Location: New York, NY
CIK: 0001578299 · Show all filings
Period: Q4 2023 (← Previous) (Next →)
Filing Date: Feb 12, 2024
Total Value: $827M (27.8% shares, 72.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | BLOOMIN BRANDS INC | 42,633,000 | $109M | 13.1% | $2.37 | — | NOTE 5.000% 5/0 | 094235AB4 |
| — | ROYAL CARIBBEAN GROUP | 24,165,000 | $64.46M | 7.8% | $1.98 | — | NOTE 6.000% 8/1 | 780153BQ4 |
| RCL | ROYAL CARIBBEAN GROUP | 406,900 | $52.68M | 6.4% | — | — | Put | V7780T103 |
| — | LIVENT CORP | 21,678,000 | $45.68M | 5.5% | $2.51 | — | NOTE 4.125% 7/1 | 53814LAB4 |
| — | CHART INDS INC | 15,200,000 | $35.36M | 4.3% | $2.28 | — | NOTE 1.000%11/1 | 16115QAE0 |
| ASPN | ASPEN AEROGELS INC | 2,408,900 | $32.72M | 4.0% | $7.10 | +45.3% | Put | 04523Y105 |
| — | TRANSOCEAN INC | 15,413,000 | $32.14M | 3.9% | $2.14 | — | DEB 4.625% 9/3 | 893830BW8 |
| — | PROGRESS SOFTWARE CORP | 27,628,000 | $29.22M | 3.5% | $1.04 | — | NOTE 1.000% 4/1 | 743312AB6 |
| — | GEO CORRECTIONS HOLDINGS INC | 18,400,000 | $25.76M | 3.1% | $1.21 | — | NOTE 6.500% 2/2 | 36166WAB9 |
| W | WAYFAIR INC | 384,600 | $23.73M | 2.9% | — | — | Put | 94419L101 |
| — | VERADIGM INC | 23,054,000 | $23.17M | 2.8% | $1.25 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 83,900 | $20.83M | 2.5% | $69.14 | +11.3% | Put | 595017104 |
| — | SAREPTA THERAPEUTICS INC | 14,665,000 | $20.75M | 2.5% | $1.62 | — | DBCV 1.500%11/1 | 803607AB6 |
| — | STARWOOD PPTY TR INC | 18,100,000 | $19.76M | 2.4% | $1.03 | — | NOTE 6.750% 7/1 | 85571BBA2 |
| — | VAREX IMAGING CORP | 15,900,000 | $18.65M | 2.3% | $1.22 | — | NOTE 4.000% 6/0 | 92214XAB2 |
| — | CINEMARK HLDGS INC | 14,355,000 | $17.45M | 2.1% | $1.59 | — | NOTE 4.500% 8/1 | 17243VAB8 |
| — | PATRICK INDS INC | 13,326,000 | $15.21M | 1.8% | $0.92 | — | NOTE 1.750%12/0 | 703343AG8 |
| RIG | TRANSOCEAN LTD | 2,345,100 | $14.9M | 1.8% | — | — | Put | H8817H100 |
| — | NORTHERN OIL & GAS INC | 11,700,000 | $13.86M | 1.7% | $1.19 | — | NOTE 3.625% 4/1 | 665531AJ8 |
| — | ZIFF DAVIS INC | 13,970,000 | $13.25M | 1.6% | $0.93 | — | NOTE 1.750%11/0 | 48123VAE2 |
| — | MARRIOTT VACATIONS WORLDWIDE | 14,800,000 | $13.1M | 1.6% | $0.89 | — | NOTE 1/1 | 57164YAD9 |
| — | PALO ALTO NETWORKS INC | 4,000,000 | $11.87M | 1.4% | $2.58 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | TANDEM DIABETES CARE INC | 11,468,000 | $10.89M | 1.3% | $0.95 | — | NOTE 1.500% 5/0 | 875372AB0 |
| — | PARSONS CORP DEL | 7,550,000 | $10.84M | 1.3% | $1.08 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | POST HLDGS INC | 10,000,000 | $10.17M | 1.2% | $1.00 | — | NOTE 2.500% 8/1 | 737446AT1 |
