Location: Dallas, TX
CIK: 0001074034 · Show all filings
Period: Q3 2021 (← Previous) (Next →)
Filing Date: Nov 15, 2021
Total Value: $2.843B (73.0% shares, 27.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| DELL | DELL TECHNOLOGIES INC | 2,949,800 | $307M | 10.8% | $24.04 | +90.1% | CL C | 24703L202 |
| — | XILINX INC | 1,809,775 | $273M | 9.6% | $135.94 | — | COM | 983919101 |
| — | BERRY GLOBAL GROUP INC | 2,448,303 | $149M | 5.2% | $41.86 | — | COM | 08579W103 |
| VAL | VALARIS LIMITED | 3,406,146 | $119M | 4.2% | $25.06 | +14.6% | CL A | G9460G101 |
| THC | TENET HEALTHCARE CORP | 1,488,700 | $98.91M | 3.5% | $58.01 | +22.3% | COM NEW | 88033G407 |
| NE1USD | NOBLE CORP NEW | 3,552,092 | $96.12M | 3.4% | $24.73 | — | SHS | G6610J209 |
| — | SHAW COMMUNICATIONS INC | 3,125,000 | $90.84M | 3.2% | $29.07 | — | CL B CONV | 82028K200 |
| — | OMNICELL COM | 55,500,000 | $88.51M | 3.1% | $1.59 | — | NOTE 0.250% 9/1 | 68213NAD1 |
| — | LIBERTY MEDIA CORP DEL | 62,500,000 | $85.49M | 3.0% | $1.20 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | MIDDLEBY CORP | 58,000,000 | $82.78M | 2.9% | $1.43 | — | NOTE 1.000% 9/0 | 596278AB7 |
| BHC | BAUSCH HEALTH COS INC | 2,956,000 | $82.33M | 2.9% | $20.61 | +37.6% | COM | 071734107 |
| — | SPLUNK INC | 60,000,000 | $73.27M | 2.6% | $1.28 | — | NOTE 1.125% 9/1 | 848637AD6 |
| RSI | RUSH STREET INTERACTIVE INC | 3,533,929 | $67.89M | 2.4% | $13.89 | -1.5% | COM | 782011100 |
| — | INTEGRA LIFESCIENCES HLDGS C | 60,500,000 | $66.5M | 2.3% | $1.12 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | ARDAGH GROUP S A | 2,211,912 | $56.38M | 2.0% | $21.64 | — | CL A | L0223L101 |
| BYD | BOYD GAMING CORP | 840,000 | $53.14M | 1.9% | $56.88 | 0.0% | COM | 103304101 |
| AGNC | AGNC INVT CORP | 3,342,432 | $52.71M | 1.9% | $14.68 | — | COM | 00123Q104 |
| — | INSIGHT ENTERPRISES INC | 35,500,000 | $49.71M | 1.7% | $1.05 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| — | GUIDEWIRE SOFTWARE INC | 41,250,000 | $49.5M | 1.7% | $1.13 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | PAYSAFE LIMITED | 6,273,053 | $48.62M | 1.7% | $10.71 | — | ORD | G6964L107 |
| LILAK | LIBERTY LATIN AMERICA LTD | 3,654,942 | $47.95M | 1.7% | $12.33 | +10.8% | COM CL C | G9001E128 |
| EHC | ENCOMPASS HEALTH CORP | 634,000 | $47.58M | 1.7% | $60.06 | 0.0% | COM | 29261A100 |
| — | THE ODP CORP | 1,174,398 | $47.16M | 1.7% | $19.45 | — | COM | 88337F105 |
| — | AVAYA HLDGS CORP | 40,410,000 | $42.6M | 1.5% | $0.87 | — | NOTE 2.250% 6/1 | 05351XAB7 |
| — | SANTANDER CONSUMER USA HLDGS | 1,000,000 | $41.7M | 1.5% | $20.44 | — | COM | 80283M101 |
| — | LIGAND PHARMACEUTICALS INC | 40,000,000 | $40.18M | 1.4% | $0.86 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| AMBP | ARDAGH METAL PACKAGING S A | 4,000,000 | $39.84M | 1.4% | $7.46 | 0.0% | SHS | L02235106 |
| — | GORES HOLDINGS VII INC | 3,417,946 | $33.67M | 1.2% | $9.90 | — | COM CL A | 38286T101 |
