CIK: 0001578299 · Show all filings
Period: Q1 2023 (← Previous) (Next →)
Filing Date: May 15, 2023
Total Value ($000): $1,188,764 (33.6% shares, 66.4% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | UNITED STATES STL CORP | 40,985,000 | $83,814 | 7.1% | $1.96 | — | NOTE 5.000%11/0 | 912909AT5 |
| — | PALO ALTO NETWORKS INC | 34,100,000 | $76,619 | 6.4% | $1.99 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | BLOOMIN BRANDS INC | 31,881,000 | $73,366 | 6.2% | $2.28 | — | NOTE 5.000% 5/0 | 094235AB4 |
| — | WORLD WRESTLING ENTMT INC | 18,241,000 | $66,944 | 5.6% | $3.05 | — | NOTE 3.375%12/1 | 98156QAB4 |
| — | FTI CONSULTING INC | 25,300,000 | $49,525 | 4.2% | $1.62 | — | NOTE 2.000% 8/1 | 302941AP4 |
| CNK | CINEMARK HLDGS INC | 3,012,000 | $44,532 | 3.7% | — | — | Put | 17243V102 |
| — | LIVENT CORP | 14,915,000 | $38,555 | 3.2% | $2.76 | — | NOTE 4.125% 7/1 | 53814LAB4 |
| — | TRANSOCEAN INC | 18,120,000 | $37,508 | 3.2% | $1.86 | — | DEB 4.625% 9/3 | 893830BW8 |
| — | CHART INDS INC | 15,807,000 | $34,657 | 2.9% | $2.19 | — | NOTE 1.000%11/1 | 16115QAE0 |
| — | GUESS INC | 31,864,000 | $33,378 | 2.8% | $1.04 | — | NOTE 2.000% 4/1 | 401617AD7 |
| — | CINEMARK HLDGS INC | 25,155,000 | $32,120 | 2.7% | $1.59 | — | NOTE 4.500% 8/1 | 17243VAB8 |
| — | PARSONS CORP DEL | 24,968,000 | $27,771 | 2.3% | $1.08 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| CCL | CARNIVAL CORP | 2,515,000 | $25,515 | 2.1% | — | — | Put | 143658300 |
| W | WAYFAIR INC | 700,000 | $24,028 | 2.0% | $51.55 | -14.1% | Put | 94419L101 |
| — | LUMENTUM HLDGS INC | 19,050,000 | $20,193 | 1.7% | $1.39 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | VERADIGM INC | 17,325,000 | $19,751 | 1.7% | $1.39 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | PATRICK INDS INC | 20,550,000 | $18,855 | 1.6% | $0.92 | — | NOTE 1.750%12/0 | 703343AG8 |
| FHN | FIRST HORIZON CORPORATION | 1,035,000 | $18,402 | 1.5% | $21.40 | -7.1% | COM | 320517105 |
| — | HORIZON THERAPEUTICS PUB L | 166,300 | $18,150 | 1.5% | $113.62 | — | SHS | G46188101 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 215,000 | $18,014 | 1.5% | $66.95 | +10.9% | Put | 595017104 |
| — | INTEGRA LIFESCIENCES HLDGS C | 16,176,000 | $15,840 | 1.3% | $0.94 | — | NOTE 0.500% 8/1 | 457985AM1 |
| LUV | SOUTHWEST AIRLS CO | 476,000 | $15,491 | 1.3% | $34.47 | -7.6% | Put | 844741108 |
| — | ENVESTNET INC | 16,750,000 | $15,276 | 1.3% | $0.89 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| GEO | GEO GROUP INC NEW | 1,841,000 | $14,516 | 1.2% | — | — | Put | 36162J106 |
| — | PROGRESS SOFTWARE CORP | 12,750,000 | $14,025 | 1.2% | $1.02 | — | NOTE 1.000% 4/1 | 743312AB6 |
| — | IONIS PHARMACEUTICALS INC | 15,000,000 | $13,969 | 1.2% | $0.92 | — | NOTE 0.125%12/1 | 462222AB6 |
