CORP | 32,638 | $3 | 0.0% | — | — | Call | G01322125 |
| — | SOUND POINT ACQUISITION CORP | 18,650 | $2 | 0.0% | — | — | Call | G8274F119 |
| ASBPW | POWERUP ACQUISITION CORP | 23,312 | $2 | 0.0% | — | — | Call | G7207P129 |
| CRTWF | CARTICA ACQUISITION CORP | 18,650 | $1 | 0.0% | — | — | Call | G1995D117 |
| — | GAMES & ESPORTS EXPRNC ACQ C | 23,312 | $1 | 0.0% | — | — | Call | G3731J127 |
| — | C5 ACQUISITION CORPORATION | 18,650 | $1 | 0.0% | — | — | Call | 12530D113 |
| — | FTAC ZEUS ACQUISITION COR | 23,312 | $0 | 0.0% | — | — | Call | 30320F114 |
| EVCOW | EVEREST CONSOLIDATOR ACQ COR | 23,312 | $0 | 0.0% | — | — | Call | 29978K110 |
| — | INTELLIGENT MEDI ACQSITN COR | 23,312 | $0 | 0.0% | — | — | Call | 45828D114 |
| — | SEAPORT GLOBAL ACQUISITION I | 11,654 | $0 | 0.0% | — | — | Call | 81221H113 |