CIK: 0001610880 · Show all filings
Period: Q4 2022 (← Previous) (Next →)
Filing Date: Feb 14, 2023
Total Value ($000): $3,740,781 (97.2% shares, 2.8% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| XLE | SELECT SECTOR SPDR TR | 5,054,400 | $442,108 | 11.8% | — | — | Put | 81369Y506 |
| GLD | SPDR GOLD TR | 1,952,000 | $331,137 | 8.9% | $155.39 | — | Call | 78463V107 |
| QQQ | INVESCO QQQ TR | 1,150,100 | $306,249 | 8.2% | $267.26 | — | Call | 46090E103 |
| QQQ | INVESCO QQQ TR | 1,145,000 | $304,891 | 8.2% | $267.26 | — | Put | 46090E103 |
| SPY | SPDR S&P 500 ETF TR | 713,200 | $272,749 | 7.3% | $368.33 | — | Call | 78462F103 |
| XLE | SELECT SECTOR SPDR TR | 3,060,000 | $267,658 | 7.2% | — | — | Call | 81369Y506 |
| AAPL | APPLE INC | 2,000,000 | $259,860 | 6.9% | — | — | Put | 037833100 |
| GLD | SPDR GOLD TR | 915,000 | $155,221 | 4.1% | $155.39 | — | Put | 78463V107 |
| LQD | ISHARES TR | 955,000 | $100,686 | 2.7% | $103.76 | — | Put | 464287242 |
| HYG | ISHARES TR | 955,000 | $70,317 | 1.9% | $80.69 | — | Put | 464288513 |
| SPY | SPDR S&P 500 ETF TR | 166,000 | $63,483 | 1.7% | $368.33 | — | Put | 78462F103 |
| CRTO | CRITEO S A | 2,260,000 | $58,896 | 1.6% | $38.87 | — | SPONS ADS | 226718104 |
| FXI | ISHARES TR | 1,960,000 | $55,468 | 1.5% | $28.30 | — | Call | 464287184 |
| EEM | ISHARES TR | 1,300,000 | $49,270 | 1.3% | $40.72 | — | Call | 464287234 |
| FLOT | ISHARES TR | 916,140 | $46,109 | 1.2% | $50.32 | — | FLTG RATE NT ETF | 46429B655 |
| QQQ | INVESCO QQQ TR | 151,619 | $40,373 | 1.1% | $267.26 | — | UNIT SER 1 | 46090E103 |
| EMB | ISHARES TR | 425,000 | $35,951 | 1.0% | $85.79 | — | Put | 464288281 |
| KWEB | KRANESHARES TR | 1,166,534 | $35,229 | 0.9% | $30.20 | — | CSI CHI INTERNET | 500767306 |
| FEZ | SPDR INDEX SHS FDS | 880,000 | $34,056 | 0.9% | $36.92 | — | Put | 78463X202 |
| EFA | ISHARES TR | 515,000 | $33,805 | 0.9% | $61.71 | — | Put | 464287465 |
| — | INSIGHT ENTERPRISES INC | 20,680,000 | $31,115 | 0.8% | $1.20 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| ASHR | DBX ETF TR | 1,100,000 | $30,822 | 0.8% | $28.02 | — | XTRACK HRVST CSI | 233051879 |
| GDX | VANECK ETF TRUST | 1,060,000 | $30,380 | 0.8% | $24.12 | — | Call | 92189F106 |
| EMB | ISHARES TR | 329,284 | $27,854 | 0.7% | $85.79 | — | JPMORGAN USD EMG | 464288281 |
| — | GFL ENVIRONMENTAL INC | 407,559 | $26,365 | 0.7% | $69.80 | — | UNIT 03/15/2023 | 36168Q120 |
| GUNR | FLEXSHARES TR | 574,760 | $24,985 | 0.7% | $43.47 | — | MORNSTAR UPSTR | 33939L407 |
