Location: Grand Cayman, Cayman Islands
CIK: 0001515070 · Show all filings
Period: Q3 2022 (← Previous) (Next →)
Filing Date: Nov 14, 2022
Total Value: $830M (47.2% shares, 52.8% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ENVISTA HOLDINGS CORPORATION | 56,000,000 | $92.91M | 11.2% | $2.15 | — | NOTE 2.375% 6/0 | 29415FAB0 |
| EXEEW | CHESAPEAKE ENERGY CORP | 1,133,303 | $91.06M | 11.0% | $47.57 | — | *W EXP 02/09/202 | 165167164 |
| — | PALO ALTO NETWORKS INC | 30,500,000 | $51.66M | 6.2% | $1.40 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | WORLD WRESTLING ENTMT INC | 15,000,000 | $42.82M | 5.2% | $3.55 | — | NOTE 3.375%12/1 | 98156QAB4 |
| EXEEZ | CHESAPEAKE ENERGY CORP | 417,255 | $31.84M | 3.8% | $55.90 | — | *W EXP 02/09/202 | 165167172 |
| — | UNITED STATES STL CORP | 20,000,000 | $31.24M | 3.8% | $1.89 | — | NOTE 5.000%11/0 | 912909AT5 |
| — | NICE SYS INC | 13,495,000 | $30.54M | 3.7% | $2.07 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | NCL CORP LTD | 26,312,000 | $29.98M | 3.6% | $2.33 | — | NOTE 6.000% 5/1 | 62886HAT8 |
| LYFT | LYFT INC | 2,200,000 | $28.97M | 3.5% | $24.20 | -36.4% | CL A COM | 55087P104 |
| — | GUARDANT HEALTH INC | 36,401,000 | $26.73M | 3.2% | $0.84 | — | NOTE 11/1 | 40131MAB5 |
| PATH | UIPATH INC | 2,000,000 | $25.22M | 3.0% | $26.05 | -32.7% | CL A | 90364P105 |
| — | COINBASE GLOBAL INC | 34,625,000 | $23.25M | 2.8% | $0.56 | — | NOTE 0.500% 6/0 | 19260QAB3 |
| TAK | TAKEDA PHARMACEUTICAL CO LTD | 1,682,834 | $21.83M | 2.6% | $16.31 | — | SPONSORED ADS | 874060205 |
| — | BALLYS CORPORATION | 1,000,000 | $19.76M | 2.4% | $38.29 | — | COM | 05875B106 |
| CXM | SPRINKLR INC | 2,000,000 | $18.44M | 2.2% | $11.58 | -2.8% | CL A | 85208T107 |
| — | ANTERO RESOURCES CORP | 2,500,000 | $17.61M | 2.1% | $4.38 | — | NOTE 4.250% 9/0 | 03674XAM8 |
| CRWD | CROWDSTRIKE HLDGS INC | 100,000 | $16.48M | 2.0% | $183.05 | -0.1% | CL A | 22788C105 |
| — | MICROSTRATEGY INC | 17,000,000 | $12.8M | 1.5% | $1.55 | — | NOTE 0.750%12/1 | 594972AC5 |
| HTZWW | HERTZ GLOBAL HLDGS INC | 1,344,528 | $11.97M | 1.4% | $10.41 | — | *W EXP 06/30/205 | 42806J148 |
| — | ATI INC | 6,500,000 | $11.93M | 1.4% | $1.83 | — | NOTE 3.500% 6/1 | 01741RAK8 |
| — | CUTERA INC | 7,750,000 | $11.79M | 1.4% | $2.17 | — | NOTE 2.250% 3/1 | 232109AB4 |
| — | EAGLE BULK SHIPPING INC | 8,031,000 | $11.69M | 1.4% | $1.42 | — | NOTE 5.000% 8/0 | 269442AB5 |
| — | 2U INC | 13,850,000 | $9.764M | 1.2% | $1.65 | — | NOTE 2.250% 5/0 | 90214JAB7 |
