Location: Dallas, TX
CIK: 0001074034 · Show all filings
Period: Q4 2021 (← Previous) (Next →)
Filing Date: Feb 14, 2022
Total Value: $2.938B (70.6% shares, 29.4% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | BERRY GLOBAL GROUP INC | 2,465,303 | $182M | 6.2% | $73.78 | — | — | COM | 08579W103 |
| CBL | CBL & ASSOC PPTYS INC | 4,396,411 | $137M | 4.7% | $31.20 | — | — | COMMON STOCK | 124830878 |
| THC | TENET HEALTHCARE CORP | 1,678,759 | $137M | 4.7% | $81.69 | — | — | COM NEW | 88033G407 |
| — | SANTANDER CONSUMER USA HLDGS | 3,120,236 | $131M | 4.5% | $42.02 | — | — | COM | 80283M101 |
| DELL | DELL TECHNOLOGIES INC | 2,284,000 | $128M | 4.4% | $56.17 | — | — | CL C | 24703L202 |
| — | XILINX INC | 550,000 | $117M | 4.0% | $212.03 | — | — | COM | 983919101 |
| VAL | VALARIS LIMITED | 3,198,254 | $115M | 3.9% | $36.00 | — | — | CL A | G9460G101 |
| — | SHAW COMMUNICATIONS INC | 3,460,300 | $105M | 3.6% | $30.39 | — | — | CL B CONV | 82028K200 |
| — | OMNICELL COM | 55,500,000 | $105M | 3.6% | $1.88 | — | — | NOTE 0.250% 9/1 | 68213NAD1 |
| — | CBL & ASSOCIATES HOLDCO II L | 54,629,215 | $105M | 3.6% | $1.91 | — | — | NOTE 7.000%11/1 | 12511CAC4 |
| — | MIDDLEBY CORP | 58,000,000 | $92.89M | 3.2% | $1.60 | — | — | NOTE 1.000% 9/0 | 596278AB7 |
| AMBP | ARDAGH METAL PACKAGING S A | 10,046,842 | $90.72M | 3.1% | $9.03 | — | — | SHS | L02235106 |
| BYD | BOYD GAMING CORP | 1,366,400 | $89.59M | 3.0% | $65.57 | — | — | COM | 103304101 |
| NE1USD | NOBLE CORP NEW | 3,552,092 | $88.13M | 3.0% | $24.81 | — | — | SHS | G6610J209 |
| — | LIBERTY MEDIA CORP DEL | 57,000,000 | $85.94M | 2.9% | $1.51 | — | — | NOTE 1.375%10/1 | 531229AB8 |
| BHC | BAUSCH HEALTH COS INC | 3,002,253 | $82.89M | 2.8% | $27.61 | — | — | COM | 071734107 |
| — | VMWARE INC | 625,992 | $72.54M | 2.5% | $115.88 | — | — | CL A COM | 928563402 |
| EHC | ENCOMPASS HEALTH CORP | 1,051,762 | $68.64M | 2.3% | $65.26 | — | — | COM | 29261A100 |
| — | INTEGRA LIFESCIENCES HLDGS C | 60,500,000 | $65.64M | 2.2% | $1.08 | — | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | INSIGHT ENTERPRISES INC | 35,500,000 | $56.9M | 1.9% | $1.60 | — | — | NOTE 0.750% 2/1 | 45765UAB9 |
| AGNC | AGNC INVT CORP | 3,396,432 | $51.08M | 1.7% | $15.04 | — | — | COM | 00123Q104 |
| — | THE ODP CORP | 1,255,575 | $49.32M | 1.7% | $39.28 | — | — | COM | 88337F105 |
| — | GUIDEWIRE SOFTWARE INC | 41,250,000 | $48.05M | 1.6% | $1.16 | — | — | NOTE 1.250% 3/1 | 40171VAA8 |
| LILAK | LIBERTY LATIN AMERICA LTD | 3,940,990 | $44.93M | 1.5% | $11.40 | — | — | COM CL C | G9001E128 |
| RSI | RUSH STREET INTERACTIVE INC | 2,633,452 | $43.45M | 1.5% | $16.50 | — | — | COM | 782011100 |
| — | SPLUNK INC | 36,750,000 | $40.36M | 1.4% | $1.10 | — | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | LIGAND PHARMACEUTICALS INC | 40,000,000 | $39.86M | 1.4% | $1.00 | — | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | AVAYA HLDGS CORP | 35,500,000 | $37.44M | 1.3% | $1.05 | — | — | NOTE 2.250% 6/1 | 05351XAB7 |
