Location: Winnetka, IL
CIK: 0001597506 · Show all filings
Period: Q1 2021 (← Previous) (Next →)
Filing Date: May 17, 2021
Total Value: $301M (40.5% shares, 59.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 155,000 | $61.43M | 20.4% | — | — | Put | 78462F103 |
| — | INSULET CORP | 4,747,000 | $13.3M | 4.4% | $2.74 | — | NOTE 1.375%11/1 | 45784PAH4 |
| — | J2 GLOBAL INC | 5,887,000 | $10.43M | 3.5% | $1.57 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | RH | 3,354,000 | $10.34M | 3.4% | $2.44 | — | NOTE 6/1 | 74967XAA1 |
| — | WIX COM LTD | 5,025,000 | $10.12M | 3.4% | $1.95 | — | NOTE 7/0 | 92940WAB5 |
| — | WAYFAIR INC | 3,554,000 | $9.752M | 3.2% | $2.01 | — | NOTE 1.125%11/0 | 94419LAD3 |
| — | HANNON ARMSTRONG SUST INFR C | 4,105,000 | $8.458M | 2.8% | $2.28 | — | NOTE 4.125% 9/0 | 41068XAB6 |
| — | MICRON TECHNOLOGY INC | 840,000 | $7.397M | 2.5% | $8.81 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | SQUARE INC | 2,532,000 | $7.395M | 2.5% | $2.81 | — | NOTE 0.500% 5/1 | 852234AD5 |
| — | ZILLOW GROUP INC | 2,450,000 | $7.309M | 2.4% | $2.99 | — | NOTE 0.750% 9/0 | 98954MAE1 |
| — | ILLUMINA INC | 4,415,000 | $6.661M | 2.2% | $1.50 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | DEXCOM INC | 2,873,000 | $6.354M | 2.1% | $2.27 | — | NOTE 0.750%12/0 | 252131AH0 |
| — | COUPA SOFTWARE INC | 3,212,000 | $5.467M | 1.8% | $2.17 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | MERCADOLIBRE INC | 1,559,000 | $5.224M | 1.7% | $3.80 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| — | ETSY INC | 2,008,000 | $4.759M | 1.6% | $2.37 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | PALO ALTO NETWORKS INC | 3,439,000 | $4.548M | 1.5% | $1.33 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | AMICUS THERAPEUTICS INC | 2,800,000 | $4.52M | 1.5% | $1.61 | — | NOTE 3.000%12/1 | 03152WAB5 |
| — | BANDWIDTH INC | 2,900,000 | $4.43M | 1.5% | $1.53 | — | NOTE 0.250% 3/0 | 05988JAB9 |
| — | PENN NATL GAMING INC | 965,000 | $4.359M | 1.4% | $4.52 | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | RH | 1,500,000 | $4.24M | 1.4% | $2.83 | — | NOTE 9/1 | 74967XAD5 |
| — | MICROCHIP TECHNOLOGY INC. | 1,830,000 | $4.203M | 1.4% | $2.30 | — | NOTE 2.250% 2/1 | 595017AH7 |
| — | INFRA AND ENERGY ALTRNTIVE I | 1,089,676 | $3.698M | 1.2% | $2.02 | — | *W EXP 03/27/202 | 45686J112 |
| TLT | ISHARES TR | 26,000 | $3.522M | 1.2% | $135.40 | — | Put | 464287432 |
| — | SOUTHWEST AIRLS CO | 2,000,000 | $3.441M | 1.1% | $1.72 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | NUANCE COMMUNICATIONS INC | 1,468,000 | $3.347M | 1.1% | $2.28 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| — | Q2 HLDGS INC | 1,846,000 | $3.302M | 1.1% | $1.79 | — | NOTE 0.750% 2/1 | 74736LAB5 |
| CCL | CARNIVAL CORP | 120,700 | $3.203M | 1.1% | $17.78 | +32.7% | Put | 143658300 |
| CCL | CARNIVAL CORP | 119,600 | $3.174M | 1.1% | $17.78 | +32.7% | UNIT 99/99/9999 | 143658300 |
