Location: New York, NY
CIK: 0001578299 · Show all filings
Period: Q2 2024 (← Previous) (Next →)
Filing Date: Aug 13, 2024
Total Value: $510M (26.0% shares, 74.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | CINEMARK HLDGS INC | 35,000,000 | $55.57M | 10.9% | $1.55 | — | NOTE 4.500% 8/1 | 17243VAB8 |
| — | SAREPTA THERAPEUTICS INC | 21,000,000 | $45.44M | 8.9% | $1.76 | — | DBCV 1.500%11/1 | 803607AB6 |
| — | ZIFF DAVIS INC | 38,000,000 | $35.6M | 7.0% | $0.94 | — | NOTE 1.750%11/0 | 48123VAE2 |
| — | STARWOOD PPTY TR INC | 26,500,000 | $27.49M | 5.4% | $1.04 | — | NOTE 6.750% 7/1 | 85571BBA2 |
| — | VAREX IMAGING CORP | 25,750,000 | $26.49M | 5.2% | $1.18 | — | NOTE 4.000% 6/0 | 92214XAB2 |
| — | PATRICK INDS INC | 20,450,000 | $24.95M | 4.9% | $1.03 | — | NOTE 1.750%12/0 | 703343AG8 |
| — | LIVENT CORP | 20,000,000 | $23.51M | 4.6% | $2.51 | — | NOTE 4.125% 7/1 | 53814LAB4 |
| — | TRANSOCEAN INC | 12,500,000 | $22.41M | 4.4% | $2.12 | — | DEB 4.625% 9/3 | 893830BW8 |
| — | INTEGER HLDGS CORP | 12,500,000 | $17.96M | 3.5% | $1.44 | — | NOTE 2.125% 2/1 | 45826HAB5 |
| ZS | ZSCALER INC | 85,000 | $16.34M | 3.2% | $177.98 | 0.0% | Call | 98980G102 |
| — | TANDEM DIABETES CARE INC | 14,700,000 | $14.55M | 2.9% | $0.96 | — | NOTE 1.500% 5/0 | 875372AB0 |
| ZS | ZSCALER INC | 75,000 | $14.41M | 2.8% | $177.98 | 0.0% | Put | 98980G102 |
| — | STRIDE INC | 10,000,000 | $14.38M | 2.8% | $1.44 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | NCL CORP LTD | 15,000,000 | $13.98M | 2.7% | $0.94 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| — | INFINERA CORP | 12,500,000 | $13.69M | 2.7% | $1.09 | — | NOTE 3.750% 8/0 | 45667GAG8 |
| — | PALO ALTO NETWORKS INC | 4,000,000 | $13.64M | 2.7% | $2.58 | — | NOTE 0.375% 6/0 | 697435AF2 |
| LUV | SOUTHWEST AIRLS CO | 407,500 | $13.39M | 2.6% | $34.47 | -22.1% | Put | 844741108 |
| MIDD | MIDDLEBY CORP | 108,260 | $13.27M | 2.6% | $135.63 | 0.0% | COM | 596278101 |
| — | ENCORE CAP GROUP INC | 13,500,000 | $12.59M | 2.5% | $0.94 | — | NOTE 4.000% 3/1 | 292554AP7 |
| ZS | ZSCALER INC | 51,383 | $9.875M | 1.9% | $177.98 | 0.0% | COM | 98980G102 |
| — | ROYAL CARIBBEAN GROUP | 2,250,000 | $7.284M | 1.4% | $1.98 | — | NOTE 6.000% 8/1 | 780153BQ4 |
| — | BREAD FINANCIAL HOLDINGS INC | 5,000,000 | $6.675M | 1.3% | $1.33 | — | NOTE 4.250% 6/1 | 018581AN8 |
| ZD | ZIFF DAVIS INC | 112,500 | $6.19M | 1.2% | — | — | Put | 48123V102 |
| MIDD | MIDDLEBY CORP | 50,000 | $6.13M | 1.2% | $135.63 | 0.0% | Put | 596278101 |
| IRTC | IRHYTHM TECHNOLOGIES INC | 44,150 | $4.752M | 0.9% | $102.15 | 0.0% | COM | 450056106 |
| — | SMART GLOBAL HLDGS INC | 186,000 | $4.253M | 0.8% | — | — | Put | 83205YAB0 |
| MSTR | MICROSTRATEGY INC | 3,000 | $4.132M | 0.8% | — | — | Put | 594972408 |
| ALNY | ALNYLAM PHARMACEUTICALS INC | 16,200 | $3.937M | 0.8% | $157.87 | 0.0% | COM | 02043Q107 |
| SPHR | SPHERE ENTERTAINMENT CO | 100,000 | $3.503M | 0.7% | — | — | Put | 55826T102 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 300,500 | $2.786M | 0.5% | $69.88 | +25.1% | Put | 595017104 |
| RIVN | RIVIAN AUTOMOTIVE INC | 202,500 | $2.715M | 0.5% | — | — | Put | 76954A103 |