| — | NEXTERA ENERGY INC | 456,180 | $23,128 | 0.6% | $50.89 | — | UNIT 03/01/2023 | 65339F770 |
| — | NISOURCE INC | 205,370 | $21,207 | 0.6% | $103.26 | — | UNIT 12/01/2023 | 65473P121 |
| EMB | ISHARES TR | 250,000 | $21,148 | 0.6% | $85.79 | — | Call | 464288281 |
| — | MR COOPER GROUP INC | 522,410 | $20,964 | 0.6% | $40.76 | — | COM | 62482R107 |
| XLI | SELECT SECTOR SPDR TR | 200,000 | $19,642 | 0.5% | — | — | Put | 81369Y704 |
| IWM | ISHARES TR | 100,000 | $17,436 | 0.5% | $164.91 | — | Put | 464287655 |
| — | AMERICAN AIRLINES GROUP INC | 16,000,000 | $16,925 | 0.5% | $1.07 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| ASHR | DBX ETF TR | 600,000 | $16,812 | 0.4% | $28.02 | — | Call | 233051879 |
| USHY | ISHARES TR | 456,667 | $15,769 | 0.4% | $34.53 | — | BROAD USD HIGH | 46435U853 |
| — | INFINERA CORP | 10,575,000 | $13,139 | 0.4% | $1.15 | — | DEBT 3.750% 8/0 | 45667GAF0 |
| RITM | RITHM CAPITAL CORP | 1,606,311 | $13,124 | 0.4% | $7.32 | — | COM NEW | 64828T201 |
| — | PG&E CORP | 90,546 | $13,060 | 0.3% | $140.10 | — | UNIT 08/16/2023 | 69331C140 |
| HYG | ISHARES TR | 160,000 | $11,781 | 0.3% | $80.69 | — | Call | 464288513 |
| LQD | ISHARES TR | 108,080 | $11,395 | 0.3% | $103.76 | — | IBOXX INV CP ETF | 464287242 |
| — | ARRAY TECHNOLOGIES INC | 10,876,000 | $11,049 | 0.3% | $1.02 | — | NOTE 1.000%12/0 | 04271TAB6 |
| OKLO | ALTC ACQUISITION CORP | 1,100,000 | $10,912 | 0.3% | $9.85 | -0.2% | COM CL A | 02156V109 |
| — | CORSAIR PARTNERING CORP | 1,100,000 | $10,868 | 0.3% | $9.82 | — | UNIT 99/99/9999 | G2540H124 |
| — | SHAW COMMUNICATIONS INC | 376,500 | $10,836 | 0.3% | $28.93 | — | CL B CONV | 82028K200 |
| HYLB | DBX ETF TR | 302,005 | $10,181 | 0.3% | $33.71 | — | XTRACK USD HIGH | 233051432 |
| MUB | ISHARES TR | 94,869 | $10,011 | 0.3% | $105.52 | — | NATIONAL MUN ETF | 464288414 |
| TSM | TAIWAN SEMICONDUCTOR MFG LTD | 133,010 | $9,908 | 0.3% | $74.49 | — | SPONSORED ADS | 874039100 |
| — | SUNNOVA ENERGY INTL INC. | 12,515,000 | $9,729 | 0.3% | $0.81 | — | NOTE 0.250%12/0 | 86745KAF1 |
| BKLN | INVESCO EXCH TRADED FD TR II | 435,934 | $8,950 | 0.2% | $20.53 | — | SR LN ETF | 46138G508 |
| — | CROWN PROPTECH ACQUISITIONS | 821,912 | $8,310 | 0.2% | $9.85 | — | SHS CL A | G25741102 |
| EFA | ISHARES TR | 125,300 | $8,225 | 0.2% | $61.71 | — | MSCI EAFE ETF | 464287465 |
| — | AES CORP | 79,969 | $8,158 | 0.2% | $88.37 | — | UNIT 02/15/2024 | 00130H204 |
| TFI | SPDR SER TR | 175,240 | $7,994 | 0.2% | $45.62 | — | NUVEEN BLMBRG MU | 78468R721 |