| — | MIDDLEBY CORP | 11,000,000 | $13,723 | 1.2% | $1.19 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | LCI INDS | 14,625,000 | $13,418 | 1.1% | $0.99 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | NATERA INC | 7,918,000 | $12,916 | 1.1% | $1.24 | — | NOTE 2.250% 5/0 | 632307AB0 |
| — | GALATA ACQUISITION CORP | 1,237,500 | $12,858 | 1.1% | $9.89 | — | SHS CL A | G3R23A108 |
| — | GUESS INC | 540,000 | $10,500 | 0.9% | — | — | Put | 401617105 |
| — | WINNEBAGO INDS INC | 9,250,000 | $10,279 | 0.9% | $1.11 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | FORGEROCK INC | 490,559 | $10,106 | 0.9% | $21.93 | — | CL A | 34631B101 |
| — | FORD MTR CO DEL | 10,000,000 | $10,066 | 0.8% | $1.01 | — | NOTE 3/1 | 345370CZ1 |
| — | NUVASIVE INC | 11,000,000 | $9,873 | 0.8% | $0.90 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | FOCUS FINL PARTNERS INC | 186,500 | $9,674 | 0.8% | $51.87 | — | COM CL A | 34417P100 |
| — | ETSY INC | 6,240,000 | $8,986 | 0.8% | $1.44 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | PG&E CORP | 63,000 | $8,962 | 0.8% | $144.00 | — | UNIT 08/16/2023 | 69331C140 |
| LUV | SOUTHWEST AIRLS CO | 267,315 | $8,698 | 0.7% | $34.47 | -7.6% | COM | 844741108 |
| TXNM | PNM RES INC | 167,000 | $8,130 | 0.7% | $49.07 | 0.0% | COM | 69349H107 |
| — | MONEYGRAM INTL INC | 780,000 | $8,128 | 0.7% | $10.31 | — | COM NEW | 60935Y208 |
| — | AMYRIS INC | 5,940,900 | $8,050 | 0.7% | — | — | Put | 03236M200 |
| — | MAXAR TECHNOLOGIES INC | 155,600 | $7,945 | 0.7% | $51.37 | — | COM | 57778K105 |
| — | VAREX IMAGING CORP | 7,000,000 | $7,718 | 0.6% | $1.10 | — | NOTE 4.000% 6/0 | 92214XAB2 |
| SIMO | SILICON MOTION TECHNOLOGY CO | 111,000 | $7,273 | 0.6% | $65.13 | — | SPONSORED ADR | 82706C108 |
| — | AMYRIS INC | 23,775,000 | $7,192 | 0.6% | $0.32 | — | NOTE 1.500%11/1 | 03236MAJ0 |
| TGNA | TEGNA INC | 420,000 | $7,102 | 0.6% | $20.70 | -9.7% | COM | 87901J105 |
| KDP | KEURIG DR PEPPER INC | 200,000 | $7,056 | 0.6% | $32.33 | 0.0% | COM | 49271V100 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 72,890 | $6,107 | 0.5% | $66.95 | +10.9% | COM | 595017104 |
| — | BOOKING HOLDINGS INC | 4,000,000 | $6,020 | 0.5% | $1.50 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | IMAX CORP | 6,181,000 | $5,918 | 0.5% | $0.90 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| — | DISH NETWORK CORPORATION | 10,810,000 | $5,837 | 0.5% | $0.54 | — | NOTE 12/1 | 25470MAF6 |
| LITE | LUMENTUM HLDGS INC | 100,000 | $5,401 | 0.5% | — | — | Put | 55024U109 |
| — | UNIVAR SOLUTIONS INC | 153,200 | $5,367 | 0.5% | $35.03 | — | COM | 91336L107 |
| — | PURE STORAGE INC | 5,360,000 | $5,360 | 0.5% | $1.00 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | CRIXUS BH3 ACQUISITION CO | 500,000 | $5,145 | 0.4% | $9.85 | — | CLASS A COM | 22677T102 |
