Location: New York, NY
CIK: 0001578299 · Show all filings
Period: Q3 2024 (← Previous) (Next →)
Filing Date: Nov 13, 2024
Total Value: $722M (19.5% shares, 80.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | CINEMARK HLDGS INC | 40,000,000 | $79.46M | 11.0% | $1.60 | — | NOTE 4.500% 8/1 | 17243VAB8 |
| — | VARONIS SYS INC | 39,500,000 | $73.27M | 10.2% | $1.85 | — | NOTE 1.250% 8/1 | 922280AB8 |
| — | STARWOOD PPTY TR INC | 40,000,000 | $43.38M | 6.0% | $1.05 | — | NOTE 6.750% 7/1 | 85571BBA2 |
| — | DROPBOX INC | 40,000,000 | $38.85M | 5.4% | $0.97 | — | NOTE 3/0 | 26210CAC8 |
| — | NICE LTD | 39,000,000 | $37.45M | 5.2% | $0.96 | — | NOTE 9/1 | 653656AB4 |
| — | LIVENT CORP | 35,000,000 | $37.32M | 5.2% | $1.89 | — | NOTE 4.125% 7/1 | 53814LAB4 |
| — | SAREPTA THERAPEUTICS INC | 21,000,000 | $35.94M | 5.0% | $1.76 | — | DBCV 1.500%11/1 | 803607AB6 |
| — | PATRICK INDS INC | 23,000,000 | $34.99M | 4.8% | $1.09 | — | NOTE 1.750%12/0 | 703343AG8 |
| — | INTEGER HLDGS CORP | 20,000,000 | $31.63M | 4.4% | $1.49 | — | NOTE 2.125% 2/1 | 45826HAB5 |
| — | VAREX IMAGING CORP | 30,750,000 | $30.6M | 4.2% | $1.15 | — | NOTE 4.000% 6/0 | 92214XAB2 |
| — | EXPEDIA GROUP INC | 27,500,000 | $26.37M | 3.7% | $0.96 | — | NOTE 2/1 | 30212PBE4 |
| — | TRANSOCEAN INC | 15,000,000 | $22.43M | 3.1% | $2.02 | — | DEB 4.625% 9/3 | 893830BW8 |
| ZD | ZIFF DAVIS INC | 154,500 | $17.08M | 2.4% | — | — | Put | 48123V102 |
| — | NCL CORP LTD | 17,500,000 | $17.02M | 2.4% | $0.95 | — | NOTE 1.125% 2/1 | 62886HBD2 |
| — | ZIFF DAVIS INC | 17,500,000 | $16.76M | 2.3% | $0.96 | — | DEBT 3.625% 3/0 | 48123VAH5 |
| — | TANDEM DIABETES CARE INC | 14,700,000 | $14.52M | 2.0% | $0.96 | — | NOTE 1.500% 5/0 | 875372AB0 |
| LUV | SOUTHWEST AIRLS CO | 432,000 | $14.05M | 1.9% | $34.47 | -22.1% | Put | 844741108 |
| — | PALO ALTO NETWORKS INC | 4,000,000 | $13.75M | 1.9% | $2.58 | — | NOTE 0.375% 6/0 | 697435AF2 |
| ASPN | ASPEN AEROGELS INC | 461,100 | $12.77M | 1.8% | $25.02 | 0.0% | Call | 04523Y105 |
| — | COLLEGIUM PHARMACEUTICAL INC | 7,500,000 | $9.488M | 1.3% | $1.26 | — | NOTE 2.875% 2/1 | 19459JAC8 |
| MIDD | MIDDLEBY CORP | 66,000 | $9.181M | 1.3% | $135.63 | -1.0% | Put | 596278101 |
| — | ENCORE CAP GROUP INC | 8,500,000 | $8.625M | 1.2% | $0.94 | — | NOTE 4.000% 3/1 | 292554AP7 |
| RIVN | RIVIAN AUTOMOTIVE INC | 750,000 | $8.419M | 1.2% | — | — | Put | 76954A103 |
| — | INFINERA CORP | 7,500,000 | $8.025M | 1.1% | $1.07 | — | NOTE 2.500% 3/0 | 45667GAE3 |
| MIDD | MIDDLEBY CORP | 47,460 | $6.603M | 0.9% | $135.63 | -1.0% | COM | 596278101 |