| WSC | WILLSCOT MOBIL MINI HLDNG CO | 113,000 | $3.136M | 1.0% | — | — | Put | 971378104 |
| TSLA | TESLA INC | 4,500 | $3.006M | 1.0% | — | — | Put | 88160R101 |
| — | CHEGG INC | 1,725,000 | $2.999M | 1.0% | $1.82 | — | NOTE 0.125% 3/1 | 163092AD1 |
| — | NUANCE COMMUNICATIONS INC | 1,373,000 | $2.915M | 1.0% | $0.35 | — | DEBT 1.500%11/0 | 67020YAG5 |
| IIPR | INNOVATIVE INDL PPTYS INC | 16,100 | $2.901M | 1.0% | — | — | Put | 45781V101 |
| — | HOSTESS BRANDS INC | 1,689,821 | $2.45M | 0.8% | $0.87 | — | *W EXP 11/04/202 | 44109J114 |
| — | KNOWLES CORP | 2,000,000 | $2.398M | 0.8% | $1.20 | — | NOTE 3.250%11/0 | 49926DAB5 |
| XLF | SELECT SECTOR SPDR TR | 70,000 | $2.384M | 0.8% | — | — | Put | 81369Y605 |
| — | NEXTERA ENERGY INC | 40,261 | $2.318M | 0.8% | $59.05 | — | UNIT 09/01/2022S | 65339F796 |
| XOM | EXXON MOBIL CORP | 40,000 | $2.233M | 0.7% | — | — | Call | 30231G102 |
| — | NUANCE COMMUNICATIONS INC | 1,102,000 | $2.041M | 0.7% | $1.85 | — | DBCV 1.000%12/1 | 67020YAK6 |
| SPY | SPDR S&P 500 ETF TR | 5,000 | $1.982M | 0.7% | — | — | Call | 78462F103 |
| — | MONGODB INC | 478,000 | $1.87M | 0.6% | $5.23 | — | NOTE 0.750% 6/1 | 60937PAB2 |
| — | BLACKLINE INC | 1,175,000 | $1.863M | 0.6% | $1.59 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | ZYNGA INC | 1,325,000 | $1.809M | 0.6% | $1.37 | — | NOTE 0.250% 6/0 | 98986TAB4 |
| META | FACEBOOK INC | 6,000 | $1.767M | 0.6% | — | — | Put | 30303M102 |
| — | KBR INC | 1,100,000 | $1.736M | 0.6% | $1.58 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | HCI GROUP INC | 1,180,000 | $1.546M | 0.5% | $1.31 | — | NOTE 4.250% 3/0 | 40416EAD5 |
| GCMGW | GCM GROSVENOR INC | 1,251,093 | $1.489M | 0.5% | $1.06 | — | *W EXP 11/17/202 | 36831E116 |
| — | ARBOR REALTY TRUST INC | 1,000,000 | $1.296M | 0.4% | $1.30 | — | NOTE 5.250% 7/0 | 038923AH1 |
| — | ETSY INC | 233,000 | $1.294M | 0.4% | $0.45 | — | NOTE 3/0 | 29786AAC0 |
| — | SOUTH JERSEY INDS INC | 33,225 | $1.279M | 0.4% | $38.50 | — | UNIT 99/99/9999 | 838518116 |
| TMV | DIREXION SHS ETF TR | 15,000 | $1.222M | 0.4% | — | — | Call | 25460G849 |
| SSSS | SURO CAPITAL CORP | 85,200 | $1.154M | 0.4% | $13.91 | 0.0% | Put | 86887Q109 |
| SSSS | SURO CAPITAL CORP | 85,199 | $1.154M | 0.4% | $13.91 | 0.0% | COM NEW | 86887Q109 |
| — | NICE SYS INC | 417,000 | $1.09M | 0.4% | $3.39 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| GDX | VANECK VECTORS ETF TR | 30,000 | $975K | 0.3% | — | — | Call | 92189F106 |
| ARKK | ARK ETF TR | 8,000 | $960K | 0.3% | — | — | Put | 00214Q104 |
| — | WORKDAY INC | 531,000 | $915K | 0.3% | $1.69 | — | NOTE 0.250%10/0 | 98138HAF8 |
| SLV | ISHARES SILVER TR | 40,000 | $908K | 0.3% | — | — | Call | 46428Q109 |
| PAAS | PAN AMERN SILVER CORP | 30,000 | $901K | 0.3% | — | — | Call | 697900108 |
| DASH | DOORDASH INC | 6,000 | $787K | 0.3% | — | — | Put | 25809K105 |
