CIK: 0001578299 · Show all filings
Period: Q2 2023 (← Previous) (Next →)
Filing Date: Aug 14, 2023
Total Value ($000): $919,991 (24.9% shares, 75.1% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | UNITED STATES STL CORP | 35,682,000 | $70,383 | 7.7% | $1.96 | — | NOTE 5.000%11/0 | 912909AT5 |
| — | BLOOMIN BRANDS INC | 27,617,000 | $66,971 | 7.3% | $2.28 | — | NOTE 5.000% 5/0 | 094235AB4 |
| — | PALO ALTO NETWORKS INC | 25,750,000 | $66,338 | 7.2% | $2.58 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | CHART INDS INC | 18,900,000 | $52,066 | 5.7% | $2.28 | — | NOTE 1.000%11/1 | 16115QAE0 |
| CNK | CINEMARK HLDGS INC | 3,021,600 | $49,841 | 5.4% | — | — | Put | 17243V102 |
| CCL | CARNIVAL CORP | 2,490,000 | $46,874 | 5.1% | — | — | Put | 143658300 |
| — | LIVENT CORP | 13,310,000 | $42,792 | 4.7% | $2.76 | — | NOTE 4.125% 7/1 | 53814LAB4 |
| — | FTI CONSULTING INC | 21,460,000 | $40,533 | 4.4% | $1.62 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | TRANSOCEAN INC | 15,785,000 | $35,635 | 3.9% | $1.86 | — | DEB 4.625% 9/3 | 893830BW8 |
| W | WAYFAIR INC | 450,000 | $29,250 | 3.2% | $51.55 | -18.3% | Put | 94419L101 |
| — | CINEMARK HLDGS INC | 20,655,000 | $28,401 | 3.1% | $1.59 | — | NOTE 4.500% 8/1 | 17243VAB8 |
| — | PARSONS CORP DEL | 23,664,000 | $27,467 | 3.0% | $1.08 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | VAREX IMAGING CORP | 18,500,000 | $23,819 | 2.6% | $1.22 | — | NOTE 4.000% 6/0 | 92214XAB2 |
| — | LCI INDS | 19,625,000 | $19,085 | 2.1% | $0.99 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | PROGRESS SOFTWARE CORP | 16,628,000 | $18,472 | 2.0% | $1.04 | — | NOTE 1.000% 4/1 | 743312AB6 |
| — | PATRICK INDS INC | 18,670,000 | $18,437 | 2.0% | $0.92 | — | NOTE 1.750%12/0 | 703343AG8 |
| — | SAREPTA THERAPEUTICS INC | 10,370,000 | $17,733 | 1.9% | $1.71 | — | DBCV 1.500%11/1 | 803607AB6 |
| — | NUVASIVE INC | 19,295,000 | $17,691 | 1.9% | $0.91 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | VERADIGM INC | 14,638,000 | $16,358 | 1.8% | $1.39 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | INTEGRA LIFESCIENCES HLDGS C | 17,711,000 | $16,256 | 1.8% | $0.94 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | CARNIVAL CORP | 7,956,000 | $15,892 | 1.7% | $2.00 | — | NOTE 5.750%10/0 | 143658BT8 |
| — | NATIONAL VISION HLDGS INC | 14,500,000 | $15,279 | 1.7% | $1.05 | — | NOTE 2.500% 5/1 | 63845RAB3 |
| — | ENVESTNET INC | 14,924,000 | $13,879 | 1.5% | $0.89 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| GEO | GEO GROUP INC NEW | 1,581,000 | $11,312 | 1.2% | — | — | Put | 36162J106 |
| USFD | US FOODS HLDG CORP | 250,000 | $11,000 | 1.2% | $39.68 | 0.0% | COM | 912008109 |
| LUV | SOUTHWEST AIRLS CO | 300,000 | $10,862 | 1.2% | $34.47 | -14.4% | Put | 844741108 |
| — | LUMENTUM HLDGS INC | 9,990,000 | $10,724 | 1.2% | $1.39 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | NATERA INC | 7,175,000 | $10,583 | 1.2% | $1.24 | — | NOTE 2.250% 5/0 | 632307AB0 |
| GEHC | GE HEALTHCARE TECHNOLOGIES I | 125,000 | $10,155 | 1.1% | $79.45 | 0.0% | COMMON STOCK | 36266G107 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 105,000 | $9,405 | 1.0% | $66.95 | +10.3% | Put | 595017104 |
| — | MIDDLEBY CORP | 6,750,000 | $8,438 | 0.9% | $1.19 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | WINNEBAGO INDS INC | 6,249,000 | $7,541 | 0.8% | $1.11 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | STARWOOD PPTY TR INC | 6,000,000 | $6,165 | 0.7% | $1.03 | — | NOTE 6.750% 7/1 | 85571BBA2 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 67,250 | $6,025 | 0.7% | $66.95 | +10.3% | COM | 595017104 |
