CIK: 0001578299 · Show all filings
Period: Q3 2023 (← Previous) (Next →)
Filing Date: Nov 13, 2023
Total Value ($000): $930,248 (28.6% shares, 71.4% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | TRANSOCEAN INC | 25,185,000 | $65,662 | 7.1% | $2.14 | — | DEB 4.625% 9/3 | 893830BW8 |
| — | ROYAL CARIBBEAN GROUP | 32,965,000 | $65,209 | 7.0% | $1.98 | — | NOTE 6.000% 8/1 | 780153BQ4 |
| — | BLOOMIN BRANDS INC | 27,617,000 | $61,379 | 6.6% | $2.28 | — | NOTE 5.000% 5/0 | 094235AB4 |
| — | PALO ALTO NETWORKS INC | 24,250,000 | $57,247 | 6.2% | $2.58 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | CHART INDS INC | 18,900,000 | $55,188 | 5.9% | $2.28 | — | NOTE 1.000%11/1 | 16115QAE0 |
| RCL | ROYAL CARIBBEAN GROUP | 580,000 | $53,456 | 5.7% | — | — | Put | V7780T103 |
| ASPN | ASPEN AEROGELS INC | 3,166,000 | $41,318 | 4.4% | $7.10 | 0.0% | Put | 04523Y105 |
| — | LIVENT CORP | 13,310,000 | $29,016 | 3.1% | $2.76 | — | NOTE 4.125% 7/1 | 53814LAB4 |
| RIG | TRANSOCEAN LTD | 3,260,100 | $26,749 | 2.9% | — | — | Put | H8817H100 |
| W | WAYFAIR INC | 400,000 | $24,242 | 2.6% | — | — | Put | 94419L101 |
| — | CINEMARK HLDGS INC | 15,655,000 | $22,935 | 2.5% | $1.59 | — | NOTE 4.500% 8/1 | 17243VAB8 |
| — | GEO CORRECTIONS HOLDINGS INC | 18,500,000 | $22,339 | 2.4% | $1.21 | — | NOTE 6.500% 2/2 | 36166WAB9 |
| — | VAREX IMAGING CORP | 18,500,000 | $21,090 | 2.3% | $1.22 | — | NOTE 4.000% 6/0 | 92214XAB2 |
| — | NUVASIVE INC | 21,045,000 | $19,598 | 2.1% | $0.91 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | PROGRESS SOFTWARE CORP | 18,628,000 | $19,373 | 2.1% | $1.04 | — | NOTE 1.000% 4/1 | 743312AB6 |
| — | LCI INDS | 19,625,000 | $18,448 | 2.0% | $0.99 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | SAREPTA THERAPEUTICS INC | 10,370,000 | $18,433 | 2.0% | $1.71 | — | DBCV 1.500%11/1 | 803607AB6 |
| — | STARWOOD PPTY TR INC | 17,750,000 | $18,283 | 2.0% | $1.03 | — | NOTE 6.750% 7/1 | 85571BBA2 |
| — | VERADIGM INC | 14,638,000 | $16,687 | 1.8% | $1.39 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | INTEGRA LIFESCIENCES HLDGS C | 16,461,000 | $14,918 | 1.6% | $0.94 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | POST HLDGS INC | 14,312,000 | $14,313 | 1.5% | $1.00 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | PARSONS CORP DEL | 11,000,000 | $14,037 | 1.5% | $1.08 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | MICROSTRATEGY INC | 12,000,000 | $13,005 | 1.4% | $1.08 | — | NOTE 0.750%12/1 | 594972AC5 |
| LUV | SOUTHWEST AIRLS CO | 475,000 | $12,861 | 1.4% | $34.47 | -10.4% | Put | 844741108 |
| — | PATRICK INDS INC | 13,326,000 | $12,710 | 1.4% | $0.92 | — | NOTE 1.750%12/0 | 703343AG8 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 130,000 | $12,647 | 1.4% | $66.95 | +17.6% | Put | 595017104 |
| — | NCL CORP LTD | 10,200,000 | $11,896 | 1.3% | $1.17 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | ZIFF DAVIS INC | 11,970,000 | $11,102 | 1.2% | $0.93 | — | NOTE 1.750%11/0 | 48123VAE2 |