| — | NIKOLA CORP | 56,000 | $778K | 0.3% | — | — | Put | 654110105 |
| — | FTI CONSULTING INC | 501,000 | $735K | 0.2% | $1.47 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | INSEEGO CORP | 73,200 | $732K | 0.2% | $15.48 | — | Put | 45782B104 |
| TLT | ISHARES TR | 5,000 | $677K | 0.2% | $135.40 | — | 20 YR TR BD ETF | 464287432 |
| — | CHANGE HEALTHCARE INC | 8,616 | $645K | 0.2% | $74.86 | — | UNIT 99/99/9999 | 15912K209 |
| — | TERADYNE INC | 164,000 | $631K | 0.2% | $3.79 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | INSEEGO CORP | 61,900 | $619K | 0.2% | $15.48 | — | COM | 45782B104 |
| — | ALTA EQUIPMENT GROUP INC | 174,606 | $611K | 0.2% | $1.11 | — | *W EXP 02/14/202 | 02128L114 |
| — | INTL GNRL INSURANCE HLDNGS L | 640,718 | $570K | 0.2% | $0.40 | — | *W EXP 03/17/202 | G4809J114 |
| GME | GAMESTOP CORP NEW | 3,000 | $569K | 0.2% | — | — | Put | 36467W109 |
| — | NEUROCRINE BIOSCIENCES INC | 414,000 | $562K | 0.2% | $1.36 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | DIGITAL MEDIA SOLUTIONS INC | 297,307 | $485K | 0.2% | $1.27 | — | *W EXP 07/15/202 | 25401G114 |
| SPCX | COLLABORATIVE INVESTMNT SER | 17,000 | $485K | 0.2% | — | — | Put | 19423L672 |
| — | REPLIGEN CORP | 250,000 | $441K | 0.1% | $1.76 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | AKAMAI TECHNOLOGIES INC | 350,000 | $424K | 0.1% | $1.21 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| VUZI | VUZIX CORP | 15,000 | $382K | 0.1% | — | — | Put | 92921W300 |
| CLOV | CLOVER HEALTH INVESTMENTS CO | 49,800 | $376K | 0.1% | — | — | Put | 18914F103 |
| RIOT | RIOT BLOCKCHAIN INC | 7,000 | $373K | 0.1% | — | — | Put | 767292105 |
| — | SYNAPTICS INC | 200,000 | $369K | 0.1% | $1.84 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | HUBSPOT INC | 75,000 | $359K | 0.1% | $4.17 | — | NOTE 0.250% 6/0 | 443573AB6 |
| — | DASEKE INC | 1,006,389 | $342K | 0.1% | $0.05 | — | *W EXP 02/27/202 | 23753F115 |
| — | PROSHARES TR | 30,000 | $323K | 0.1% | $10.77 | — | ULTRASHRT S&P500 | 74347B383 |
| — | Q2 HLDGS INC | 242,000 | $315K | 0.1% | $1.30 | — | NOTE 0.750% 6/0 | 74736LAD1 |
| NEN | NEW ENGLAND RLTY ASSOC LTD P | 5,586 | $307K | 0.1% | $51.01 | — | DEPOSITRY RCPT | 644206104 |
| — | MICROCHIP TECHNOLOGY INC. | 80,000 | $276K | 0.1% | $2.11 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | PERSHING SQUARE TONTINE HLDG | 11,100 | $267K | 0.1% | $27.72 | — | Put | 71531R109 |
| — | RAPID7 INC | 145,000 | $266K | 0.1% | $2.18 | — | NOTE 1.250% 8/0 | 753422AB0 |
| — | ZILLOW GROUP INC | 151,000 | $255K | 0.1% | $1.69 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| GOEWQ | CANOO INC | 88,000 | $249K | 0.1% | $2.83 | — | *W EXP 12/21/202 | 13803R110 |
| — | PERSHING SQUARE TONTINE HLDG | 10,000 | $240K | 0.1% | $27.72 | — | COM CL A | 71531R109 |
| — | WAYFAIR INC | 77,000 | $233K | 0.1% | $3.03 | — | NOTE 0.375% 9/0 | 94419LAB7 |