| EXEEL | CHESAPEAKE ENERGY CORP | 123,265 | $9.033M | 1.1% | $55.41 | — | *W EXP 02/09/202 | 165167180 |
| — | TCV ACQUISITION CORP | 900,000 | $8.82M | 1.1% | $9.84 | — | CL A SHS | G8704C124 |
| SNOW | SNOWFLAKE INC | 50,000 | $8.498M | 1.0% | $209.17 | -20.8% | CL A | 833445109 |
| — | FTAC HERA ACQUISITION CORP | 805,000 | $7.99M | 1.0% | $9.76 | — | CLASS A ORD SHS | G3728Y103 |
| — | G SQUARED ASCEND I INC | 750,000 | $7.444M | 0.9% | $9.80 | — | SHS CL A | G4204R109 |
| MVLA | PATHFINDER ACQUISITION CORP | 735,615 | $7.308M | 0.9% | $9.76 | — | CL A | G04119106 |
| — | CORENERGY INFRASTRUCTURE TR | 9,773,000 | $7.159M | 0.9% | $0.75 | — | NOTE 5.875% 8/1 | 21870UAC0 |
| AUTL | AUTOLUS THERAPEUTICS PLC | 3,039,381 | $6.504M | 0.8% | $14.29 | — | SPON ADS | 05280R100 |
| — | BRIDGEBIO PHARMA INC | 10,000,000 | $5.974M | 0.7% | $1.65 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| — | HESKA CORP | 5,250,000 | $5.851M | 0.7% | $2.27 | — | NOTE 3.750% 9/1 | 42805EAB4 |
| — | SPOTIFY USA INC | 7,275,000 | $5.78M | 0.7% | $0.86 | — | NOTE 3/1 | 84921RAB6 |
| — | DHB CAPITAL CORP | 587,267 | $5.779M | 0.7% | $9.75 | — | CL A COM | 23291W109 |
| — | WORLD QUANTUM GROWTH ACQUISI | 575,000 | $5.773M | 0.7% | $9.84 | — | SHS CL A | G5596W101 |
| — | TCW SPECIAL PURPOSE ACQU COR | 573,982 | $5.631M | 0.7% | $9.73 | — | COM CL A | 87301L106 |
| — | THUNDER BRDG CAP PRTNRS IV I | 500,000 | $4.865M | 0.6% | $9.70 | — | CLASS A COM | 88605L107 |
| — | SOUND POINT ACQUISITION CORP | 400,000 | $4.076M | 0.5% | $10.04 | — | CLASS A ORD SHS | G8274F101 |
| OKTA | OKTA INC | 70,000 | $3.981M | 0.5% | $86.03 | 0.0% | CL A | 679295105 |
| — | CAZOO GROUP LTD | 7,735,220 | $3.558M | 0.4% | $1.13 | — | COM | G2007L105 |
| — | AHREN ACQUISITION CORP | 350,000 | $3.518M | 0.4% | $9.92 | — | CLASS A ORD SHS | G01322109 |
| — | MICROSTRATEGY INC | 7,500,000 | $3.409M | 0.4% | $0.72 | — | NOTE 2/1 | 594972AE1 |
| — | FREELINE THERAPEUTICS HLDGS | 4,000,000 | $2.8M | 0.3% | $4.11 | — | SPONSORED ADS | 35655L107 |
| — | CHURCHILL CAPITAL CORP VII | 272,508 | $2.679M | 0.3% | $9.73 | — | COM CL A | 17144M102 |
| — | COLLIERS INTL GROUP INC | 1,500,000 | $2.525M | 0.3% | $2.02 | — | NOTE 4.000% 6/0 | 194693AB3 |
| — | 7 ACQUISITION CORPORATION | 200,492 | $2.025M | 0.2% | $9.86 | — | SHS CL A | G80694105 |
| — | AURORA CANNABIS INC | 2,000,000 | $1.84M | 0.2% | $0.78 | — | NOTE 5.500% 2/2 | 05156XAG3 |
| — | LAZARD GROWTH ACQUISITION CO | 165,380 | $1.641M | 0.2% | $9.78 | — | CL A ORD SHS | G54035103 |
