Location: New York, NY
CIK: 0001578299 · Show all filings
Period: Q1 2024 (← Previous) (Next →)
Filing Date: May 14, 2024
Total Value: $717M (24.6% shares, 75.4% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | MICROSTRATEGY INC | 31,750,000 | $136M | 19.0% | $3.73 | — | NOTE 0.750%12/1 | 594972AC5 |
| — | GEO CORRECTIONS HOLDINGS INC | 27,500,000 | $47.09M | 6.6% | $1.37 | — | NOTE 6.500% 2/2 | 36166WAB9 |
| LQDA | LIQUIDIA CORPORATION | 339,000 | $40.78M | 5.7% | — | — | Put | 53635D202 |
| — | ROYAL CARIBBEAN GROUP | 13,500,000 | $38.39M | 5.4% | $1.98 | — | NOTE 6.000% 8/1 | 780153BQ4 |
| — | TRANSOCEAN INC | 18,000,000 | $36.72M | 5.1% | $2.12 | — | DEB 4.625% 9/3 | 893830BW8 |
| SPY | SPDR S&P 500 ETF TR | 70,000 | $36.62M | 5.1% | — | — | Put | 78462F103 |
| — | CINEMARK HLDGS INC | 21,500,000 | $29.94M | 4.2% | $1.52 | — | NOTE 4.500% 8/1 | 17243VAB8 |
| — | SAREPTA THERAPEUTICS INC | 16,000,000 | $28.64M | 4.0% | $1.64 | — | DBCV 1.500%11/1 | 803607AB6 |
| — | VAREX IMAGING CORP | 25,750,000 | $28.58M | 4.0% | $1.18 | — | NOTE 4.000% 6/0 | 92214XAB2 |
| — | LIVENT CORP | 20,000,000 | $26.6M | 3.7% | $2.51 | — | NOTE 4.125% 7/1 | 53814LAB4 |
| — | ZIFF DAVIS INC | 25,000,000 | $23.71M | 3.3% | $0.94 | — | NOTE 1.750%11/0 | 48123VAE2 |
| — | STARWOOD PPTY TR INC | 20,000,000 | $21.42M | 3.0% | $1.03 | — | NOTE 6.750% 7/1 | 85571BBA2 |
| — | PATRICK INDS INC | 16,450,000 | $21.33M | 3.0% | $0.99 | — | NOTE 1.750%12/0 | 703343AG8 |
| ASPN | ASPEN AEROGELS INC | 381,400 | $17.84M | 2.5% | $7.10 | +107.4% | Put | 04523Y105 |
| — | ZSCALER INC | 12,500,000 | $17.07M | 2.4% | $1.37 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | TANDEM DIABETES CARE INC | 14,700,000 | $14.41M | 2.0% | $0.96 | — | NOTE 1.500% 5/0 | 875372AB0 |
| — | ALNYLAM PHARMACEUTICALS INC | 15,000,000 | $14.09M | 2.0% | $0.94 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| — | ENCORE CAP GROUP INC | 14,500,000 | $13.61M | 1.9% | $0.94 | — | NOTE 4.000% 3/1 | 292554AP7 |
| — | PALO ALTO NETWORKS INC | 4,000,000 | $11.42M | 1.6% | $2.58 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | NCL CORP LTD | 11,500,000 | $10.9M | 1.5% | $0.95 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| BUD | ANHEUSER BUSCH INBEV SA/NV | 175,000 | $10.64M | 1.5% | $60.78 | — | SPONSORED ADR | 03524A108 |
| — | DROPBOX INC | 10,000,000 | $9.339M | 1.3% | $0.93 | — | NOTE 3/0 | 26210CAD6 |
| — | CONMED CORP | 10,000,000 | $9.171M | 1.3% | $0.92 | — | NOTE 2.250% 6/1 | 207410AH4 |
| LUV | SOUTHWEST AIRLS CO | 252,800 | $8.844M | 1.2% | $34.47 | -14.0% | Put | 844741108 |
| W | WAYFAIR INC | 107,600 | $7.299M | 1.0% | — | — | Put | 94419L101 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 73,263 | $6.572M | 0.9% | $69.88 | +17.2% | COM | 595017104 |
| LQDA | LIQUIDIA CORPORATION | 290,700 | $4.275M | 0.6% | — | — | Call | 53635D202 |
| RIG | TRANSOCEAN LTD | 424,400 | $4.119M | 0.6% | — | — | Put | H8817H100 |
| HASI | HANNON ARMSTRONG SUST INFR C | 95,100 | $2.7M | 0.4% | — | — | Put | 41068X100 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 30,000 | $2.69M | 0.4% | $69.88 | +17.2% | Put | 595017104 |
| SPHR | SPHERE ENTERTAINMENT CO | 50,000 | $2.456M | 0.3% | — | — | Put | 55826T102 |
| Z | ZILLOW GROUP INC | 48,400 | $2.361M | 0.3% | $54.45 | 0.0% | CL C CAP STK | 98954M200 |
| — | HESS CORP | 15,400 | $2.351M | 0.3% | $152.64 | — | COM | 42809H107 |
