CIK: 0001783139 · Show all filings
Period: Q1 2023 (← Previous) (Next →)
Filing Date: May 15, 2023
Total Value ($000): $1,777,824 (21.7% shares, 78.3% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 525,000 | $214,930 | 12.1% | — | — | Put | 78462F103 |
| — | PALO ALTO NETWORKS INC | 69,914,000 | $141,103 | 7.9% | $2.02 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | SILICON LABORATORIES INC | 65,066,000 | $97,709 | 5.5% | $1.44 | — | NOTE 0.625% 6/1 | 826919AD4 |
| — | INSIGHT ENTERPRISES INC | 45,694,000 | $95,464 | 5.4% | $1.79 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| — | ETSY INC | 50,938,000 | $73,101 | 4.1% | $1.44 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | ENVISTA HOLDINGS CORPORATION | 36,076,000 | $72,161 | 4.1% | $1.79 | — | NOTE 2.375% 6/0 | 29415FAB0 |
| — | PURE STORAGE INC | 62,371,000 | $62,418 | 3.5% | $1.02 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | ATI INC | 20,005,000 | $51,879 | 2.9% | $2.32 | — | NOTE 3.500% 6/1 | 01741RAK8 |
| — | DEXCOM INC | 16,302,000 | $46,127 | 2.6% | $2.81 | — | NOTE 0.750%12/0 | 252131AH0 |
| — | FTI CONSULTING INC | 21,992,000 | $42,977 | 2.4% | $1.46 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | VERADIGM INC | 34,911,000 | $39,460 | 2.2% | $1.25 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | WORKIVA INC | 27,471,000 | $38,855 | 2.2% | $1.50 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | AMERICAN AIRLINES GROUP INC | 33,182,000 | $38,396 | 2.2% | $1.16 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | INSULET CORP | 25,000,000 | $37,419 | 2.1% | $1.50 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | PALO ALTO NETWORKS INC | 16,000,000 | $35,879 | 2.0% | $1.97 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | MIDDLEBY CORP | 28,159,000 | $35,006 | 2.0% | $1.25 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | JAZZ INVESTMENTS I LTD | 34,670,000 | $33,519 | 1.9% | $0.97 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | AKAMAI TECHNOLOGIES INC | 35,550,000 | $32,809 | 1.8% | $0.94 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| SRLN | SSGA ACTIVE ETF TR | 789,000 | $32,712 | 1.8% | $40.90 | — | BLACKSTONE SENR | 78467V608 |
| — | DISH NETWORK CORPORATION | 59,452,000 | $31,474 | 1.8% | $0.72 | — | NOTE 12/1 | 25470MAF6 |
| — | GRANITE CONSTR INC | 22,000,000 | $29,815 | 1.7% | $1.30 | — | NOTE 2.750%11/0 | 387328AB3 |
| AAL | AMERICAN AIRLS GROUP INC | 2,000,000 | $29,500 | 1.7% | — | — | Put | 02376R102 |