| — | ROSS ACQUISITION CORP II | 150,493 | $1.491M | 0.2% | $9.74 | — | SHS CL A | G7641C106 |
| — | APOLLO STRATEGIC GRWT CPTL I | 149,123 | $1.472M | 0.2% | $9.74 | — | SHS CL A | G0412A102 |
| — | WARBURG PINCUS CAPTAL CORP I | 147,000 | $1.458M | 0.2% | $9.88 | — | SHS CL A | G9460M108 |
| — | KKR ACQUISITION HOLDING I CO | 124,802 | $1.228M | 0.1% | $9.82 | — | COM CLASS A | 48253T109 |
| — | INSEEGO CORP | 2,000,000 | $1.177M | 0.1% | $1.06 | — | NOTE 3.250% 5/0 | 45782BAD6 |
| — | FORTRESS VALUE ACQUISI CORP | 117,295 | $1.154M | 0.1% | $9.81 | — | COM CL A | 34964K108 |
| SLAMF | SLAM CORP | 115,082 | $1.14M | 0.1% | $9.75 | +1.1% | CL A SHS | G8210L105 |
| — | GORES TECHNOLOGY PARTNERS IN | 106,170 | $1.043M | 0.1% | $10.05 | — | CLASS A COM | 382870103 |
| CNXX | CONX CORP | 104,242 | $1.042M | 0.1% | $9.92 | — | COM CL A | 212873103 |
| — | GORES HOLDINGS VII INC | 101,500 | $1.001M | 0.1% | $9.90 | — | COM CL A | 38286T101 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD | 99,789 | $998K | 0.1% | $10.45 | — | SHS CL A | G8251L105 |
| — | SVF INVESTMENT CORP | 100,000 | $996K | 0.1% | $10.05 | — | CL A SHS | G8601L102 |
| — | FORTRESS VALUE ACQUIS CORP I | 98,539 | $976K | 0.1% | $9.85 | — | COM CL A | 34964G107 |
| JWSMF | JAWS MUSTANG ACQUISITION COR | 96,487 | $959K | 0.1% | $9.86 | +0.3% | SHS CL A | G50737108 |
| TECK | TECK RESOURCES LTD | 28,388 | $863K | 0.1% | $33.74 | -8.5% | CL B | 878742204 |
| ALB | ALBEMARLE CORP | 3,185 | $842K | 0.1% | $215.51 | +12.6% | COM | 012653101 |
| — | CHURCHILL CAPITAL CORP V | 78,396 | $776K | 0.1% | $9.91 | — | COM CL A | 17144T107 |
| — | WARBURG PINCUS CAPTAL CORP I | 70,488 | $699K | 0.1% | $9.87 | — | SHS CL A | G9461D107 |
| — | BRIDGETOWN HOLDINGS LTD | 66,889 | $671K | 0.1% | $10.64 | — | COM CL A | G1355U113 |
| — | PANACEA ACQUISITION CORP II | 59,681 | $585K | 0.1% | $10.02 | — | CL A SHS | G6882C106 |
| — | NEW VISTA ACQUISITION CORP | 52,821 | $525K | 0.1% | $9.67 | — | CL A SHS | G6529L105 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD | 50,554 | $506K | 0.1% | $10.71 | — | SHS CL A | G82514103 |
| BLUAF | BLUERIVER ACQUISITION CORP | 50,004 | $495K | 0.1% | $9.73 | +1.4% | SHS CL A | G1261Q107 |
| — | INTEGRA RES CORP | 919,179 | $494K | 0.1% | $2.91 | — | COM NEW | 45826T301 |
| HBM | HUDBAY MINERALS INC | 107,437 | $432K | 0.1% | $7.35 | -45.5% | COM | 443628102 |