| — | ALGONQUIN PWR UTILS CORP | 332,697 | $7,941 | 0.2% | $23.87 | — | UNIT 06/15/2024 | 015857873 |
| — | BOSTON SCIENTIFIC CORP | 69,015 | $7,924 | 0.2% | $112.24 | — | 5.50% CNV PFD A | 101137206 |
| — | DRAGONEER GROWTH OPT CORP II | 800,000 | $7,888 | 0.2% | $10.11 | — | CL A SHS | G28315102 |
| ACM | AECOM | 92,264 | $7,836 | 0.2% | $76.23 | 0.0% | COM | 00766T100 |
| — | JACK CREEK INVESTMENT CORP | 750,000 | $7,598 | 0.2% | $9.95 | — | CL A SHS | G4989X115 |
| GOOGL | ALPHABET INC | 85,959 | $7,584 | 0.2% | $103.68 | -9.0% | CAP STK CL A | 02079K305 |
| GGG | GRACO INC | 106,955 | $7,194 | 0.2% | $63.99 | 0.0% | COM | 384109104 |
| TTC | TORO CO | 61,334 | $6,943 | 0.2% | $105.94 | 0.0% | COM | 891092108 |
| LMT | LOCKHEED MARTIN CORP | 14,000 | $6,811 | 0.2% | $380.78 | +12.0% | Put | 539830109 |
| — | COHERENT CORP | 42,476 | $6,792 | 0.2% | $159.35 | — | 6% CONV PFD A | 19247G206 |
| RS | RELIANCE STEEL & ALUMINUM CO | 32,622 | $6,604 | 0.2% | $199.04 | 0.0% | COM | 759509102 |
| UTHR | UNITED THERAPEUTICS CORP DEL | 23,290 | $6,477 | 0.2% | $252.44 | 0.0% | COM | 91307C102 |
| VCSH | VANGUARD SCOTTSDALE FDS | 81,633 | $6,138 | 0.2% | $75.19 | — | SHRT TRM CORP BD | 92206C409 |
| SCI | SERVICE CORP INTL | 83,343 | $5,762 | 0.2% | $66.61 | 0.0% | COM | 817565104 |
| FEZ | SPDR INDEX SHS FDS | 143,750 | $5,563 | 0.1% | $36.92 | — | EURO STOXX 50 | 78463X202 |
| FXI | ISHARES TR | 193,400 | $5,473 | 0.1% | $28.30 | — | CHINA LG-CAP ETF | 464287184 |
| — | 8X8 INC NEW | 6,500,000 | $5,369 | 0.1% | $0.83 | — | NOTE 4.000% 2/0 | 282914AE0 |
| DHR | DANAHER CORPORATION | 20,121 | $5,341 | 0.1% | $245.44 | -7.1% | COM | 235851102 |
| HYG | ISHARES TR | 69,800 | $5,139 | 0.1% | $80.69 | — | IBOXX HI YD ETF | 464288513 |
| — | KHOSLA VENTURES ACQUT CO III | 500,000 | $4,978 | 0.1% | $9.96 | — | COM CL A | 482506102 |
| PFSI | PENNYMAC FINL SVCS INC NEW | 87,392 | $4,952 | 0.1% | $49.67 | +2.6% | COM | 70932M107 |
| — | KAIROS ACQUISITION CORP | 490,000 | $4,937 | 0.1% | $9.75 | — | CL A SHS | G52110114 |
| — | SOUTH JERSEY INDS INC | 70,358 | $4,856 | 0.1% | $69.02 | — | UNIT 04/01/2024 | 838518306 |
| AGNC | AGNC INVT CORP | 465,261 | $4,815 | 0.1% | $10.35 | — | COM | 00123Q104 |
| EWZ | ISHARES INC | 150,000 | $4,196 | 0.1% | $37.25 | — | Put | 464286400 |
| — | AMYRIS INC | 12,820,000 | $4,150 | 0.1% | $0.32 | — | NOTE 1.500%11/1 | 03236MAJ0 |
| — | CENTURY ALUM CO | 5,473,000 | $3,953 | 0.1% | $0.77 | — | NOTE 2.750% 5/0 | 156431AQ1 |