| — | VARONIS SYS INC | 24,241,000 | $26,534 | 1.5% | $1.07 | — | NOTE 1.250% 8/1 | 922280AB8 |
| — | MARRIOTT VACATIONS WORLDWIDE | 24,140,000 | $23,467 | 1.3% | $0.97 | — | NOTE 1/1 | 57164YAD9 |
| — | DISH NETWORK CORPORATION | 2,421,700 | $22,594 | 1.3% | — | — | Put | 25470M109 |
| — | CHART INDS INC | 9,475,000 | $20,628 | 1.2% | $2.18 | — | NOTE 1.000%11/1 | 16115QAE0 |
| — | AKAMAI TECHNOLOGIES INC | 20,324,000 | $20,493 | 1.2% | $1.01 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| RIVN | RIVIAN AUTOMOTIVE INC | 1,213,000 | $18,777 | 1.1% | — | — | Put | 76954A103 |
| — | ZILLOW GROUP INC | 16,000,000 | $18,713 | 1.1% | $1.00 | — | NOTE 0.750% 9/0 | 98954MAE1 |
| — | WORLD WRESTLING ENTMT INC | 5,000,000 | $18,303 | 1.0% | $3.66 | — | NOTE 3.375%12/1 | 98156QAB4 |
| — | SNAP INC | 19,029,000 | $18,098 | 1.0% | $0.96 | — | NOTE 0.250% 5/0 | 83304AAD8 |
| — | BLACKLINE INC | 15,097,000 | $16,521 | 0.9% | $1.40 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | UNDER ARMOUR INC | 15,404,000 | $16,391 | 0.9% | $1.04 | — | NOTE 1.500% 6/0 | 904311AC1 |
| — | DYNAVAX TECHNOLOGIES CORP | 13,238,000 | $15,824 | 0.9% | $1.26 | — | NOTE 2.500% 5/1 | 268158AD4 |
| BKLN | INVESCO EXCH TRADED FD TR II | 750,000 | $15,600 | 0.9% | — | — | Put | 46138G508 |
| — | DROPBOX INC | 17,636,000 | $15,371 | 0.9% | $0.92 | — | NOTE 3/0 | 26210CAD6 |
| — | LUMENTUM HLDGS INC | 14,100,000 | $14,882 | 0.8% | $1.06 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | WINNEBAGO INDS INC | 13,051,000 | $14,441 | 0.8% | $1.19 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | IRONWOOD PHARMACEUTICALS INC | 12,000,000 | $12,048 | 0.7% | $1.00 | — | NOTE 0.750% 6/1 | 46333XAF5 |
| — | PROGRESS SOFTWARE CORP | 10,600,000 | $11,585 | 0.7% | $1.07 | — | NOTE 1.000% 4/1 | 743312AB6 |
| — | DROPBOX INC | 10,644,000 | $9,541 | 0.5% | $0.90 | — | NOTE 3/0 | 26210CAC8 |
| — | BEYOND MEAT INC | 38,188,000 | $9,389 | 0.5% | $0.41 | — | NOTE 3/1 | 08862EAB5 |
| — | VEECO INSTRS INC DEL | 7,500,000 | $8,199 | 0.5% | $1.09 | — | NOTE 3.500% 1/1 | 922417AG5 |
| — | LIVENT CORP | 3,000,000 | $7,726 | 0.4% | $2.58 | — | NOTE 4.125% 7/1 | 53814LAB4 |
| — | MICROSTRATEGY INC | 8,408,000 | $7,642 | 0.4% | $0.92 | — | NOTE 0.750%12/1 | 594972AC5 |
| — | LCI INDS | 7,000,000 | $6,380 | 0.4% | $0.91 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | INNOVIVA INC | 6,500,000 | $6,228 | 0.4% | $1.17 | — | NOTE 2.500% 8/1 | 45781MAB7 |