| — | COMPUTE HEALTH ACQUISITIN CO | 25,000 | $247K | 0.0% | $9.84 | — | COM CL A | 204833107 |
| — | MSD ACQUISITION CORP | 24,300 | $241K | 0.0% | $9.84 | — | CLASS A ORD SHS | G5709C109 |
| GEO | GEO GROUP INC NEW | 25,000 | $193K | 0.0% | — | — | Call | 36162J106 |
| — | HENNESSY CAPITAL INVS CORP V | 11,915 | $118K | 0.0% | $10.07 | — | COM CL A | 42589T107 |
| SKILW | SKILLSOFT CORP | 450,630 | $90,000 | 0.0% | $1.85 | — | *W EXP 06/11/202 | 83066P119 |
| — | GOL LINHAS AEREAS INTELIGENT | 25,553 | $84,000 | 0.0% | $9.84 | — | SPON ADR PFD NEW | 38045R206 |
| PRENW | PRENETICS GLOBAL LTD | 108,333 | $49,000 | 0.0% | $0.30 | — | *W EXP 05/18/202 | G72245114 |
| — | AHREN ACQUISITION CORP | 375,000 | $47,000 | 0.0% | $0.30 | — | *W EXP 12/09/202 | G01322125 |
| — | BYTE ACQUISITION CORP | 425,000 | $42,000 | 0.0% | $1.22 | — | *W EXP 03/18/202 | G1R25Q113 |
| GROVW | GROVE COLLABORATIVE HOLD INC | 150,000 | $38,000 | 0.0% | $0.42 | — | *W EXP 06/16/202 | 39957D110 |
| — | REVELSTONE CAPITAL ACQSTN CO | 375,000 | $38,000 | 0.0% | $0.23 | — | *W EXP 09/15/202 | 76137R114 |
| HAIWF | HEALTHCARE AI ACQUISITION CO | 250,000 | $36,000 | 0.0% | $0.19 | — | *W EXP 99/99/999 | G4373K117 |
| — | PORTAGE FINTECH ACQUISITN CO | 162,502 | $33,000 | 0.0% | $1.61 | — | *W EXP 07/08/202 | G7185D114 |
| — | HEARTLAND MEDIA ACQUISITION | 287,500 | $32,000 | 0.0% | $0.16 | — | *W EXP 99/99/999 | 42237V116 |
| — | SOUND POINT ACQUISITION CORP | 200,000 | $31,000 | 0.0% | $0.16 | — | *W EXP 02/25/202 | G8274F119 |
| — | FORBION EUROPEAN ACQUSTN COR | 150,000 | $30,000 | 0.0% | $0.42 | — | *W EXP 12/10/202 | G3619H110 |
| — | SUMMIT HEALTHCRE ACQUISTN CO | 187,500 | $28,000 | 0.0% | $0.86 | — | *W EXP 06/03/202 | G8566R110 |
| — | KKR ACQUISITION HOLDING I CO | 206,200 | $25,000 | 0.0% | $1.18 | — | *W EXP 03/17/202 | 48253T117 |
| — | VIRGIN ORBIT HOLDINGS INC | 81,773 | $24,000 | 0.0% | $1.39 | — | *W EXP 99/99/999 | 92771A119 |
| — | FORTRESS VALUE ACQUISI CORP | 133,449 | $23,000 | 0.0% | $1.28 | — | *W EXP 03/18/202 | 34964K116 |
| — | GORES HLDGS VIII INC | 24,262 | $23,000 | 0.0% | $1.31 | — | *W EXP 03/01/202 | 382863116 |
| — | ALPHA HEALTHCARE ACQU CORP I | 75,000 | $22,000 | 0.0% | $1.05 | — | *W EXP 04/01/202 | 02073F112 |
| — | 7 ACQUISITION CORPORATION | 150,246 | $21,000 | 0.0% | $0.61 | — | *W EXP 11/05/202 | G80694113 |
| — | TIO TECH A | 249,999 | $19,000 | 0.0% | $0.77 | — | *W EXP 04/12/202 | G8T10C114 |
| — | BLACK SPADE ACQUISITION CO | 162,500 | $19,000 | 0.0% | $0.55 | — | *W EXP 99/99/999 | G11537118 |