| VTEB | VANGUARD MUN BD FDS | 68,409 | $3,386 | 0.1% | $49.49 | — | TAX EXEMPT BD | 922907746 |
| NLY | ANNALY CAPITAL MANAGEMENT IN | 150,000 | $3,162 | 0.1% | $21.08 | — | COM NEW | 035710839 |
| AEP | AMERICAN ELEC PWR CO INC | 33,242 | $3,156 | 0.1% | $82.09 | -1.4% | COM | 025537101 |
| XLF | SELECT SECTOR SPDR TR | 88,000 | $3,010 | 0.1% | $38.68 | — | FINANCIAL | 81369Y605 |
| — | ANZU SPECIAL ACQUISITIN CORP | 300,000 | $3,006 | 0.1% | $9.82 | — | COM CL A | 03737A101 |
| — | KHOSLA VENTURES ACQUISITION | 274,600 | $2,741 | 0.1% | $10.08 | — | CL A | 482504107 |
| — | ARYA SCIENCES ACQUISITN CORP | 250,000 | $2,523 | 0.1% | $9.88 | — | CLASS A ORD SHS | G31658100 |
| — | BROOGE ENERGY LTD | 1,144,040,300 | $2,288 | 0.1% | $0.01 | — | *W EXP 12/20/202 | G1611B115 |
| SPY | SPDR S&P 500 ETF TR | 5,950 | $2,275 | 0.1% | $368.33 | — | TR UNIT | 78462F103 |
| CORBF | GLOBAL CORD BLOOD CORPORATIO | 748,889 | $2,237 | 0.1% | $5.17 | -42.2% | SHS | G39342103 |
| — | UGI CORP NEW | 25,780 | $2,228 | 0.1% | $89.51 | — | UNIT 06/01/2024 | 902681113 |
| — | BROOKDALE SR LIVING INC | 48,118 | $2,128 | 0.1% | $44.23 | — | UNIT 11/15/2023 | 112463302 |
| — | SPLUNK INC | 2,500,000 | $2,126 | 0.1% | $0.85 | — | NOTE 1.125% 6/1 | 848637AF1 |
| LMBS | FIRST TR EXCHANGE-TRADED FD | 44,641 | $2,116 | 0.1% | $47.41 | — | FST LOW OPPT EFT | 33739Q200 |
| — | DMY TECHNOLOGY GROUP INC VI | 210,200 | $2,113 | 0.1% | $9.96 | — | CL A COM | 233247105 |
| — | SVF INVESTMENT CORP 2 | 200,000 | $2,018 | 0.1% | $9.90 | — | CL A SHS | G8601M100 |
| — | LDH GROWTH CORP I | 200,000 | $2,014 | 0.1% | $10.12 | — | UNIT 03/17/2026 | G54094118 |
| — | HALOZYME THERAPEUTICS INC | 2,000,000 | $1,950 | 0.1% | $0.97 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | ESPERION THERAPEUTICS INC NE | 3,350,000 | $1,845 | 0.0% | $0.53 | — | NOTE 4.000%11/1 | 29664WAB1 |
| — | CERIDIAN HCM HLDG INC | 2,055,000 | $1,807 | 0.0% | $0.88 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| PBR/A | PETROLEO BRASILEIRO SA PETRO | 191,782 | $1,782 | 0.0% | $11.71 | — | SP ADR NON VTG | 71654V101 |
| — | VINTAGE WINE ESTATES INC | 580,741,400 | $1,742 | 0.0% | $0.02 | — | *W EXP 06/08/202 | 92747V114 |
| MFA | MFA FINL INC | 167,160 | $1,647 | 0.0% | $7.78 | — | COM | 55272X607 |
| AAL | AMERICAN AIRLS GROUP INC | 126,500 | $1,609 | 0.0% | — | — | Put | 02376R102 |
| SHYG | ISHARES TR | 36,776 | $1,504 | 0.0% | $40.89 | — | 0-5YR HI YL CP | 46434V407 |
| BKNG | BOOKING HOLDINGS INC | 698 | $1,407 | 0.0% | $1510.79 | +23.6% | COM | 09857L108 |