| IMAX | IMAX CORP | 257,500 | $4,938 | 0.4% | — | — | Put | 45245E109 |
| — | QUALTRICS INTL INC | 274,400 | $4,893 | 0.4% | $17.83 | — | COM CL A | 747601201 |
| LYV | LIVE NATION ENTERTAINMENT IN | 68,500 | $4,798 | 0.4% | — | — | Put | 538034109 |
| CRC | CALIFORNIA RES CORP | 123,200 | $4,743 | 0.4% | $38.05 | 0.0% | Put | 13057Q305 |
| — | WOLFSPEED INC | 65,264 | $4,239 | 0.4% | $67.50 | — | COM | 977852102 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 38,436 | $3,738 | 0.3% | $94.82 | +9.3% | COM | 09061G101 |
| TDS | TELEPHONE & DATA SYS INC | 350,000 | $3,679 | 0.3% | $17.31 | -32.7% | COM NEW | 879433829 |
| TYL | TYLER TECHNOLOGIES INC | 10,080 | $3,575 | 0.3% | $355.61 | -8.5% | COM | 902252105 |
| TYL | TYLER TECHNOLOGIES INC | 10,000 | $3,548 | 0.3% | $355.61 | -8.5% | Put | 902252105 |
| ACI | ALBERTSONS COS INC | 166,600 | $3,462 | 0.3% | $18.85 | +1.1% | COMMON STOCK | 013091103 |
| — | RADIUS GLOBAL INFRASTRCTRE I | 226,000 | $3,315 | 0.3% | $14.67 | — | COM CL A | 750481103 |
| — | SPIRIT AIRLS INC | 188,000 | $3,228 | 0.3% | $18.40 | — | COM | 848577102 |
| MTN | VAIL RESORTS INC | 13,434 | $3,139 | 0.3% | $295.45 | -18.4% | COM | 91879Q109 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 30,000 | $2,918 | 0.2% | $94.82 | +9.3% | Put | 09061G101 |
| — | PROVENTION BIO INC | 111,000 | $2,675 | 0.2% | $24.10 | — | COM | 74374N102 |
| GWRE | GUIDEWIRE SOFTWARE INC | 27,500 | $2,255 | 0.2% | — | — | Put | 40171V100 |
| — | TRAVELCENTERS OF AMERICA INC | 21,000 | $1,817 | 0.2% | $86.50 | — | COM NEW | 89421B109 |
| — | NATIONAL INSTRS CORP | 33,300 | $1,745 | 0.1% | $52.41 | — | COM | 636518102 |
| MRCY | MERCURY SYS INC | 32,050 | $1,638 | 0.1% | $50.53 | 0.0% | COM | 589378108 |
| — | ENVESTNET INC | 25,000 | $1,467 | 0.1% | — | — | Put | 29404K106 |
| UAA | UNDER ARMOUR INC | 140,000 | $1,329 | 0.1% | $13.86 | -25.0% | CL A | 904311107 |
| — | LIFE STORAGE INC | 10,000 | $1,311 | 0.1% | $131.09 | — | COM | 53223X107 |
| CRC | CALIFORNIA RES CORP | 32,813 | $1,263 | 0.1% | $38.05 | 0.0% | COM STOCK | 13057Q305 |
| — | AMERICAN EQTY INVT LIFE HLD | 34,000 | $1,241 | 0.1% | $45.62 | — | COM | 025676206 |
| ALIT | ALIGHT INC | 125,000 | $1,151 | 0.1% | $8.77 | 0.0% | COM CL A | 01626W101 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 10,000 | $838 | 0.1% | $66.95 | +10.9% | Call | 595017104 |
| OAKUU | OAK WOODS ACQUISITION CORP | 78,000 | $796 | 0.1% | $10.20 | — | UNIT 03/23/2028 | 67190B203 |
| UBER | UBER TECHNOLOGIES INC | 25,000 | $792 | 0.1% | $38.11 | -16.8% | Put | 90353T100 |
| — | CIIG CAPITAL PARTNERS II INC | 69,938 | $727 | 0.1% | $9.89 | — | COM CL A | 12561U109 |
| — | FRONTIER INVESTMENT CORP | 69,938 | $715 | 0.1% | $9.72 | — | CLASS A ORD SHS | G36816109 |