| PPTA | PERPETUA RESOURCES CORP | 459,700 | $2.384M | 0.5% | — | — | Call | 714266103 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 161,500 | $2.138M | 0.4% | $69.88 | +25.1% | Call | 595017104 |
| RIG | TRANSOCEAN LTD | 375,200 | $2.005M | 0.4% | — | — | Put | H8817H100 |
| — | MARATHON OIL CORP | 67,255 | $1.928M | 0.4% | $28.67 | — | COM | 565849106 |
| PPTA | PERPETUA RESOURCES CORP | 311,600 | $1.616M | 0.3% | — | — | Put | 714266103 |
| — | DISH NETWORK CORPORATION | 2,500,000 | $1.587M | 0.3% | $0.55 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | LIBERTY MEDIA CORP DEL | 53,586 | $1.187M | 0.2% | $22.15 | — | COM LBTY SRM S A | 531229813 |
| LBRDK | LIBERTY BROADBAND CORP | 20,695 | $1.135M | 0.2% | $48.34 | 0.0% | COM SER C | 530307305 |
| IAC | IAC INC | 23,986 | $1.124M | 0.2% | $41.32 | 0.0% | COM NEW | 44891N208 |
| WHR | WHIRLPOOL CORP | 10,000 | $1.022M | 0.2% | — | — | Put | 963320106 |
| — | SHARECARE INC | 632,000 | $853K | 0.2% | $1.35 | — | COM CL A | 81948W104 |
| GM | GENERAL MTRS CO | 15,889 | $738K | 0.1% | $44.38 | 0.0% | COM | 37045V100 |
| — | HESS CORP | 5,000 | $738K | 0.1% | $152.64 | — | COM | 42809H107 |
| WDC | WESTERN DIGITAL CORP. | 9,560 | $724K | 0.1% | $55.25 | 0.0% | COM | 958102105 |
| — | R1 RCM INC | 56,521 | $710K | 0.1% | $12.87 | — | COM | 77634L105 |
| ATMU | ATMUS FILTRATION TECHNOLOGIE | 19,850 | $571K | 0.1% | $30.06 | 0.0% | COM | 04956D107 |
| — | VISTA OUTDOOR INC | 15,164 | $571K | 0.1% | $37.65 | — | COM | 928377100 |
| TECK | TECK RESOURCES LTD | 11,900 | $570K | 0.1% | $49.21 | 0.0% | CL B | 878742204 |
| — | ALLETE INC | 9,100 | $567K | 0.1% | $62.35 | — | COM NEW | 018522300 |
| ILMN | ILLUMINA INC | 5,425 | $566K | 0.1% | $112.18 | 0.0% | COM | 452327109 |
| PENN | PENN ENTERTAINMENT INC | 27,949 | $541K | 0.1% | $16.98 | 0.0% | COM | 707569109 |
| GFL | GFL ENVIRONMENTAL INC | 12,500 | $487K | 0.1% | $34.19 | 0.0% | SUB VTG SHS | 36168Q104 |
| MRT | MARTI TECHNOLOGIES INC | 254,035 | $429K | 0.1% | $1.59 | 0.0% | SHS CL A | 573134103 |
| KVUE | KENVUE INC | 23,399 | $425K | 0.1% | $18.19 | 0.0% | COM | 49177J102 |
| — | KELLANOVA | 7,000 | $404K | 0.1% | $56.18 | 0.0% | COM | 487836108 |
| VSTS | VESTIS CORPORATION | 32,196 | $394K | 0.1% | $14.45 | 0.0% | COM SHS | 29430C102 |
| — | BERRY GLOBAL GROUP INC | 6,600 | $388K | 0.1% | $58.85 | — | COM | 08579W103 |
| PD | PAGERDUTY INC | 16,894 | $387K | 0.1% | $20.83 | 0.0% | COM | 69553P100 |
| MGRC | MCGRATH RENTCORP | 3,400 | $362K | 0.1% | $110.11 | 0.0% | COM | 580589109 |
| ACI | ALBERTSONS COS INC | 16,882 | $333K | 0.1% | $20.36 | -4.8% | COMMON STOCK | 013091103 |
| LUV | SOUTHWEST AIRLS CO | 11,250 | $322K | 0.1% | $34.47 | -22.1% | COM | 844741108 |
| SOLV | SOLVENTUM CORP | 6,049 | $320K | 0.1% | $60.70 | 0.0% | COM SHS | 83444M101 |
| IP | INTERNATIONAL PAPER CO | 7,371 | $318K | 0.1% | $38.08 | 0.0% | COM | 460146103 |
| — | SIX FLAGS ENTMT CORP NEW | 8,000 | $265K | 0.1% | $33.14 | — | COM | 83001A102 |
| — | NUVEI CORPORATION | 7,200 | $233K | 0.0% | $32.38 | — | SUB VTG SHS | 67079A102 |
| — | INNOVID CORP | 50,000 | $92,500 | 0.0% | $1.85 | — | COMMON STOCK | 457679108 |
| — | FOCUS IMPACT BH3 ACQUISITION | 990,000 | $77,220 | 0.0% | — | — | Call | 22677T110 |
| LVWR/WS | LIVEWIRE GROUP INC | 204,000 | $38,760 | 0.0% | — | — | Call | 53838J113 |