| — | NATIONAL VISION HLDGS INC | 11,100,000 | $10,739 | 1.2% | $1.05 | — | NOTE 2.500% 5/1 | 63845RAB3 |
| — | MARRIOTT VACATIONS WORLDWIDE | 12,000,000 | $10,650 | 1.1% | $0.89 | — | NOTE 1/1 | 57164YAD9 |
| VFS | VINFAST AUTO LTD | 741,200 | $9,276 | 1.0% | — | — | Put | Y9390M103 |
| — | IRONWOOD PHARMACEUTICALS INC | 7,500,000 | $7,472 | 0.8% | $1.01 | — | NOTE 0.750% 6/1 | 46333XAF5 |
| — | NATERA INC | 5,425,000 | $7,242 | 0.8% | $1.24 | — | NOTE 2.250% 5/0 | 632307AB0 |
| ECPG | ENCORE CAP GROUP INC | 138,500 | $6,615 | 0.7% | — | — | Put | 292554102 |
| — | EXPEDIA GROUP INC | 7,350,000 | $6,440 | 0.7% | $0.88 | — | NOTE 2/1 | 30212PBE4 |
| — | LUMENTUM HLDGS INC | 5,500,000 | $5,466 | 0.6% | $1.39 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | CRIXUS BH3 ACQUISITION CO | 500,000 | $5,260 | 0.6% | $9.85 | — | CLASS A COM | 22677T102 |
| — | UNITED STATES STL CORP NEW | 157,500 | $5,115 | 0.5% | $32.48 | — | Put | 912909108 |
| — | SPLUNK INC | 4,500,000 | $4,854 | 0.5% | $1.08 | — | NOTE 1.125% 9/1 | 848637AD6 |
| NTRA | NATERA INC | 102,500 | $4,536 | 0.5% | — | — | Put | 632307104 |
| — | JAZZ INVESTMENTS I LTD | 4,500,000 | $4,352 | 0.5% | $0.97 | — | NOTE 1.500% 8/1 | 472145AD3 |
| TYL | TYLER TECHNOLOGIES INC | 11,230 | $4,336 | 0.5% | $359.27 | +9.3% | COM | 902252105 |
| — | GUESS INC | 200,000 | $4,329 | 0.5% | — | — | Put | 401617105 |
| LUV | SOUTHWEST AIRLS CO | 157,871 | $4,274 | 0.5% | $34.47 | -10.4% | COM | 844741108 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 53,900 | $4,207 | 0.5% | $66.95 | +17.6% | COM | 595017104 |
| SIMO | SILICON MOTION TECHNOLOGY CO | 77,500 | $3,971 | 0.4% | — | — | Call | 82706C108 |
| — | ENVESTNET INC | 4,174,000 | $3,871 | 0.4% | $0.89 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| AVXL | ANAVEX LIFE SCIENCES CORP | 509,600 | $3,340 | 0.4% | — | — | Put | 032797300 |
| — | HOSTESS BRANDS INC | 98,500 | $3,281 | 0.4% | — | — | Call | 44109J106 |
| RIVN | RIVIAN AUTOMOTIVE INC | 131,100 | $3,183 | 0.3% | $23.35 | 0.0% | COM CL A | 76954A103 |
| HASI | HANNON ARMSTRONG SUST INFR C | 115,000 | $2,439 | 0.3% | — | — | Put | 41068X100 |
| IART | INTEGRA LIFESCIENCES HLDGS C | 60,000 | $2,292 | 0.2% | — | — | Put | 457985208 |
| — | EBIX INC | 203,300 | $2,008 | 0.2% | $9.88 | — | Put | 278715206 |
| IRBTQ | IROBOT CORP | 46,000 | $1,742 | 0.2% | — | — | Put | 462726100 |
| — | ACTIVISION BLIZZARD INC | 17,000 | $1,592 | 0.2% | $93.63 | — | COM | 00507V109 |
| — | NABORS ENERGY TRANSITION COR | 125,000 | $1,273 | 0.1% | $10.18 | — | CL A COM | 629567108 |
| FORL | FOUR LEAF ACQUISITION CORP | 116,000 | $1,216 | 0.1% | $10.32 | +0.7% | COM CL A | 35088F107 |
| — | C5 ACQUISITION CORPORATION | 110,000 | $1,207 | 0.1% | $10.41 | — | CL A COM | 12530D105 |
| XIFR | NEXTERA ENERGY PARTNERS LP | 40,000 | $1,188 | 0.1% | — | — | Put | 65341B106 |
| — | EF HUTTON ACQUISITION CORP I | 110,000 | $1,167 | 0.1% | $10.32 | — | COM | 28201D109 |
| — | ACCRETION ACQUISITION CORP | 110,000 | $1,153 | 0.1% | $10.38 | — | COM | 00438Y107 |