| — | NUVASIVE INC | 30,500,000 | $29.38M | 1.0% | $1.00 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | GORES TECHNOLOGY PARTNERS II | 2,982,650 | $29.08M | 1.0% | $9.95 | — | CLASS A COM | 38287L107 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 23,000,000 | $27.25M | 1.0% | $1.32 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | STRIDE INC | 26,100,000 | $25.96M | 0.9% | $0.99 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | JAZZ INVESTMENTS I LTD | 23,500,000 | $23.81M | 0.8% | $1.01 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | BENEFITFOCUS INC | 23,850,000 | $22.32M | 0.8% | $0.86 | — | NOTE 1.250%12/1 | 08180DAB2 |
| — | VMWARE INC | 148,300 | $22.05M | 0.8% | $148.70 | — | CL A COM | 928563402 |
| — | ACORDA THERAPEUTICS INC | 25,875,000 | $20.7M | 0.7% | $0.74 | — | NOTE 6.000%12/0 | 00484MAC0 |
| JWSMF | JAWS MUSTANG ACQUISITION COR | 2,000,000 | $19.52M | 0.7% | $9.88 | -1.3% | SHS CL A | G50737108 |
| — | GORES HLDGS VIII INC | 1,836,507 | $18.09M | 0.6% | $9.92 | — | CL A | 382863108 |
| — | ARES ACQUISITION CORPORATION | 1,500,000 | $14.61M | 0.5% | $9.90 | — | COM CL A | G33032106 |
| — | GORES TECHNOLOGY PARTNERS IN | 1,459,680 | $14.33M | 0.5% | $10.05 | — | CLASS A COM | 382870103 |
| — | EG ACQUISITION CORP | 1,300,000 | $12.62M | 0.4% | $9.71 | — | COM CL A | 26846A100 |
| — | MAGNUM OPUS ACQUISITION LTD | 1,000,000 | $9.89M | 0.3% | $9.62 | — | SHS CL A | G5S70A104 |
| — | WARBURG PINCUS CAPTAL CORP I | 1,000,000 | $9.78M | 0.3% | $9.76 | — | SHS CL A | G9460M108 |
| — | APOLLO STRATEGIC GRWT CPTL I | 1,000,000 | $9.77M | 0.3% | $9.74 | — | SHS CL A | G0412A102 |
| — | GOLDEN FALCON ACQUISITION CO | 1,000,000 | $9.75M | 0.3% | $9.67 | — | CL A | 38102H109 |
| — | FORTRESS VALUE ACQUISI CORP | 1,000,000 | $9.74M | 0.3% | $9.81 | — | COM CL A | 34964K108 |
| — | L CATTERTON ASIA ACQUISITION | 899,553 | $8.753M | 0.3% | $9.70 | — | CLASS A ORD SHS | G5346G125 |
| XOP | SPDR SER TR | 43,600 | $8.153M | 0.3% | — | — | Put | 78468R556 |
| — | AUSTERLITZ ACQUISITION CORP | 830,304 | $8.095M | 0.3% | $9.73 | — | COM CL A | G0633U101 |
| — | CC NEUBERGER PRINCIPAL HOLDN | 800,000 | $7.816M | 0.3% | $9.70 | — | SHS CL A | G1992N100 |
| — | GORES HOLDINGS VII INC | 2,593,909 | $7.004M | 0.2% | $2.73 | — | *W EXP 02/25/202 | 38286T119 |
| — | DECARBONIZATION PLUS ACQU II | 700,000 | $6.909M | 0.2% | $9.65 | — | COM CL A | 242794105 |
| — | SCION TECH GROWTH II | 700,000 | $6.825M | 0.2% | $9.70 | — | CL A SHS | G31070108 |
| — | MASON INDUSTRIAL TECHNOLGY I | 700,000 | $6.818M | 0.2% | $9.71 | — | COM CL A | 57520Y106 |
| — | ACCELERATE ACQUISITION CORP | 700,000 | $6.811M | 0.2% | $9.69 | — | COM CL A | 00439D102 |
| — | SUPERNOVA PARTNERS ACQUISTN | 700,000 | $6.811M | 0.2% | $9.71 | — | SHS CL A | G8T86C105 |
| — | ATLAS CREST INVESTMENT CORP | 650,000 | $6.344M | 0.2% | $9.78 | — | COM CL A | 049287105 |
| — | CHURCHILL CAPITAL CORP VII | 650,000 | $6.318M | 0.2% | $9.73 | — | COM CL A | 17144M102 |
| — | GORES TECHNOLOGY PARTNERS II | 3,396,528 | $6.316M | 0.2% | $1.85 | — | *W EXP 03/16/202 | 38287L115 |
| — | SPARTAN ACQUISITION CORP III | 600,000 | $5.928M | 0.2% | $9.78 | — | COM CL A | 84677R106 |