| SPHR | SPHERE ENTERTAINMENT CO | 130,000 | $5.744M | 0.8% | — | — | Put | 55826T102 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 850,100 | $4.468M | 0.6% | — | — | Put | 595017104 |
| IRTC | IRHYTHM TECHNOLOGIES INC | 57,750 | $4.287M | 0.6% | $96.85 | -17.8% | COM | 450056106 |
| — | KELLANOVA | 52,750 | $4.257M | 0.6% | $66.78 | +2.4% | COM | 487836108 |
| — | INFINERA CORP | 611,800 | $4.127M | 0.6% | — | — | Put | 45667G103 |
| NCLH | NORWEGIAN CRUISE LINE HLDG L | 200,000 | $4.101M | 0.6% | — | — | Put | G66721104 |
| — | SMART GLOBAL HLDGS INC | 194,000 | $4.067M | 0.6% | — | — | Put | 83205YAB0 |
| — | ALLETE INC | 61,148 | $3.925M | 0.5% | $63.92 | — | COM NEW | 018522300 |
| SPY | SPDR S&P 500 ETF TR | 6,500 | $3.731M | 0.5% | — | — | Put | 78462F103 |
| — | HESS CORP | 26,842 | $3.645M | 0.5% | $138.94 | — | COM | 42809H107 |
| — | DISCOVER FINL SVCS | 25,400 | $3.563M | 0.5% | $140.29 | — | COM | 254709108 |
| MIDD | MIDDLEBY CORP | 25,000 | $3.478M | 0.5% | $135.63 | -1.0% | Call | 596278101 |
| PGY | PAGAYA TECHNOLOGIES LTD | 325,000 | $3.43M | 0.5% | — | — | Put | M7S64L123 |
| — | ANSYS INC | 7,290 | $2.323M | 0.3% | $318.63 | — | COM | 03662Q105 |
| — | SMARTSHEET INC | 39,100 | $2.165M | 0.3% | $55.36 | — | COM CL A | 83200N103 |
| ENOV | ENOVIS CORPORATION | 50,000 | $2.151M | 0.3% | — | — | Put | 194014502 |
| PPTA | PERPETUA RESOURCES CORP | 325,248 | $2.11M | 0.3% | $7.42 | 0.0% | COM | 714266103 |
| RIG | TRANSOCEAN LTD | 425,200 | $1.809M | 0.3% | — | — | Put | H8817H100 |
| — | FRONTIER COMMUNICATIONS PARE | 42,410 | $1.507M | 0.2% | $35.53 | — | COM | 35909D109 |
| PTON | PELOTON INTERACTIVE INC | 300,000 | $1.405M | 0.2% | — | — | Put | 70614W100 |
| PR | PERMIAN RESOURCES CORP | 100,000 | $1.361M | 0.2% | $14.69 | 0.0% | CLASS A COM | 71424F105 |
| ASPN | ASPEN AEROGELS INC | 660,310 | $1.261M | 0.2% | $25.02 | 0.0% | COM | 04523Y105 |
| ACI | ALBERTSONS COS INC | 60,190 | $1.112M | 0.2% | $19.15 | -2.5% | COMMON STOCK | 013091103 |
| ACI | ALBERTSONS COS INC | 60,000 | $1.109M | 0.2% | $19.15 | -2.5% | Call | 013091103 |
| — | RAPID7 INC | 1,000,000 | $944K | 0.1% | $0.94 | — | NOTE 1.250% 3/1 | 753422AH7 |
| — | SHARECARE INC | 630,800 | $896K | 0.1% | $1.35 | — | COM CL A | 81948W104 |
| PPTA | PERPETUA RESOURCES CORP | 60,000 | $561K | 0.1% | $7.42 | 0.0% | Call | 714266103 |
| MRT | MARTI TECHNOLOGIES INC | 60,000 | $119K | 0.0% | $1.59 | +20.3% | SHS CL A | 573134103 |
| — | FOCUS IMPACT BH3 ACQUISITION | 990,000 | $40,986 | 0.0% | — | — | Call | 22677T110 |