| LUV | SOUTHWEST AIRLS CO | 339,100 | $9.792M | 1.2% | $34.47 | -28.2% | Put | 844741108 |
| — | EXPEDIA GROUP INC | 10,050,000 | $9.547M | 1.2% | $0.90 | — | NOTE 2/1 | 30212PBE4 |
| AVXL | ANAVEX LIFE SCIENCES CORP | 1,005,600 | $9.367M | 1.1% | — | — | Put | 032797300 |
| — | MICROSTRATEGY INC | 5,600,000 | $9.309M | 1.1% | $1.08 | — | NOTE 0.750%12/1 | 594972AC5 |
| — | NUVASIVE INC | 9,645,000 | $9.014M | 1.1% | $0.91 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | IRONWOOD PHARMACEUTICALS INC | 8,200,000 | $8.692M | 1.1% | $1.01 | — | NOTE 0.750% 6/1 | 46333XAF5 |
| HASI | HANNON ARMSTRONG SUST INFR C | 312,800 | $8.629M | 1.0% | — | — | Put | 41068X100 |
| — | INTEGRA LIFESCIENCES HLDGS C | 8,961,000 | $8.468M | 1.0% | $0.94 | — | NOTE 0.500% 8/1 | 457985AM1 |
| MDRX | VERADIGM INC | 690,000 | $7.242M | 0.9% | — | — | Put | 01988P108 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 69,000 | $6.222M | 0.8% | $69.14 | +11.3% | COM | 595017104 |
| — | SPLUNK INC | 4,500,000 | $4.97M | 0.6% | $1.08 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | BIOMARIN PHARMACEUTICAL INC | 5,000,000 | $4.938M | 0.6% | $0.99 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| NTRA | NATERA INC | 78,300 | $4.903M | 0.6% | — | — | Put | 632307104 |
| TYL | TYLER TECHNOLOGIES INC | 9,992 | $4.178M | 0.5% | $359.27 | +11.3% | COM | 902252105 |
| LQDA | LIQUIDIA CORPORATION | 312,100 | $3.753M | 0.5% | — | — | Call | 53635D202 |
| LUV | SOUTHWEST AIRLS CO | 101,291 | $2.925M | 0.4% | $34.47 | -28.2% | COM | 844741108 |
| — | GUESS INC | 124,000 | $2.86M | 0.3% | — | — | Put | 401617105 |
| — | IMMUNOGEN INC | 96,000 | $2.848M | 0.3% | $29.65 | — | Put | 45253H101 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 20,300 | $1.831M | 0.2% | $69.14 | +11.3% | Call | 595017104 |
| — | ENVESTNET INC | 36,000 | $1.781M | 0.2% | — | — | Put | 29404K106 |
| — | PIONEER NAT RES CO | 7,700 | $1.732M | 0.2% | $224.88 | — | COM | 723787107 |
| — | IMMUNOGEN INC | 55,000 | $1.631M | 0.2% | $29.65 | — | COM | 45253H101 |
| — | UNITED STATES STL CORP NEW | 22,500 | $1.581M | 0.2% | $32.48 | — | Put | 912909108 |
| — | DISH NETWORK CORPORATION | 2,500,000 | $1.375M | 0.2% | $0.55 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| FORL | FOUR LEAF ACQUISITION CORP | 116,000 | $1.22M | 0.1% | $10.32 | +1.8% | COM CL A | 35088F107 |
| — | SPIRIT AEROSYSTEMS HLDGS INC | 35,200 | $1.119M | 0.1% | — | — | Put | 848574109 |
| — | NATIONAL WESTN LIFE GROUP IN | 2,200 | $1.063M | 0.1% | $483.02 | — | CL A | 638517102 |
| SRPT | SAREPTA THERAPEUTICS INC | 10,000 | $964K | 0.1% | — | — | Put | 803607100 |
| OAKU | OAK WOODS ACQUISITION CORP | 78,000 | $821K | 0.1% | $10.22 | +2.7% | CL A | 67190B104 |