| — | WARBURG PINCUS CAPTAL CORP I | 500,000 | $4.91M | 0.2% | $9.85 | — | SHS CL A | G9461D107 |
| — | GOLDEN ARROW MERGER CORP | 500,000 | $4.89M | 0.2% | $9.65 | — | CLASS A COM | 380799106 |
| — | LEVERE HOLDINGS CORP | 500,000 | $4.88M | 0.2% | $9.78 | — | CLASS A ORD SHS | G5462L106 |
| — | GORES HLDGS VIII INC | 1,720,831 | $4.721M | 0.2% | $2.77 | — | *W EXP 03/01/202 | 382863116 |
| ACHR | ARCHER AVIATION INC | 500,000 | $4.44M | 0.2% | $9.79 | 0.0% | COM CL A | 03945R102 |
| — | ROCKET INTERNET GRWT OPRT CO | 449,889 | $4.395M | 0.2% | $9.67 | — | SHS CL A | G7613T103 |
| — | FINTECH EVOLUTION ACQUIS GRO | 450,000 | $4.361M | 0.2% | $9.64 | — | SHS CL A | G3R19A104 |
| — | GORES TECHNOLOGY PARTNERS IN | 2,166,933 | $4.074M | 0.1% | $1.80 | — | *W EXP 03/16/202 | 382870111 |
| — | FIRST RESERVE SUSTAINABLE GW | 400,000 | $3.936M | 0.1% | $9.71 | — | CLASS A COM | 336169107 |
| — | MSD ACQUISITION CORP | 400,000 | $3.9M | 0.1% | $9.85 | — | CLASS A ORD SHS | G5709C109 |
| — | GORES GUGGENHEIM INC | 375,000 | $3.833M | 0.1% | $9.77 | — | CLASS A COM | 38286Q107 |
| — | JACK CREEK INVESTMENT CORP | 350,000 | $3.413M | 0.1% | $9.68 | — | CL A SHS | G4989X115 |
| — | LAZARD GROWTH ACQUISITION CO | 350,000 | $3.406M | 0.1% | $9.78 | — | CL A ORD SHS | G54035103 |
| — | ARCLIGHT CLEAN TRANSITION II | 300,000 | $2.928M | 0.1% | $9.80 | — | CLASS A ORD SHS | G0R21B104 |
| — | KERNEL GROUP HOLDINGS INC | 300,000 | $2.922M | 0.1% | $9.55 | — | CL A SHS | G5259L103 |
| — | ADVANCED MERGER PARTNERS INC | 300,000 | $2.91M | 0.1% | $9.74 | — | COM CL A | 00777J109 |
| LILA | LIBERTY LATIN AMERICA LTD | 216,449 | $2.831M | 0.1% | $13.32 | +2.0% | COM CL A | G9001E102 |
| — | G SQUARED ASCEND I INC | 222,479 | $2.195M | 0.1% | $9.80 | — | SHS CL A | G4204R109 |
| PSEWF | PAYSAFE LIMITED | 1,145,557 | $2.119M | 0.1% | $4.33 | — | *W EXP 03/30/202 | G6964L115 |
| — | KKR ACQUISITION HOLDING I CO | 200,000 | $1.95M | 0.1% | $9.82 | — | COM CLASS A | 48253T109 |
| — | ACORDA THERAPEUTICS INC | 392,904 | $1.807M | 0.1% | $4.82 | — | COM NEW | 00484M601 |
| — | GORES METROPOULOS II INC | 179,631 | $1.775M | 0.1% | $9.90 | — | CL A | 382873107 |
| ACHR/WS | ARCHER AVIATION INC | 833,333 | $1.325M | 0.0% | $1.59 | — | *W EXP 09/16/202 | 03945R110 |
| — | MAGNUM OPUS ACQUISITION LTD | 500,000 | $580K | 0.0% | $0.84 | — | *W EXP 03/06/202 | G5S70A112 |
| JWSWF | JAWS MUSTANG ACQUISITION COR | 500,000 | $575K | 0.0% | $1.16 | — | *W EXP 01/30/202 | G50737124 |
| — | GORES GUGGENHEIM INC | 250,000 | $520K | 0.0% | $1.37 | — | *W EXP 03/25/202 | 38286Q115 |
| — | GOLDEN FALCON ACQUISITION CO | 500,000 | $308K | 0.0% | $0.71 | — | *W EXP 11/04/202 | 38102H117 |
| — | DECARBONIZATION PLUS ACQU II | 233,331 | $287K | 0.0% | $1.15 | — | *W EXP 01/19/202 | 242794113 |
| — | EG ACQUISITION CORP | 433,332 | $256K | 0.0% | $0.59 | — | *W EXP 05/28/202 | 26846A118 |
| — | ARES ACQUISITION CORPORATION | 300,000 | $255K | 0.0% | $0.88 | — | *W EXP 99/99/999 | G33032122 |
| — | ACCELERATE ACQUISITION CORP | 233,332 | $219K | 0.0% | $1.23 | — | *W EXP 06/15/202 | 00439D110 |