| BRNS | VACCITECH PLC | 542,673 | $1,275 | 0.0% | $11.11 | — | ADS | 91864C107 |
| — | NEXTERA ENERGY INC | 25,098 | $1,267 | 0.0% | $50.49 | — | UNIT 09/01/2023 | 65339F739 |
| — | CHART INDS INC | 24,765 | $1,254 | 0.0% | $50.64 | — | 6.75DP CNV PFD B | 16115Q407 |
| BROGF | BROOGE ENERGY LTD | 225,000 | $1,204 | 0.0% | $8.44 | — | SHS | G1611B107 |
| DIS | DISNEY WALT CO | 13,320 | $1,157 | 0.0% | $111.86 | -16.5% | COM | 254687106 |
| NE | NOBLE CORP PLC | 30,303 | $1,143 | 0.0% | $31.04 | 0.0% | ORD SHS A | G65431127 |
| EEM | ISHARES TR | 29,700 | $1,126 | 0.0% | $40.72 | — | MSCI EMG MKT ETF | 464287234 |
| — | SVF INVESTMENT CORP | 108,344 | $1,095 | 0.0% | $9.78 | — | CL A SHS | G8601L102 |
| HLF | HERBALIFE NUTRITION LTD | 72,500 | $1,079 | 0.0% | — | — | Call | G4412G101 |
| RILY | B. RILEY FINANCIAL INC | 30,000 | $1,026 | 0.0% | $41.91 | 0.0% | COM | 05580M108 |
| FXI | ISHARES TR | 35,000 | $991 | 0.0% | $28.30 | — | Put | 464287184 |
| — | INNOVATE CORP | 1,333,000 | $932 | 0.0% | $1.14 | — | NOTE 7.500% 8/0 | 404139AG2 |
| — | EPR PPTYS | 47,485 | $853 | 0.0% | $17.49 | — | PFD C CV 5.75% | 26884U208 |
| AXON | AXON ENTERPRISE INC | 5,000 | $830 | 0.0% | $158.08 | 0.0% | COM | 05464C101 |
| — | KKR & CO INC | 14,037 | $804 | 0.0% | $54.89 | — | 6% MCONV PFD C | 48251W401 |
| — | ELANCO ANIMAL HEALTH INC | 40,080 | $783 | 0.0% | $26.16 | — | UNIT 02/01/2023 | 28414H202 |
| — | BECTON DICKINSON & CO | 15,554 | $779 | 0.0% | $50.08 | — | 6% DP CONV PFD B | 075887406 |
| — | GOSSAMER BIO INC | 2,122,000 | $693 | 0.0% | $0.85 | — | NOTE 5.000% 6/0 | 38341PAA0 |
| — | TRICIDA INC | 6,779,000 | $626 | 0.0% | $0.45 | — | NOTE 3.500% 5/1 | 89610FAB7 |
| EWU | ISHARES TR | 20,000 | $613 | 0.0% | $33.65 | — | MSCI UK ETF NEW | 46435G334 |
| — | RBC BEARINGS INC | 5,884 | $604 | 0.0% | $104.00 | — | 5% CNV PFD SR A | 75524B203 |
| — | PARAMOUNT GLOBAL | 21,540 | $534 | 0.0% | $28.06 | — | 5.75% CONV PFD A | 92556H305 |
| IWM | ISHARES TR | 3,000 | $523 | 0.0% | $164.91 | — | RUSSELL 2000 ETF | 464287655 |
| — | LANNETT CO INC | 2,975,000 | $436 | 0.0% | $0.60 | — | NOTE 4.500%10/0 | 51602UAC2 |
| CCL | CARNIVAL CORP | 50,000 | $403 | 0.0% | — | — | Call | 143658300 |
| — | SITIO ROYALTIES CORP | 307,336,400 | $354 | 0.0% | $0.00 | — | *W EXP 08/23/202 | 82983N116 |
| — | NEXTERA ENERGY INC | 6,445 | $314 | 0.0% | $48.75 | — | UNIT 09/01/2025 | 65339F713 |
| PGF | INVESCO EXCHANGE TRADED FD T | 20,152 | $290 | 0.0% | $14.40 | — | FINL PFD ETF | 46137V621 |