| — | RAPID7 INC | 4,700,000 | $4,845 | 0.3% | $1.62 | — | NOTE 2.250% 5/0 | 753422AD6 |
| — | IONIS PHARMACEUTICALS INC | 5,100,000 | $4,712 | 0.3% | $0.92 | — | NOTE 0.125%12/1 | 462222AB6 |
| LYV | LIVE NATION ENTERTAINMENT IN | 60,000 | $4,200 | 0.2% | $73.32 | 0.0% | Put | 538034109 |
| — | AMYRIS INC | 15,000,000 | $4,174 | 0.2% | $0.32 | — | NOTE 1.500%11/1 | 03236MAJ0 |
| — | ITRON INC | 5,000,000 | $4,154 | 0.2% | $0.83 | — | NOTE 3/1 | 465741AN6 |
| BYND | BEYOND MEAT INC | 250,000 | $4,058 | 0.2% | $44.43 | -62.9% | Put | 08862E109 |
| — | VIAVI SOLUTIONS INC | 3,500,000 | $3,518 | 0.2% | $1.00 | — | NOTE 1.750% 6/0 | 925550AE5 |
| — | LIBERTY MEDIA CORP DEL | 118,500 | $3,329 | 0.2% | $38.08 | — | COM A SIRIUSXM | 531229409 |
| — | THE REALREAL INC | 9,055,000 | $3,112 | 0.2% | $0.35 | — | NOTE 1.000% 3/0 | 88339PAD3 |
| — | BOX INC | 2,500,000 | $2,929 | 0.2% | $1.17 | — | NOTE 1/1 | 10316TAB0 |
| — | NATIONAL VISION HLDGS INC | 3,000,000 | $2,886 | 0.2% | $0.96 | — | NOTE 2.500% 5/1 | 63845RAB3 |
| — | ACROPOLIS INFRASTRUCTURE ACQ | 269,475 | $2,730 | 0.2% | $10.13 | — | CL A | 005029103 |
| — | UNITI GROUP INC | 720,000 | $2,556 | 0.1% | — | — | Put | 91325V108 |
| — | SILVERBOX CORP III | 250,000 | $2,515 | 0.1% | $10.06 | — | UNIT 02/28/2028 | 82836N206 |
| — | SHYFT GROUP INC | 108,177 | $2,461 | 0.1% | $28.21 | — | COM | 825698103 |
| RCL | ROYAL CARIBBEAN GROUP | 37,269 | $2,434 | 0.1% | $67.51 | -4.0% | COM | V7780T103 |
| CZR | CAESARS ENTERTAINMENT INC NE | 47,116 | $2,300 | 0.1% | $60.33 | -18.8% | COM | 12769G100 |
| — | MARATHON DIGITAL HOLDINGS IN | 5,500,000 | $2,095 | 0.1% | $0.24 | — | NOTE 1.000%12/0 | 565788AB2 |
| BYD | BOYD GAMING CORP | 30,500 | $1,956 | 0.1% | $58.33 | +3.0% | COM | 103304101 |
| — | HALOZYME THERAPEUTICS INC | 2,000,000 | $1,698 | 0.1% | $0.85 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| META | META PLATFORMS INC | 8,000 | $1,696 | 0.1% | $169.12 | 0.0% | CL A | 30303M102 |
| DAL | DELTA AIR LINES INC DEL | 48,149 | $1,681 | 0.1% | $35.68 | +1.1% | COM NEW | 247361702 |
| — | GROUPON INC | 4,000,000 | $1,551 | 0.1% | $0.64 | — | NOTE 1.125% 3/1 | 399473AF4 |
| WSM | WILLIAMS SONOMA INC | 11,142 | $1,356 | 0.1% | $59.26 | 0.0% | COM | 969904101 |
| — | MICROSTRATEGY INC | 2,500,000 | $1,333 | 0.1% | $0.53 | — | NOTE 2/1 | 594972AE1 |
| — | FRONTIER COMMUNICATIONS PARE | 55,000 | $1,252 | 0.1% | — | — | Put | 35909D109 |
| — | THE REALREAL INC | 2,000,000 | $1,241 | 0.1% | $0.61 | — | NOTE 3.000% 6/1 | 88339PAB7 |