| — | AUSTERLITZ ACQUISITION CORP | 207,575 | $218K | 0.0% | $1.25 | — | *W EXP 02/19/202 | G0633U127 |
| — | L CATTERTON ASIA ACQUISITION | 299,849 | $210K | 0.0% | $0.95 | — | *W EXP 03/08/202 | G5346G117 |
| WPCBF | WARBURG PINCUS CAPTAL CORP I | 199,998 | $186K | 0.0% | $1.30 | — | *W EXP 99/99/999 | G9460M124 |
| — | APOLLO STRATEGIC GRWT CPTL I | 200,000 | $186K | 0.0% | $1.26 | — | *W EXP 02/12/202 | G0412A128 |
| — | MASON INDUSTRIAL TECHNOLGY I | 233,333 | $167K | 0.0% | $0.63 | — | *W EXP 99/99/999 | 57520Y114 |
| — | SPARTAN ACQUISITION CORP III | 150,000 | $165K | 0.0% | $1.19 | — | *W EXP 02/04/202 | 84677R114 |
| — | SCION TECH GROWTH II | 233,332 | $162K | 0.0% | $0.93 | — | *W EXP 01/28/202 | G31070116 |
| — | CC NEUBERGER PRINCIPAL HOLDN | 159,998 | $160K | 0.0% | $1.15 | — | *W EXP 99/99/999 | G1992N126 |
| — | LIBERTY MEDIA ACQUISITION CO | 100,000 | $145K | 0.0% | $3.02 | — | *W EXP 01/22/202 | 53073L112 |
| — | LEVERE HOLDINGS CORP | 166,665 | $142K | 0.0% | $1.07 | — | *W EXP 03/09/202 | G5462L122 |
| — | SUPERNOVA PARTNERS ACQUISTN | 174,999 | $140K | 0.0% | $1.20 | — | *W EXP 99/99/999 | G8T86C121 |
| — | ATLAS CREST INVESTMENT CORP | 162,499 | $138K | 0.0% | $0.85 | — | *W EXP 02/03/202 | 049287113 |
| — | GORES METROPOULOS II INC | 80,000 | $136K | 0.0% | $1.41 | — | *W EXP 01/31/202 | 382873115 |
| — | CHURCHILL CAPITAL CORP VII | 129,998 | $120K | 0.0% | $1.39 | — | *W EXP 02/29/202 | 17144M110 |
| — | JACK CREEK INVESTMENT CORP | 175,000 | $107K | 0.0% | $0.53 | — | *W EXP 10/01/202 | G4989X123 |
| — | WARBURG PINCUS CAPTAL CORP I | 100,000 | $105K | 0.0% | $1.31 | — | *W EXP 99/99/999 | G9461D115 |
| — | FORTRESS VALUE ACQUISI CORP | 124,998 | $101K | 0.0% | $1.28 | — | *W EXP 03/18/202 | 34964K116 |
| — | FINTECH EVOLUTION ACQUIS GRO | 150,000 | $101K | 0.0% | $1.00 | — | *W EXP 03/31/202 | G3R19A120 |
| — | MSD ACQUISITION CORP | 80,000 | $92,000 | 0.0% | $1.30 | — | *W EXP 03/25/202 | G5709C125 |
| — | ROCKET INTERNET GRWT OPRT CO | 112,500 | $89,000 | 0.0% | $1.32 | — | *W EXP 99/99/999 | G7613T129 |
| — | KERNEL GROUP HOLDINGS INC | 149,999 | $89,000 | 0.0% | $0.85 | — | *W EXP 02/02/202 | G5259L129 |
| — | GOLDEN ARROW MERGER CORP | 166,666 | $85,000 | 0.0% | $0.83 | — | *W EXP 07/31/202 | 380799114 |
| — | FIRST RESERVE SUSTAINABLE GW | 100,000 | $83,000 | 0.0% | $1.15 | — | *W EXP 03/05/202 | 336169115 |
| — | VMWARE INC | 5,000 | $74,000 | 0.0% | $148.70 | — | Call | 928563402 |
| — | ARCLIGHT CLEAN TRANSITION II | 60,000 | $66,000 | 0.0% | $1.68 | — | *W EXP 03/16/202 | G0R21B112 |
| — | LAZARD GROWTH ACQUISITION CO | 70,000 | $57,000 | 0.0% | $1.16 | — | *W EXP 02/10/202 | G54035111 |
| — | KKR ACQUISITION HOLDING I CO | 50,000 | $48,000 | 0.0% | $1.18 | — | *W EXP 99/99/999 | 48253T117 |
| — | G SQUARED ASCEND I INC | 44,494 | $47,000 | 0.0% | $0.94 | — | *W EXP 02/01/202 | G4204R117 |
| — | ADVANCED MERGER PARTNERS INC | 50,000 | $45,000 | 0.0% | $1.20 | — | *W EXP 06/30/202 | 00777J117 |
| — | TARGET HOSPITALITY CORP | 500,000 | $0 | 0.0% | $1.54 | — | *W EXP 03/15/202 | 87615L115 |