| — | ALPHA HEALTHCARE ACQU CORP I | 69,938 | $710 | 0.1% | $9.64 | — | CLASS A COM | 02073F104 |
| W | WAYFAIR INC | 65,275 | $680 | 0.1% | $51.55 | -14.1% | CL A | 94419L101 |
| FORLU | FOUR LEAF ACQUISITION CORP | 65,000 | $666 | 0.1% | $10.25 | — | UNIT 03/15/2028 | 35088F206 |
| — | OAK STR HEALTH INC | 40,000 | $647 | 0.1% | — | — | Put | 67181A107 |
| — | MURPHY CANYON ACQUISITION CO | 50,108 | $527 | 0.0% | $10.52 | — | CLASS A COM | 626642102 |
| — | KIMBELL TIGER ACQUISITION CO | 46,625 | $491 | 0.0% | $10.03 | — | COM CL A | 49436K106 |
| — | GAMES & ESPORTS EXPRNC ACQ C | 46,625 | $490 | 0.0% | $10.01 | — | CLASS A ORD SHS | G3731J119 |
| EVCO | EVEREST CONSOLIDATOR ACQ COR | 46,625 | $489 | 0.0% | $9.93 | +4.3% | CL A COM | 29978K102 |
| — | FTAC ZEUS ACQUISITION COR | 46,625 | $479 | 0.0% | $9.87 | — | CLASS A COM | 30320F106 |
| PLMJF | ALPHA PARTNERS TECH MERGR CO | 46,625 | $477 | 0.0% | $9.72 | +4.4% | CLASS A ORD SHS | G63290111 |
| — | AXONPRIME INFRSTCTR AQSTN CO | 46,625 | $471 | 0.0% | $9.83 | — | CLASS A COM | 05467C108 |
| — | AMYRIS INC | 300,000 | $407 | 0.0% | — | — | Call | 03236M200 |
| — | SOUND POINT ACQUISITION CORP | 37,300 | $393 | 0.0% | $10.05 | — | CLASS A ORD SHS | G8274F101 |
| — | C5 ACQUISITION CORPORATION | 37,300 | $389 | 0.0% | $9.94 | — | CL A COM | 12530D105 |
| LCII | LCI INDS | 2,500 | $275 | 0.0% | — | — | Put | 50189K103 |
| — | BEYOND MEAT INC | 1,000,000 | $260 | 0.0% | $0.27 | — | NOTE 3/1 | 08862EAB5 |
| — | CRIXUS BH3 ACQUISITION CO | 990,000 | $119 | 0.0% | — | — | Call | 22677T110 |
| — | GALATA ACQUISITION CORP | 618,750 | $56 | 0.0% | — | — | Call | G3R23A116 |
| GNW | GENWORTH FINL INC | 10,000 | $50 | 0.0% | $4.11 | +34.8% | COM CL A | 37247D106 |
| — | GLYCOMIMETICS INC | 30,200 | $38 | 0.0% | $1.26 | — | Put | 38000Q102 |
| — | GLYCOMIMETICS INC | 29,200 | $37 | 0.0% | $1.26 | — | COM | 38000Q102 |
| — | ANZU SPECIAL ACQUISITIN CORP | 297,466 | $9 | 0.0% | — | — | Call | 03737A119 |
| — | AHREN ACQUISITION CORP | 32,638 | $4 | 0.0% | — | — | Call | G01322125 |
| — | KIMBELL TIGER ACQUISITION CO | 23,312 | $2 | 0.0% | — | — | Call | 49436K114 |
| CRTWF | CARTICA ACQUISITION CORP | 18,650 | $1 | 0.0% | — | — | Call | G1995D117 |
| EVCOW | EVEREST CONSOLIDATOR ACQ COR | 23,312 | $1 | 0.0% | — | — | Call | 29978K110 |
| — | GAMES & ESPORTS EXPRNC ACQ C | 23,312 | $1 | 0.0% | — | — | Call | G3731J127 |
| — | SOUND POINT ACQUISITION CORP | 18,650 | $1 | 0.0% | — | — | Call | G8274F119 |
| — | INTELLIGENT MEDI ACQSITN COR | 23,312 | $1 | 0.0% | — | — | Call | 45828D114 |
| — | C5 ACQUISITION CORPORATION | 18,650 | $1 | 0.0% | — | — | Call | 12530D113 |
| — | FTAC ZEUS ACQUISITION COR | 23,312 | $1 | 0.0% | — | — | Call | 30320F114 |
| — | SEAPORT GLOBAL ACQUISITION I | 11,654 | $1 | 0.0% | — | — | Call | 81221H113 |