| GOOG | ALPHABET INC | 11,825 | $1,230 | 0.1% | $107.59 | -10.9% | CAP STK CL C | 02079K107 |
| MHO | M/I HOMES INC | 17,750 | $1,120 | 0.1% | $45.47 | +26.7% | COM | 55305B101 |
| CHTR | CHARTER COMMUNICATIONS INC N | 3,000 | $1,073 | 0.1% | $373.53 | 0.0% | CL A | 16119P108 |
| AIMTF | AIMFINITY INVESTMENT CORP I | 100,000 | $1,035 | 0.1% | $10.35 | — | UNIT 04/21/2027 | G0135E142 |
| — | OPY ACQUISITION CORP I | 99,000 | $994 | 0.1% | $10.04 | — | COM CL A | 671005106 |
| H | HYATT HOTELS CORP | 8,000 | $894 | 0.1% | $108.15 | 0.0% | COM CL A | 448579102 |
| — | GSR II METEORA ACQUISITN COR | 81,799 | $847 | 0.0% | $10.35 | — | CLASS A COM | 36263W105 |
| FTII | FUTURETECH II ACQUISITION CO | 80,000 | $838 | 0.0% | $10.37 | 0.0% | CLASS A COM | 36119D103 |
| — | CORSAIR PARTNERING CORP | 81,628 | $833 | 0.0% | $10.21 | — | SHS CL A | G2540H108 |
| — | UNITI GROUP INC | 200,000 | $710 | 0.0% | — | — | Call | 91325V108 |
| — | AMYRIS INC | 500,000 | $680 | 0.0% | — | — | Put | 03236M200 |
| GRPN | GROUPON INC | 150,000 | $631 | 0.0% | $6.91 | 0.0% | Put | 399473206 |
| — | BILANDER ACQUISITION CORP | 53,895 | $544 | 0.0% | $10.09 | — | CL A COM | 09001T106 |
| — | VISCOGLIOSI BROS ACQUISTN CO | 50,000 | $522 | 0.0% | $10.44 | — | COMMON STOCK | 92838K100 |
| — | VMG CONSUMER ACQUISITION COR | 50,000 | $517 | 0.0% | $10.33 | — | CLASS A COM | 91842V102 |
| — | JACKSON ACQUISITION CO | 50,000 | $515 | 0.0% | $10.30 | — | COM CL A | 46653C106 |
| ASO | ACADEMY SPORTS & OUTDOORS IN | 7,725 | $504 | 0.0% | $35.54 | +61.8% | COM | 00402L107 |
| VICI | VICI PPTYS INC | 15,000 | $489 | 0.0% | $26.97 | +4.2% | COM | 925652109 |
| GDEN | GOLDEN ENTMT INC | 11,000 | $479 | 0.0% | $35.94 | 0.0% | COM | 381013101 |
| — | CONSOL ENERGY INC NEW | 7,000 | $408 | 0.0% | $58.27 | — | COM | 20854L108 |
| TMUS | T-MOBILE US INC | 2,465 | $357 | 0.0% | $139.96 | 0.0% | COM | 872590104 |
| — | TMT ACQUISITION CORP | 35,000 | $357 | 0.0% | $10.20 | — | UNIT 03/27/2028 | G89229101 |
| PRKS | SEAWORLD ENTMT INC | 5,000 | $307 | 0.0% | $61.09 | 0.0% | COM | 81282V100 |
| TOL | TOLL BROTHERS INC | 4,500 | $270 | 0.0% | $46.63 | +23.7% | COM | 889478103 |
| BBWI | BATH & BODY WORKS INC | 6,460 | $236 | 0.0% | $50.60 | -23.7% | COM | 070830104 |
| DKNG | DRAFTKINGS INC NEW | 10,000 | $194 | 0.0% | $16.63 | 0.0% | COM CL A | 26142V105 |
| GRPN | GROUPON INC | 25,000 | $105 | 0.0% | $6.91 | 0.0% | Call | 399473206 |
| LYV | LIVE NATION ENTERTAINMENT IN | 400 | $28 | 0.0% | $73.32 | 0.0% | COM | 538034109 |