| TYL | TYLER TECHNOLOGIES INC | 5,334 | $2.267M | 0.3% | $359.27 | +18.9% | COM | 902252105 |
| — | DISH NETWORK CORPORATION | 2,500,000 | $1.587M | 0.2% | $0.55 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| ALNY | ALNYLAM PHARMACEUTICALS INC | 10,000 | $1.493M | 0.2% | — | — | Put | 02043Q107 |
| Z | ZILLOW GROUP INC | 30,000 | $1.463M | 0.2% | $54.45 | 0.0% | Put | 98954M200 |
| — | PIONEER NAT RES CO | 5,500 | $1.444M | 0.2% | $224.88 | — | COM | 723787107 |
| — | DISCOVER FINL SVCS | 10,700 | $1.403M | 0.2% | $131.09 | — | COM | 254709108 |
| — | UNITED STATES STL CORP NEW | 33,000 | $1.346M | 0.2% | $36.91 | — | COM | 912909108 |
| — | UNITED STATES STL CORP NEW | 33,000 | $1.345M | 0.2% | $36.91 | — | Put | 912909108 |
| FORL | FOUR LEAF ACQUISITION CORP | 116,000 | $1.244M | 0.2% | $10.32 | +2.9% | COM CL A | 35088F107 |
| SRPT | SAREPTA THERAPEUTICS INC | 9,500 | $1.229M | 0.2% | — | — | Put | 803607100 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 12,500 | $1.121M | 0.2% | $69.88 | +17.2% | Call | 595017104 |
| — | NATIONAL WESTN LIFE GROUP IN | 2,200 | $1.082M | 0.2% | $483.02 | — | CL A | 638517102 |
| IBIT | ISHARES BITCOIN TR | 25,350 | $1.026M | 0.1% | $40.47 | — | SHS | 46438F101 |
| — | CAPSTAR FINL HLDGS INC | 48,500 | $975K | 0.1% | $19.17 | — | COM | 14070T102 |
| ACI | ALBERTSONS COS INC | 42,500 | $911K | 0.1% | $20.36 | -0.6% | COMMON STOCK | 013091103 |
| — | VIZIO HLDG CORP | 77,000 | $842K | 0.1% | $10.94 | — | CL A COM | 92858V101 |
| LUV | SOUTHWEST AIRLS CO | 28,476 | $831K | 0.1% | $34.47 | -14.0% | COM | 844741108 |
| — | JUNIPER NETWORKS INC | 22,000 | $815K | 0.1% | $37.06 | — | COM | 48203R104 |
| — | EVERBRIDGE INC | 22,000 | $766K | 0.1% | $34.83 | — | COM | 29978A104 |
| — | R1 RCM INC | 55,000 | $708K | 0.1% | $12.88 | — | COM | 77634L105 |
| — | R1 RCM INC | 55,000 | $708K | 0.1% | $12.88 | — | Put | 77634L105 |
| — | CEREVEL THERAPEUTICS HLDNG I | 16,500 | $697K | 0.1% | $42.27 | — | COM | 15678U128 |
| ASPN | ASPEN AEROGELS INC | 38,600 | $660K | 0.1% | $7.10 | +107.4% | Call | 04523Y105 |
| — | JUNIPER NETWORKS INC | 16,500 | $611K | 0.1% | $37.06 | — | Call | 48203R104 |
| FE | FIRSTENERGY CORP | 12,500 | $483K | 0.1% | — | — | Put | 337932107 |
| — | ENERPLUS CORP | 22,000 | $433K | 0.1% | $19.66 | — | COM | 292766102 |
| TH | TARGET HOSPITALITY CORP | 33,000 | $359K | 0.1% | $9.39 | 0.0% | COM | 87615L107 |
| — | ENDEAVOR GROUP HLDGS INC | 11,000 | $283K | 0.0% | $23.73 | — | CL A COM | 29260Y109 |
| — | ACELYRIN INC | 26,000 | $175K | 0.0% | — | — | Call | 00445A100 |
| — | TERRAN ORBITAL CORPORATION | 77,000 | $101K | 0.0% | $1.31 | — | COM | 88105P103 |
| GNW | GENWORTH FINL INC | 10,000 | $64,300 | 0.0% | $4.11 | +52.3% | COM CL A | 37247D106 |
| — | FOCUS IMPACT BH3 ACQUISITION | 990,000 | $60,390 | 0.0% | — | — | Call | 22677T110 |
| LVWR/WS | LIVEWIRE GROUP INC | 207,872 | $51,760 | 0.0% | — | — | Call | 53838J113 |
| ALUR/WS | ALLURION TECHNOLOGIES INC | 185,995 | $46,889 | 0.0% | — | — | Call | 02008G110 |
| — | SIRIUS XM HOLDINGS INC | 11,000 | $42,680 | 0.0% | $5.47 | — | COM | 82968B103 |
| AMPX/WS | AMPRIUS TECHNOLOGIES INC | 149,218 | $37,304 | 0.0% | — | — | Call | 03214Q116 |
| — | INTUITIVE MACHINES INC | 21,000 | $36,750 | 0.0% | — | — | Call | 46125A118 |
| — | NABORS ENERGY TRANSITION COR | 28,931 | $3,616 | 0.0% | — | — | Call | G6363K114 |