| — | ROSS ACQUISITION CORP II | 225,164 | $18,000 | 0.0% | $0.96 | — | *W EXP 02/01/202 | G7641C114 |
| — | LANDCADIA HOLDINGS IV INC | 100,000 | $18,000 | 0.0% | $1.06 | — | *W EXP 03/29/202 | 51477A112 |
| — | PERIDOT ACQUISITION CORP II | 140,000 | $17,000 | 0.0% | $1.15 | — | *W EXP 04/30/202 | G7008B121 |
| — | POST HOLDINGS PARTNERING COR | 150,000 | $16,000 | 0.0% | $0.90 | — | *W EXP 04/12/202 | 737465112 |
| — | ACCELERATE ACQUISITION CORP | 200,000 | $14,000 | 0.0% | $1.23 | — | *W EXP 03/15/202 | 00439D110 |
| — | CORSAIR PARTNERING CORP | 166,666 | $14,000 | 0.0% | $0.76 | — | *W EXP 07/06/202 | G2540H116 |
| — | GORES TECHNOLOGY PARTNERS II | 88,184 | $14,000 | 0.0% | $1.79 | — | *W EXP 03/16/202 | 38287L115 |
| — | JAWS HURRICANE ACQUISITN COR | 75,000 | $14,000 | 0.0% | $1.15 | — | *W EXP 03/26/202 | 47201B111 |
| — | FTAC HERA ACQUISITION CORP | 150,000 | $13,000 | 0.0% | $1.32 | — | *W EXP 02/28/202 | G3728Y111 |
| — | TCW SPECIAL PURPOSE ACQU COR | 216,666 | $13,000 | 0.0% | $0.95 | — | *W EXP 99/99/999 | 87301L114 |
| — | AUSTERLITZ ACQUISITION CORP | 125,000 | $13,000 | 0.0% | $1.25 | — | *W EXP 02/19/202 | G0633U127 |
| — | VALOR LATITUDE ACQUISITN COR | 100,000 | $12,000 | 0.0% | $0.90 | — | *W EXP 04/02/202 | G9460N122 |
| — | AGILE GROWTH CORP | 185,544 | $12,000 | 0.0% | $0.95 | — | *W EXP 03/09/202 | G01202111 |
| — | INDEPENDENCE HOLDINGS CORP | 120,000 | $11,000 | 0.0% | $1.11 | — | *W EXP 03/31/202 | G4761A127 |
| — | G SQUARED ASCEND II INC | 108,333 | $11,000 | 0.0% | $0.66 | — | *W EXP 12/31/202 | G42041122 |
| — | Allego N V | 24,328 | $11,000 | 0.0% | $1.07 | — | *W EXP 03/16/202 | N0796A118 |
| — | BIG SKY GROWTH PARTNERS INC | 125,000 | $10,000 | 0.0% | $1.10 | — | *W EXP 04/01/202 | 08954L110 |
| — | DHB CAPITAL CORP | 174,257 | $9,000 | 0.0% | $0.90 | — | *W EXP 03/31/202 | 23291W117 |
| WPCBF | WARBURG PINCUS CAPTAL CORP I | 149,400 | $9,000 | 0.0% | $1.30 | — | *W EXP 99/99/999 | G9460M124 |
| — | WORLD QUANTUM GROWTH ACQUISI | 187,500 | $9,000 | 0.0% | $0.57 | — | *W EXP 08/04/202 | G5596W127 |
| — | THUNDER BRDG CAP PRTNRS IV I | 100,000 | $9,000 | 0.0% | $1.00 | — | *W EXP 04/30/202 | 88605L115 |
| SBIIW | SANDBRIDGE X2 CORP | 183,333 | $9,000 | 0.0% | $1.05 | — | *W EXP 03/11/202 | 799792114 |
| — | GORES HOLDINGS VII INC | 77,962 | $9,000 | 0.0% | $1.37 | — | *W EXP 02/25/202 | 38286T119 |
| — | G SQUARED ASCEND I INC | 100,000 | $8,000 | 0.0% | $0.95 | — | *W EXP 02/01/202 | G4204R117 |