| — | ALLSCRIPTS HEALTHCARE SOLUTI | 23,000,000 | $33.91M | 1.2% | $1.47 | — | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | GORES HOLDINGS VII INC | 3,417,946 | $33.43M | 1.1% | $9.78 | — | — | COM CL A | 38286T101 |
| — | GORES TECHNOLOGY PARTNERS II | 2,982,650 | $29.53M | 1.0% | $9.90 | — | — | CLASS A COM | 38287L107 |
| — | JAZZ INVESTMENTS I LTD | 28,500,000 | $28.68M | 1.0% | $1.01 | — | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | NUVASIVE INC | 30,000,000 | $28.53M | 1.0% | $0.95 | — | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | STRIDE INC | 26,100,000 | $25.34M | 0.9% | $0.97 | — | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | PAYSAFE LIMITED | 6,375,053 | $24.93M | 0.8% | $3.91 | — | — | ORD | G6964L107 |
| — | BENEFITFOCUS INC | 23,850,000 | $22.76M | 0.8% | $0.95 | — | — | NOTE 1.250%12/1 | 08180DAB2 |
| — | ACORDA THERAPEUTICS INC | 25,875,000 | $19.99M | 0.7% | $0.77 | — | — | NOTE 6.000%12/0 | 00484MAC0 |
| JWSMF | JAWS MUSTANG ACQUISITION COR | 2,000,000 | $19.5M | 0.7% | $9.75 | — | — | SHS CL A | G50737108 |
| — | GORES HLDGS VIII INC | 1,836,507 | $18.73M | 0.6% | $10.20 | — | — | CL A | 382863108 |
| — | Q2 HLDGS INC | 19,150,000 | $17.55M | 0.6% | $0.92 | — | — | NOTE 0.125%11/1 | 74736LAF6 |
| — | ARES ACQUISITION CORPORATION | 1,500,000 | $14.61M | 0.5% | $9.74 | — | — | COM CL A | G33032106 |
| — | GORES TECHNOLOGY PARTNERS IN | 1,459,680 | $14.35M | 0.5% | $9.83 | — | — | CLASS A COM | 382870103 |
| — | EG ACQUISITION CORP | 1,300,000 | $12.64M | 0.4% | $9.72 | — | — | COM CL A | 26846A100 |
| — | MAGNUM OPUS ACQUISITION LTD | 1,000,000 | $9.92M | 0.3% | $9.92 | — | — | SHS CL A | G5S70A104 |
| — | GOLDEN FALCON ACQUISITION CO | 1,000,000 | $9.78M | 0.3% | $9.78 | — | — | CL A | 38102H109 |
| — | APOLLO STRATEGIC GRWT CPTL I | 1,000,000 | $9.78M | 0.3% | $9.78 | — | — | SHS CL A | G0412A102 |
| — | WARBURG PINCUS CAPTAL CORP I | 1,000,000 | $9.76M | 0.3% | $9.76 | — | — | SHS CL A | G9460M108 |
| — | FORTRESS VALUE ACQUISI CORP | 1,000,000 | $9.75M | 0.3% | $9.75 | — | — | COM CL A | 34964K108 |
| — | L CATTERTON ASIA ACQUISITION | 899,553 | $8.726M | 0.3% | $9.70 | — | — | CLASS A ORD SHS | G5346G125 |
| — | AUSTERLITZ ACQUISITION CORP | 830,304 | $8.071M | 0.3% | $9.72 | — | — | COM CL A | G0633U101 |
| — | CC NEUBERGER PRINCIPAL HOLDN | 800,000 | $7.904M | 0.3% | $9.88 | — | — | SHS CL A | G1992N100 |
| — | MASON INDUSTRIAL TECHNOLGY I | 700,000 | $6.832M | 0.2% | $9.76 | — | — | COM CL A | 57520Y106 |
| — | SCION TECH GROWTH II | 700,000 | $6.811M | 0.2% | $9.73 | — | — | CL A SHS | G31070108 |
| — | ACCELERATE ACQUISITION CORP | 700,000 | $6.804M | 0.2% | $9.72 | — | — | COM CL A | 00439D102 |
| — | CHURCHILL CAPITAL CORP VII | 650,000 | $6.39M | 0.2% | $9.83 | — | — | COM CL A | 17144M102 |
| — | ATLAS CREST INVESTMENT CORP | 650,000 | $6.325M | 0.2% | $9.73 | — | — | COM CL A | 049287105 |
| — | SPARTAN ACQUISITION CORP III | 600,000 | $5.922M | 0.2% | $9.87 | — | — | COM CL A | 84677R106 |
| — | WARBURG PINCUS CAPTAL CORP I | 500,000 | $4.9M | 0.2% | $9.80 | — | — | SHS CL A | G9461D107 |