| — | DENBURY INC | 11,340 | $1,111 | 0.1% | $98.01 | — | COM | 24790A101 |
| MTN | VAIL RESORTS INC | 4,810 | $1,067 | 0.1% | $295.45 | -19.7% | COM | 91879Q109 |
| — | FOREST ROAD ACQUISITION COR | 101,000 | $1,045 | 0.1% | $10.25 | — | CL A | 34619V103 |
| MDRX | VERADIGM INC | 75,000 | $985 | 0.1% | — | — | Put | 01988P108 |
| — | TEMPLETON GLOBAL INCOME FD | 250,000 | $965 | 0.1% | $3.86 | — | COM | 880198106 |
| — | NEW RELIC INC | 11,000 | $942 | 0.1% | $85.62 | — | COM | 64829B100 |
| — | ENVESTNET INC | 19,200 | $846 | 0.1% | — | — | Put | 29404K106 |
| OAKU | OAK WOODS ACQUISITION CORP | 78,000 | $815 | 0.1% | $10.22 | +1.2% | CL A | 67190B104 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 10,000 | $781 | 0.1% | $66.95 | +17.6% | Call | 595017104 |
| ASPN | ASPEN AEROGELS INC | 88,147 | $758 | 0.1% | $7.10 | 0.0% | COM | 04523Y105 |
| — | ABCAM PLC | 33,000 | $747 | 0.1% | $22.63 | — | ADS | 000380204 |
| — | BELLEVUE LIFE SCNCS AQSTN CO | 70,421 | $732 | 0.1% | $10.26 | — | COM | 079174108 |
| — | CHASE CORP | 5,000 | $636 | 0.1% | $127.23 | — | COM | 16150R104 |
| — | EBIX INC | 54,600 | $539 | 0.1% | $9.88 | — | Call | 278715206 |
| — | UNITED STATES STL CORP NEW | 16,500 | $536 | 0.1% | $32.48 | — | COM | 912909108 |
| KVAC | KEEN VISION ACQUISITION CORP | 50,000 | $514 | 0.1% | $10.17 | 0.0% | SHS | G52443119 |
| — | CIRCOR INTL INC | 7,566 | $422 | 0.0% | $55.75 | — | COM | 17273K109 |
| — | GREENHILL & CO INC | 22,700 | $336 | 0.0% | $14.80 | — | COM | 395259104 |
| — | AVID TECHNOLOGY INC | 11,000 | $296 | 0.0% | $26.87 | — | COM | 05367P100 |
| EVEX/WS | EVE HLDG INC | 309,760 | $291 | 0.0% | — | — | Call | 29970N112 |
| — | SCIPLAY CORPORATION | 11,281 | $257 | 0.0% | $22.77 | — | CL A | 809087109 |
| — | EBIX INC | 25,000 | $247 | 0.0% | $9.88 | — | COM NEW | 278715206 |
| — | ABCAM PLC | 10,500 | $238 | 0.0% | $22.63 | — | Call | 000380204 |
| — | TARO PHARMACEUTICAL INDS LTD | 5,708 | $215 | 0.0% | $37.71 | — | SHS | M8737E108 |
| ALUR/WS | ALLURION TECHNOLOGIES INC | 214,934 | $196 | 0.0% | — | — | Call | 02008G110 |
| LVWR/WS | LIVEWIRE GROUP INC | 375,958 | $132 | 0.0% | — | — | Call | 53838J113 |
| — | ARLINGTON ASSET INVST CORP | 28,500 | $122 | 0.0% | $4.28 | — | CL A NEW | 041356205 |
| AMPX/WS | AMPRIUS TECHNOLOGIES INC | 266,634 | $80 | 0.0% | — | — | Call | 03214Q116 |
| GNW | GENWORTH FINL INC | 10,000 | $59 | 0.0% | $4.11 | +40.5% | COM CL A | 37247D106 |
| — | CRIXUS BH3 ACQUISITION CO | 990,000 | $50 | 0.0% | — | — | Call | 22677T110 |
| TLSIW | TRISALUS LIFE SCIENCES INC | 63,786 | $24 | 0.0% | — | — | Call | 89680M119 |
| OAKUR | OAK WOODS ACQUISITION CORP | 78,000 | $20 | 0.0% | $0.21 | — | RIGHT 03/23/2028 | 67190B120 |
| — | MARTI TECHNOLOGIES INC | 618,750 | $11 | 0.0% | — | — | Call | 573134111 |
| FORLW | FOUR LEAF ACQUISITION CORP | 65,000 | $5 | 0.0% | — | — | Call | 35088F115 |
| OAKUW | OAK WOODS ACQUISITION CORP | 78,000 | $4 | 0.0% | — | — | Call | 67190B112 |
| PRSTW | PRESTO AUTOMATION INC | 60,800 | $3 | 0.0% | — | — | Call | 74113T113 |