| — | CIIG CAPITAL PARTNERS II INC | 75,000 | $8,000 | 0.0% | $0.83 | — | *W EXP 02/28/202 | 12561U117 |
| — | AUSTERLITZ ACQUISITION CORP | 81,250 | $8,000 | 0.0% | $1.74 | — | *W EXP 02/19/202 | G0633D125 |
| — | ESGEN ACQUISITION CORP | 100,000 | $8,000 | 0.0% | $0.50 | — | *W EXP 10/18/202 | G3R95N111 |
| — | CHURCHILL CAPITAL CORP VII | 54,501 | $7,000 | 0.0% | $1.39 | — | *W EXP 02/29/202 | 17144M110 |
| — | SILVER SPIKE ACQUISITN CORP | 132,550 | $7,000 | 0.0% | $1.35 | — | *W EXP 02/26/202 | G8201H113 |
| AUROW | AURORA INNOVATION INC | 12,500 | $6,000 | 0.0% | $3.12 | — | *W EXP 11/03/202 | 051774115 |
| — | TB SA ACQUISITION CORP | 116,666 | $6,000 | 0.0% | $1.00 | — | *W EXP 03/25/202 | G8657L121 |
| — | GORES TECHNOLOGY PARTNERS IN | 21,234 | $6,000 | 0.0% | $1.37 | — | *W EXP 03/16/202 | 382870111 |
| — | CATCHA INVESTMENT CORP | 135,956 | $6,000 | 0.0% | $0.98 | — | *W EXP 99/99/999 | G1962Y110 |
| — | WARBURG PINCUS CAPTAL CORP I | 64,098 | $6,000 | 0.0% | $1.40 | — | *W EXP 99/99/999 | G9461D115 |
| — | CATALYST PARTNRS ACQUISITN C | 50,000 | $6,000 | 0.0% | $0.86 | — | *W EXP 05/12/202 | G19550121 |
| — | TWELVE SEAS INVESTMENT CO II | 104,978 | $5,000 | 0.0% | $0.89 | — | *W EXP 03/02/202 | 90118T114 |
| — | ASCENDANT DIGITAL ACQ CORP I | 100,000 | $5,000 | 0.0% | $0.40 | — | *W EXP 99/99/999 | G05157113 |
| BBAI/WS | BIGBEAR AI HLDGS INC | 25,000 | $4,000 | 0.0% | $0.82 | — | *W EXP 12/08/202 | 08975B117 |
| — | TAILWIND INTERNATNAL ACQ COR | 133,333 | $3,000 | 0.0% | $0.94 | — | *W EXP 03/01/202 | G8662F119 |
| SBIGW | SPRINGBIG HOLDINGS INC | 50,000 | $3,000 | 0.0% | $0.10 | — | *W EXP 06/14/202 | 85021Q116 |
| — | APOLLO STRATEGIC GRWT CPTL I | 29,824 | $3,000 | 0.0% | $1.31 | — | *W EXP 02/12/202 | G0412A128 |
| SONWQ | SONDER HOLDINGS INC | 18,898 | $3,000 | 0.0% | $0.74 | — | *W EXP 01/31/202 | 83542D110 |
| MVLAW | PATHFINDER ACQUISITION CORP | 127,123 | $3,000 | 0.0% | $1.13 | — | *W EXP 02/19/202 | G04119122 |
| — | SLAM CORP | 25,020 | $2,000 | 0.0% | $1.08 | — | *W EXP 02/23/202 | G8210L121 |
| JWSWF | JAWS MUSTANG ACQUISITION COR | 24,121 | $2,000 | 0.0% | $1.24 | — | *W EXP 01/30/202 | G50737124 |
| — | LAZARD GROWTH ACQUISITION CO | 33,075 | $2,000 | 0.0% | $1.15 | — | *W EXP 02/10/202 | G54035111 |
| — | NEW VISTA ACQUISITION CORP | 17,607 | $1,000 | 0.0% | $1.02 | — | *W EXP 02/01/202 | G6529L121 |
| BLUAW | BLUERIVER ACQUISITION CORP | 16,639 | $1,000 | 0.0% | $0.96 | — | *W EXP 01/04/202 | G1261Q115 |