| — | HORIZON ACQUISITION CORPORAT | 60,000,000 | $246 | 0.0% | $0.00 | — | *W EXP 10/19/202 | G46044114 |
| PFXF | VANECK ETF TRUST | 11,962 | $200 | 0.0% | $16.71 | — | PREFERRED SECURT | 92189F429 |
| — | UNITI GROUP INC | 31,100 | $172 | 0.0% | — | — | Call | 91325V108 |
| — | DIGITAL MEDIA SOLUTIONS INC | 154,092,700 | $163 | 0.0% | $0.01 | — | *W EXP 07/15/202 | 25401G114 |
| FOXOW | FOXO TECHNOLOGIES INC | 319,180,900 | $86 | 0.0% | $0.00 | — | *W EXP 08/01/202 | 351471115 |
| — | BIOTE CORP | 25,474,500 | $76 | 0.0% | $0.01 | — | *W EXP 05/26/202 | 090683111 |
| — | NORTH ATLANTIC ACQUISITN COR | 144,500,000 | $30 | 0.0% | $0.00 | — | *W EXP 10/20/202 | G66139125 |
| — | TAILWIND ACQUISITION CORP | 32,178,000 | $23 | 0.0% | $0.01 | — | *W EXP 09/07/202 | 87403Q110 |
| — | BROADMARK RLTY CAP INC | 1,530,282,300 | $18 | 0.0% | $0.00 | — | *W EXP 11/15/202 | 11135B118 |
| — | DMY TECHNOLOGY GROUP INC VI | 7,298,000 | $8 | 0.0% | $0.01 | — | *W EXP 99/99/999 | 233247113 |
| — | ANZU SPECIAL ACQUISITIN CORP | 20,000,000 | $8 | 0.0% | $0.00 | — | *W EXP 01/27/202 | 03737A119 |
| — | CC NEUBERGER PRINCIPAL HOLDN | 15,000,000 | $8 | 0.0% | $0.01 | — | *W EXP 02/05/202 | G1992N126 |
| — | CHURCHILL CAPITAL CORP VII | 11,500,000 | $6 | 0.0% | $0.01 | — | *W EXP 02/29/202 | 17144M110 |
| GLSWQ | GELESIS HLDGS INC | 57,500,000 | $5 | 0.0% | $0.00 | — | *W EXP 01/13/202 | 36850R113 |
| — | FTAC HERA ACQUISITION CORP | 15,000,000 | $4 | 0.0% | $0.00 | — | *W EXP 02/28/202 | G3728Y111 |
| GETRW | GETAROUND INC | 8,000,000 | $4 | 0.0% | $0.00 | — | *W EXP 03/09/202 | 37427G119 |
| — | INTERPRIVATE IV INFRATECH PR | 8,000,000 | $3 | 0.0% | $0.00 | — | *W EXP 03/05/202 | 46064T110 |
| — | SUPERNOVA PARTN ACQ CO III L | 13,355,900 | $3 | 0.0% | $0.01 | — | *W EXP 99/99/999 | G8T90F128 |
| — | GLOBAL PARTNER ACQISTN CORP | 8,333,400 | $3 | 0.0% | $0.00 | — | *W EXP 01/14/202 | G3934P128 |
| — | COMPutE HEALTH ACQUISITIN CO | 1,716,700 | $2 | 0.0% | $0.00 | — | *W EXP 01/25/202 | 204833115 |
| — | LEAD EDGE GROWTH OPRTUNTS LT | 3,750,000 | $2 | 0.0% | $0.00 | — | *W EXP 04/01/202 | G54085116 |
| — | BIOMX INC | 8,060,500 | $2 | 0.0% | $0.00 | — | *W EXP 10/28/202 | 09090D111 |
| — | SVF INVESTMENT CORP | 4,255,300 | $1 | 0.0% | $0.01 | — | *W EXP 01/12/202 | G8601L128 |
| RMGWF | RMG ACQUISITION CORP III | 615,500 | $0 | 0.0% | $0.00 | — | *W EXP 02/08/202 | G76088122 |
| — | KAIROS ACQUISITION CORP | 30,000,000 | $0 | 0.0% | $0.01 | — | *W EXP 11/30/202 | G52110106 |