| — | LEVERE HOLDINGS CORP | 500,000 | $4.87M | 0.2% | $9.74 | — | — | CLASS A ORD SHS | G5462L106 |
| — | GOLDEN ARROW MERGER CORP | 500,000 | $4.84M | 0.2% | $9.68 | — | — | CLASS A COM | 380799106 |
| — | ROCKET INTERNET GRWT OPRT CO | 449,889 | $4.409M | 0.2% | $9.80 | — | — | SHS CL A | G7613T103 |
| — | FINTECH EVOLUTION ACQUIS GRO | 450,000 | $4.374M | 0.1% | $9.72 | — | — | SHS CL A | G3R19A104 |
| — | FIRST RESERVE SUSTAINABLE GW | 400,000 | $3.96M | 0.1% | $9.90 | — | — | CLASS A COM | 336169107 |
| — | MSD ACQUISITION CORP | 400,000 | $3.956M | 0.1% | $9.89 | — | — | CLASS A ORD SHS | G5709C109 |
| — | JACK CREEK INVESTMENT CORP | 350,000 | $3.416M | 0.1% | $9.76 | — | — | CL A SHS | G4989X115 |
| — | LAZARD GROWTH ACQUISITION CO | 350,000 | $3.406M | 0.1% | $9.73 | — | — | CL A ORD SHS | G54035103 |
| ACHR | ARCHER AVIATION INC | 500,000 | $3.02M | 0.1% | $6.04 | — | — | COM CL A | 03945R102 |
| — | ARCLIGHT CLEAN TRANSITION II | 300,000 | $2.994M | 0.1% | $9.98 | — | — | CLASS A ORD SHS | G0R21B104 |
| — | KERNEL GROUP HOLDINGS INC | 300,000 | $2.925M | 0.1% | $9.75 | — | — | CL A SHS | G5259L103 |
| — | ADVANCED MERGER PARTNERS INC | 300,000 | $2.916M | 0.1% | $9.72 | — | — | COM CL A | 00777J109 |
| — | DECARBONIZATION PLUS ACQU II | 254,018 | $2.533M | 0.1% | $9.97 | — | — | COM CL A | 242794105 |
| LILA | LIBERTY LATIN AMERICA LTD | 216,449 | $2.524M | 0.1% | $11.66 | — | — | COM CL A | G9001E102 |
| — | G SQUARED ASCEND I INC | 222,479 | $2.198M | 0.1% | $9.88 | — | — | SHS CL A | G4204R109 |
| — | KKR ACQUISITION HOLDING I CO | 200,000 | $1.948M | 0.1% | $9.74 | — | — | COM CLASS A | 48253T109 |
| — | ACORDA THERAPEUTICS INC | 649,031 | $1.551M | 0.1% | $2.39 | — | — | COM NEW | 00484M601 |
| ACHR/WS | ARCHER AVIATION INC | 833,333 | $967K | 0.0% | $1.16 | — | — | *W EXP 09/16/202 | 03945R110 |
| — | GORES TECHNOLOGY PARTNERS II | 596,528 | $781K | 0.0% | $1.31 | — | — | *W EXP 03/16/202 | 38287L115 |
| PSEWF | PAYSAFE LIMITED | 1,145,557 | $756K | 0.0% | $0.66 | — | — | *W EXP 03/30/202 | G6964L115 |
| — | GORES HOLDINGS VII INC | 427,242 | $585K | 0.0% | $1.37 | — | — | *W EXP 02/25/202 | 38286T119 |
| JWSWF | JAWS MUSTANG ACQUISITION COR | 500,000 | $515K | 0.0% | $1.03 | — | — | *W EXP 01/30/202 | G50737124 |
| — | MAGNUM OPUS ACQUISITION LTD | 500,000 | $515K | 0.0% | $1.03 | — | — | *W EXP 03/06/202 | G5S70A112 |
| — | GORES HLDGS VIII INC | 237,497 | $482K | 0.0% | $2.03 | — | — | *W EXP 03/01/202 | 382863116 |
| — | GORES TECHNOLOGY PARTNERS IN | 291,933 | $385K | 0.0% | $1.32 | — | — | *W EXP 03/16/202 | 382870111 |
| — | DECARBONIZATION PLUS ACQU II | 201,615 | $317K | 0.0% | $1.57 | — | — | *W EXP 01/19/202 | 242794113 |
| — | GOLDEN FALCON ACQUISITION CO | 500,000 | $315K | 0.0% | $0.63 | — | — | *W EXP 11/04/202 | 38102H117 |
| — | EG ACQUISITION CORP | 433,332 | $269K | 0.0% | $0.62 | — | — | *W EXP 05/28/202 | 26846A118 |
| — | ARES ACQUISITION CORPORATION | 300,000 | $267K | 0.0% | $0.89 | — | — | *W EXP 99/99/999 | G33032122 |
| — | L CATTERTON ASIA ACQUISITION | 299,849 | $237K | 0.0% | $0.79 | — | — | *W EXP 03/08/202 | G5346G117 |