| — | ALTERYX INC | 16,500 | $778K | 0.1% | $47.16 | — | COM CL A | 02156B103 |
| — | UNITED STATES STL CORP NEW | 15,400 | $749K | 0.1% | $32.48 | — | COM | 912909108 |
| — | HOLLYSYS AUTOMATION TCHNGY L | 27,500 | $725K | 0.1% | $26.35 | — | SHS | G45667105 |
| — | KARUNA THERAPEUTICS INC | 2,200 | $696K | 0.1% | $316.51 | — | COM | 48576A100 |
| — | PGT INNOVATIONS INC | 16,500 | $672K | 0.1% | $40.70 | — | COM | 69336V101 |
| — | CAPSTAR FINL HLDGS INC | 33,000 | $618K | 0.1% | $18.74 | — | COM | 14070T102 |
| — | LUMENTUM HLDGS INC | 600,000 | $606K | 0.1% | $1.39 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| VAC | MARRIOTT VACATIONS WORLDWIDE | 7,100 | $603K | 0.1% | — | — | Put | 57164Y107 |
| — | ENDEAVOR GROUP HLDGS INC | 22,000 | $522K | 0.1% | $23.73 | — | CL A COM | 29260Y109 |
| — | ENGAGESMART INC | 22,000 | $504K | 0.1% | $22.90 | — | COMMON STOCK | 29283F103 |
| FE | FIRSTENERGY CORP | 12,500 | $458K | 0.1% | — | — | Put | 337932107 |
| — | HIRERIGHT HOLDINGS CORPORATI | 27,500 | $370K | 0.0% | $13.45 | — | COM | 433537107 |
| EVEX/WS | EVE HLDG INC | 359,203 | $352K | 0.0% | — | — | Call | 29970N112 |
| ACI | ALBERTSONS COS INC | 11,000 | $253K | 0.0% | $20.72 | 0.0% | COMMON STOCK | 013091103 |
| PRAX | PRAXIS PRECISION MEDICINES I | 10,000 | $223K | 0.0% | $18.01 | 0.0% | COM NEW | 74006W207 |
| LVWR/WS | LIVEWIRE GROUP INC | 396,201 | $161K | 0.0% | — | — | Call | 53838J113 |
| ALUR/WS | ALLURION TECHNOLOGIES INC | 271,148 | $122K | 0.0% | — | — | Call | 02008G110 |
| IVCWF | INVESTCORP EUROPE ACQUISITIO | 493,081 | $113K | 0.0% | — | — | Call | G4923T113 |
| AMPX/WS | AMPRIUS TECHNOLOGIES INC | 288,434 | $112K | 0.0% | — | — | Call | 03214Q116 |
| ASPN | ASPEN AEROGELS INC | 5,000 | $78,900 | 0.0% | $7.10 | +45.3% | COM | 04523Y105 |
| GNW | GENWORTH FINL INC | 10,000 | $66,800 | 0.0% | $4.11 | +47.7% | COM CL A | 37247D106 |
| — | SIRIUS XM HOLDINGS INC | 11,000 | $60,170 | 0.0% | $5.47 | — | COM | 82968B103 |
| — | FOCUS IMPACT BH3 ACQUISITION | 990,000 | $59,400 | 0.0% | — | — | Call | 22677T110 |
| — | SOMALOGIC INC | 11,000 | $27,830 | 0.0% | $2.53 | — | CLASS A COM | 83444K105 |
| OAKUR | OAK WOODS ACQUISITION CORP | 78,000 | $11,700 | 0.0% | $0.21 | — | RIGHT 03/23/2028 | 67190B120 |
| — | NABORS ENERGY TRANSITION COR | 62,499 | $8,125 | 0.0% | — | — | Call | G6363K114 |
| OAKUW | OAK WOODS ACQUISITION CORP | 78,000 | $2,028 | 0.0% | — | — | Call | 67190B112 |
| KVACW | KEEN VISION ACQUISITION CORP | 48,928 | $1,957 | 0.0% | — | — | Call | G52443127 |
| FORLW | FOUR LEAF ACQUISITION CORP | 65,000 | $1,950 | 0.0% | — | — | Call | 35088F115 |