| — | INSEEGO CORP | 210,000 | $223K | 0.1% | $1.22 | — | NOTE 3.250% 5/0 | 45782BAD6 |
| — | AES CORP | 2,097 | $217K | 0.1% | $103.48 | — | UNIT 99/99/9999 | 00130H204 |
| — | ALTAIR ENGR INC | 150,000 | $217K | 0.1% | $1.45 | — | NOTE 0.250% 6/0 | 021369AA1 |
| BLNK | BLINK CHARGING CO | 5,000 | $206K | 0.1% | — | — | Put | 09354A100 |
| — | VIAVI SOLUTIONS INC | 150,000 | $198K | 0.1% | $1.32 | — | NOTE 1.000% 3/0 | 925550AB1 |
| NBSTU | NEWBURY STREET ACQUISITN COR | 20,000 | $198K | 0.1% | $9.90 | — | UNIT 04/30/2028 | 65101L203 |
| NG | NOVAGOLD RES INC | 21,000 | $184K | 0.1% | — | — | Call | 66987E206 |
| — | BURGERFI INTERNATIONAL INC | 46,661 | $181K | 0.1% | $3.88 | — | *W EXP 12/16/202 | 12122L119 |
| — | PINE TECHNOLOGY ACQUISITN CO | 17,500 | $174K | 0.1% | $9.94 | — | UNIT 03/31/2028 | 722850203 |
| OPHC | OPTIMUMBANK HLDGS INC | 42,623 | $165K | 0.1% | $3.11 | +22.9% | COM | 68401P403 |
| SA | SEABRIDGE GOLD INC | 10,000 | $162K | 0.1% | — | — | Call | 811916105 |
| — | MALACCA STRAITS ACQUISITION | 16,269 | $161K | 0.1% | $9.90 | — | COM CL A | G5859B117 |
| — | ROSECLIFF ACQUISITION CORP I | 16,076 | $159K | 0.1% | $9.89 | — | UNIT 99/99/9999 | 77732R202 |
| — | PROPERTY SOLUTIONS ACQUISITI | 16,000 | $157K | 0.1% | $9.81 | — | UNIT 03/01/2026 | 74350A207 |
| SKT | TANGER FACTORY OUTLET CTRS I | 10,000 | $151K | 0.1% | — | — | Call | 875465106 |
| — | AMERICAN ACQUISITION OPPT IN | 15,000 | $150K | 0.0% | $10.00 | — | UNIT 05/28/2026 | 02369M201 |
| — | G&P ACQUISITION CORP | 15,000 | $149K | 0.0% | $9.93 | — | UNIT 02/28/2028 | 36146G202 |
| — | WAYFAIR INC | 65,000 | $144K | 0.0% | $2.22 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | TASTEMAKER ACQUISITION CORP | 14,500 | $141K | 0.0% | $9.72 | — | COM CL A | 876545104 |
| — | BTRS HOLDINGS INC | 29,200 | $138K | 0.0% | $4.73 | — | *W EXP 01/12/202 | 11778X112 |
| — | DELWINDS INS ACQUISITION COR | 13,500 | $131K | 0.0% | $9.70 | — | COM CLS A | 24803C102 |
| — | NEW FRONTIER HEALTH CORP | 54,313 | $128K | 0.0% | $2.17 | — | *W EXP 11/30/202 | G6461G114 |
| — | MONTES ARCHIMEDES ACQUISITIO | 12,850 | $126K | 0.0% | $10.14 | — | COM CL A | 612657106 |
| — | SPARTACUS ACQUISITION CORP | 12,600 | $124K | 0.0% | $10.08 | — | CL A | 84677L109 |
| — | AMPCO-PITTSBURG CORP | 88,700 | $117K | 0.0% | $0.43 | — | *W EXP 08/01/202 | 032037111 |
| — | ATLANTIC AVE ACQUISITION COR | 11,850 | $115K | 0.0% | $10.04 | — | COM CL A | 04906P101 |
| — | OKTA INC | 85,000 | $115K | 0.0% | $1.35 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | VERB TECHNOLOGY CO INC | 78,000 | $109K | 0.0% | $1.40 | — | COM | 92337U104 |
| — | ARCHIMEDES TECH SPAC PARTNR | 11,000 | $109K | 0.0% | $9.91 | — | UNIT 03/10/2026 | 039562202 |
| — | PTK ACQUISITION CORP | 10,677 | $105K | 0.0% | $10.18 | — | COM | 69375F108 |
| — | COMSOVEREIGN HLDG CORP | 72,058 | $90,000 | 0.0% | $1.25 | — | *W EXP 12/18/202 | 205650112 |