| LUV | SOUTHWEST AIRLS CO | 159,806 | $5,787 | 0.6% | $34.47 | -14.4% | COM | 844741108 |
| — | ETSY INC | 4,500,000 | $5,355 | 0.6% | $1.44 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | CRIXUS BH3 ACQUISITION CO | 500,000 | $5,180 | 0.6% | $9.85 | — | CLASS A COM | 22677T102 |
| — | IRONWOOD PHARMACEUTICALS INC | 5,000,000 | $5,050 | 0.5% | $1.01 | — | NOTE 0.750% 6/1 | 46333XAF5 |
| — | AMYRIS INC | 4,444,200 | $4,600 | 0.5% | — | — | Put | 03236M200 |
| — | CNX RES CORP | 3,000,000 | $4,470 | 0.5% | $1.49 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| — | AMYRIS INC | 21,648,000 | $4,463 | 0.5% | $0.32 | — | NOTE 1.500%11/1 | 03236MAJ0 |
| TYL | TYLER TECHNOLOGIES INC | 10,275 | $4,279 | 0.5% | $356.17 | +8.1% | COM | 902252105 |
| — | FORD MTR CO DEL | 3,400,000 | $3,736 | 0.4% | $1.01 | — | NOTE 3/1 | 345370CZ1 |
| ECPG | ENCORE CAP GROUP INC | 71,000 | $3,449 | 0.4% | — | — | Put | 292554102 |
| — | GUESS INC | 150,000 | $2,915 | 0.3% | — | — | Put | 401617105 |
| MTN | VAIL RESORTS INC | 6,936 | $1,746 | 0.2% | $295.45 | -17.5% | COM | 91879Q109 |
| — | ENVESTNET INC | 25,000 | $1,484 | 0.2% | — | — | Put | 29404K106 |
| LITE | LUMENTUM HLDGS INC | 25,000 | $1,418 | 0.2% | — | — | Put | 55024U109 |
| LYV | LIVE NATION ENTERTAINMENT IN | 13,500 | $1,230 | 0.1% | — | — | Put | 538034109 |
| FORL | FOUR LEAF ACQUISITION CORP | 116,000 | $1,197 | 0.1% | $10.32 | 0.0% | COM CL A | 35088F107 |
| — | C5 ACQUISITION CORPORATION | 110,000 | $1,172 | 0.1% | $10.41 | — | CL A COM | 12530D105 |
| — | ACCRETION ACQUISITION CORP | 110,000 | $1,142 | 0.1% | $10.38 | — | COM | 00438Y107 |
| — | EF HUTTON ACQUISITION CORP I | 110,000 | $1,135 | 0.1% | $10.32 | — | COM | 28201D109 |
| — | FOREST ROAD ACQUISITION COR | 101,000 | $1,035 | 0.1% | $10.25 | — | CL A | 34619V103 |
| — | M3 BRIGADE ACQUISITION II CO | 100,000 | $1,024 | 0.1% | $10.24 | — | COM CL A | 553800103 |
| — | DISH NETWORK CORPORATION | 150,000 | $988 | 0.1% | — | — | Put | 25470M109 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 10,000 | $896 | 0.1% | $66.95 | +10.3% | Call | 595017104 |
| — | ACTIVISION BLIZZARD INC | 10,000 | $843 | 0.1% | — | — | Call | 00507V109 |
| OAKU | OAK WOODS ACQUISITION CORP | 78,000 | $800 | 0.1% | $10.22 | 0.0% | CL A | 67190B104 |
| — | BELLEVUE LIFE SCNCS AQSTN CO | 70,421 | $723 | 0.1% | $10.26 | — | COM | 079174108 |
| — | MURPHY CANYON ACQUISITION CO | 55,726 | $596 | 0.1% | $10.54 | — | CLASS A COM | 626642102 |
| — | AMC ENTMT HLDGS INC | 115,800 | $509 | 0.1% | — | — | Put | 00165C104 |
| — | DISH NETWORK CORPORATION | 500,000 | $270 | 0.0% | $0.54 | — | NOTE 12/1 | 25470MAF6 |
| — | BEYOND MEAT INC | 1,000,000 | $270 | 0.0% | $0.27 | — | NOTE 3/1 | 08862EAB5 |
| EVEX/WS | EVE HLDG INC | 259,350 | $228 | 0.0% | — | — | Call | 29970N112 |
| AMPX/WS | AMPRIUS TECHNOLOGIES INC | 235,600 | $113 | 0.0% | — | — | Call | 03214Q116 |
| TDS | TELEPHONE & DATA SYS INC | 10,000 | $82 | 0.0% | $17.31 | -51.0% | COM NEW | 879433829 |
| — | AMYRIS INC | 50,000 | $52 | 0.0% | — | — | Call | 03236M200 |
| GNW | GENWORTH FINL INC | 10,000 | $50 | 0.0% | $4.11 | +33.1% | COM CL A | 37247D106 |
| — | CRIXUS BH3 ACQUISITION CO | 990,000 | $21 | 0.0% | — | — | Call | 22677T110 |
| OAKUR | OAK WOODS ACQUISITION CORP | 78,000 | $16 | 0.0% | $0.21 | — | RIGHT 03/23/2028 | 67190B120 |
| FORLW | FOUR LEAF ACQUISITION CORP | 65,000 | $5 | 0.0% | — | — | Call | 35088F115 |
| OAKUW | OAK WOODS ACQUISITION CORP | 78,000 | $3 | 0.0% | — | — | Call | 67190B112 |