| — | SPARTAN ACQUISITION CORP III | 150,000 | $216K | 0.0% | $1.44 | — | — | *W EXP 02/04/202 | 84677R114 |
| — | AUSTERLITZ ACQUISITION CORP | 207,575 | $203K | 0.0% | $0.98 | — | — | *W EXP 02/19/202 | G0633U127 |
| WPCBF | WARBURG PINCUS CAPTAL CORP I | 199,998 | $200K | 0.0% | $1.00 | — | — | *W EXP 99/99/999 | G9460M124 |
| RITM | NEW RESIDENTIAL INVT CORP | 18,700 | $200K | 0.0% | $10.70 | — | — | COM NEW | 64828T201 |
| — | ACCELERATE ACQUISITION CORP | 233,332 | $194K | 0.0% | $0.83 | — | — | *W EXP 06/15/202 | 00439D110 |
| — | APOLLO STRATEGIC GRWT CPTL I | 200,000 | $190K | 0.0% | $0.95 | — | — | *W EXP 02/12/202 | G0412A128 |
| — | CC NEUBERGER PRINCIPAL HOLDN | 159,998 | $174K | 0.0% | $1.09 | — | — | *W EXP 99/99/999 | G1992N126 |
| — | LIBERTY MEDIA ACQUISITION CO | 93,883 | $164K | 0.0% | $1.75 | — | — | *W EXP 01/22/202 | 53073L112 |
| — | MASON INDUSTRIAL TECHNOLGY I | 233,333 | $154K | 0.0% | $0.66 | — | — | *W EXP 99/99/999 | 57520Y114 |
| — | SCION TECH GROWTH II | 233,332 | $140K | 0.0% | $0.60 | — | — | *W EXP 01/28/202 | G31070116 |
| — | ATLAS CREST INVESTMENT CORP | 162,499 | $133K | 0.0% | $0.82 | — | — | *W EXP 02/03/202 | 049287113 |
| — | CHURCHILL CAPITAL CORP VII | 129,998 | $130K | 0.0% | $1.00 | — | — | *W EXP 02/29/202 | 17144M110 |
| — | LEVERE HOLDINGS CORP | 166,665 | $122K | 0.0% | $0.73 | — | — | *W EXP 03/09/202 | G5462L122 |
| — | FORTRESS VALUE ACQUISI CORP | 124,998 | $105K | 0.0% | $0.84 | — | — | *W EXP 03/18/202 | 34964K116 |
| — | ARCLIGHT CLEAN TRANSITION II | 60,000 | $100K | 0.0% | $1.67 | — | — | *W EXP 03/16/202 | G0R21B112 |
| — | WARBURG PINCUS CAPTAL CORP I | 100,000 | $99,000 | 0.0% | $0.99 | — | — | *W EXP 99/99/999 | G9461D115 |
| — | MSD ACQUISITION CORP | 80,000 | $96,000 | 0.0% | $1.20 | — | — | *W EXP 03/25/202 | G5709C125 |
| — | JACK CREEK INVESTMENT CORP | 175,000 | $94,000 | 0.0% | $0.54 | — | — | *W EXP 10/01/202 | G4989X123 |
| — | FINTECH EVOLUTION ACQUIS GRO | 150,000 | $89,000 | 0.0% | $0.59 | — | — | *W EXP 03/31/202 | G3R19A120 |
| — | ROCKET INTERNET GRWT OPRT CO | 112,500 | $86,000 | 0.0% | $0.76 | — | — | *W EXP 99/99/999 | G7613T129 |
| — | GOLDEN ARROW MERGER CORP | 166,666 | $83,000 | 0.0% | $0.50 | — | — | *W EXP 07/31/202 | 380799114 |
| — | FIRST RESERVE SUSTAINABLE GW | 100,000 | $82,000 | 0.0% | $0.82 | — | — | *W EXP 03/05/202 | 336169115 |
| — | KERNEL GROUP HOLDINGS INC | 149,999 | $78,000 | 0.0% | $0.52 | — | — | *W EXP 02/02/202 | G5259L129 |
| — | LAZARD GROWTH ACQUISITION CO | 70,000 | $61,000 | 0.0% | $0.87 | — | — | *W EXP 02/10/202 | G54035111 |
| — | KKR ACQUISITION HOLDING I CO | 50,000 | $50,000 | 0.0% | $1.00 | — | — | *W EXP 99/99/999 | 48253T117 |
| — | ADVANCED MERGER PARTNERS INC | 50,000 | $39,000 | 0.0% | $0.78 | — | — | *W EXP 06/30/202 | 00777J117 |
| — | G SQUARED ASCEND I INC | 44,494 | $38,000 | 0.0% | $0.85 | — | — | *W EXP 02/01/202 | G4204R117 |
| — | TARGET HOSPITALITY CORP | 500,000 | $0 | 0.0% | $0.00 | — | — | *W EXP 03/15/202 | 87615L115 |