| — | MCEWEN MNG INC | 80,000 | $83,000 | 0.0% | $0.98 | — | COM | 58039P107 |
| — | SEANERGY MARITIME HLDGS CORP | 75,000 | $80,000 | 0.0% | $1.07 | — | SHS NEW | Y73760194 |
| — | HC2 HLDGS INC | 20,000 | $79,000 | 0.0% | — | — | Call | 404139107 |
| — | BAUDAX BIO INC | 58,000 | $75,000 | 0.0% | — | — | Call | 07160F107 |
| ASM | AVINO SILVER & GOLD MINES LT | 56,242 | $70,000 | 0.0% | $1.33 | 0.0% | COM | 053906103 |
| — | BRIACELL THERAPEUTICS CORP | 59,400 | $64,000 | 0.0% | $1.08 | — | *W EXP 02/24/202 | 10778Y112 |
| VRMEW | VERIFYME INC | 38,582 | $61,000 | 0.0% | $1.02 | — | *W EXP 06/22/202 | 92346X115 |
| — | PINGTAN MARINE ENTERPRISE LT | 56,000 | $58,000 | 0.0% | $1.04 | — | SHS | G7114V102 |
| — | FAT BRANDS INC | 15,000 | $53,000 | 0.0% | $2.68 | — | *W EXP 06/30/202 | 30258N121 |
| — | HYCROFT MINING HOLDING CORP | 102,355 | $53,000 | 0.0% | $0.19 | — | *W EXP 02/12/202 | 44862P117 |
| — | SAILPOINT TECHNOLOGIES HLDGS | 25,000 | $47,000 | 0.0% | $1.95 | — | NOTE 0.125% 9/1 | 78781PAB1 |
| — | ELECTRAMECCANICA VEHS CORP | 15,500 | $45,000 | 0.0% | $3.79 | — | *W EXP 08/03/202 | 284849114 |
| — | IMAC HLDGS INC | 102,360 | $44,000 | 0.0% | $0.23 | — | *W EXP 02/12/202 | 44967K112 |
| PXSAW | PYXIS TANKERS INC | 59,397 | $38,000 | 0.0% | $0.46 | — | *W EXP 09/15/202 | Y71726122 |
| — | SOLENO THERAPEUTICS INC | 30,000 | $38,000 | 0.0% | $1.27 | — | COM NEW | 834203200 |
| — | PAVMED INC | 13,235 | $37,000 | 0.0% | $2.80 | — | *W EXP 04/30/202 | 70387R122 |
| — | NLS PHARMACEUTICS LTD | 35,000 | $33,000 | 0.0% | $0.94 | — | *W EXP 09/25/202 | H57830111 |
| — | SIERRA METALS INC | 10,000 | $32,000 | 0.0% | $3.33 | — | COM | 82639W106 |
| — | MEDIGUS LTD | 37,000 | $32,000 | 0.0% | $0.19 | — | *W EXP 07/23/202 | 58471G128 |
| — | LENDINGTREE INC NEW | 25,000 | $30,000 | 0.0% | $1.20 | — | NOTE 0.625% 6/0 | 52603BAA5 |
| — | SEACHANGE INTL INC | 18,000 | $28,000 | 0.0% | $1.56 | — | COM | 811699107 |
| — | IMAC HLDGS INC | 16,542 | $27,000 | 0.0% | $1.63 | — | COM | 44967K104 |
| — | LIXTE BIOTECHNOLOGY HLDGS IN | 26,600 | $22,000 | 0.0% | $0.87 | — | *W EXP 01/01/202 | 539319111 |
| — | PYXIS TANKERS INC | 20,000 | $21,000 | 0.0% | $1.05 | — | COM | Y71726106 |
| — | GLOBAL BLUE GROUP HOLDING AG | 15,450 | $19,000 | 0.0% | $0.26 | — | *W EXP 08/28/202 | H33700115 |
| — | ENTERA BIO LTD | 35,257 | $18,000 | 0.0% | $0.09 | — | *W EXP 07/02/202 | M40527117 |
| — | HYCROFT MINING HOLDING CORP | 24,400 | $16,000 | 0.0% | $0.66 | — | *W EXP 10/06/202 | 44862P133 |
| — | GEOVAX LABS INC | 12,052 | $14,000 | 0.0% | $0.52 | — | *W EXP 09/29/202 | 373678119 |
| — | LIBERTY MEDIA CORP DEL | 12,968 | $13,000 | 0.0% | $0.93 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | LANDSEA HOMES CORP | 16,000 | $4,000 | 0.0% | $0.25 | — | *W EXP 01/07/202 | 51509P111 |
| — | BROADMARK RLTY CAP INC | 10,000 | $2,000 | 0.0% | $0.10 | — | *W EXP 11/15/202 | 11135B118 |