| BBAI/WS | BIGBEAR AI HLDGS INC | 98,996 | $26 | 0.0% | $0.88 | — | *W EXP 12/08/202 | 08975B117 |
| SDCCQ | SMILEDIRECTCLUB INC | 47,500 | $20 | 0.0% | $1.21 | -57.8% | Put | 83192H106 |
| SDCCQ | SMILEDIRECTCLUB INC | 47,500 | $20 | 0.0% | $1.21 | -57.8% | CL A COM | 83192H106 |
| — | ACROPOLIS INFRASTRUCTURE ACQ | 89,824 | $18 | 0.0% | $0.20 | — | *W EXP 03/30/202 | 005029111 |
| GRPN | GROUPON INC | 3,904 | $16 | 0.0% | $6.91 | 0.0% | COM NEW | 399473206 |
| EONR/WS | HNR ACQUISITION CORP | 100,000 | $14 | 0.0% | $0.11 | — | *W EXP 02/04/202 | 40472A128 |
| UTAWF | UTA ACQUISITION CORPORATION | 50,000 | $11 | 0.0% | $0.21 | — | *W EXP 10/30/202 | G9473A117 |
| — | NUBIA BRAND INTERNATIONAL CO | 50,000 | $11 | 0.0% | $0.21 | — | *W EXP 11/16/202 | 67022R111 |
| — | INFINITE ACQUISITION CORP | 49,999 | $8 | 0.0% | $0.16 | — | *W EXP 11/23/202 | G48028123 |
| — | SHUAA PARTNERS ACQUISTN CORP | 50,000 | $8 | 0.0% | $0.15 | — | *W EXP 02/24/202 | G81173117 |
| — | OPY ACQUISITION CORP I | 49,999 | $8 | 0.0% | $0.15 | — | *W EXP 09/22/202 | 671005114 |
| — | BURTECH ACQUISITION CORP | 150,000 | $7 | 0.0% | $0.05 | — | *W EXP 12/18/202 | 123013112 |
| — | GENESIS UNICORN CAPITAL CORP | 66,400 | $6 | 0.0% | $0.09 | — | *W EXP 06/30/202 | 37187C118 |
| — | BLEUACACIA LTD | 200,000 | $6 | 0.0% | $0.03 | — | RIGHT 10/30/2026 | G11728139 |
| AIMWF | AIMFINITY INVESTMENT CORP I | 100,000 | $6 | 0.0% | $0.06 | — | *W EXP 04/21/202 | G0135E126 |
| — | CORSAIR PARTNERING CORP | 27,208 | $6 | 0.0% | $0.21 | — | *W EXP 07/06/202 | G2540H116 |
| — | AETHERIUM ACQUISITION CORP | 150,000 | $5 | 0.0% | $0.04 | — | *W EXP 12/21/202 | 00809J119 |
| EFTRW | EFFECTOR THERAPEUTICS INC | 41,795 | $4 | 0.0% | $0.97 | — | *W EXP 12/31/202 | 28202V116 |
| — | WILLIAMS ROWLAND ACQUISITION | 54,999 | $4 | 0.0% | $0.04 | — | *W EXP 12/11/202 | 96951B110 |
| CRTWF | CARTICA ACQUISITION CORP | 49,999 | $3 | 0.0% | $0.07 | — | *W EXP 04/30/202 | G1995D117 |
| BLEUW | BLEUACACIA LTD | 99,999 | $3 | 0.0% | $0.03 | — | *W EXP 10/30/202 | G11728113 |
| — | GSR II METEORA ACQUISITN COR | 81,799 | $3 | 0.0% | $0.04 | — | *W EXP 02/24/202 | 36263W121 |
| — | PORTAGE FINTECH ACQUISITN CO | 22,999 | $3 | 0.0% | $0.13 | — | *W EXP 07/08/202 | G7185D114 |
| SBCWW | PONO CAP TWO INC | 55,787 | $3 | 0.0% | $0.05 | — | *W EXP 07/31/202 | 73245B115 |
| — | ELLIOTT OPPORTUNITY II CORP | 40,075 | $3 | 0.0% | $0.07 | — | *W EXP 03/02/202 | G30092111 |
| SMNRW | DENALI CAPITAL ACQUISITN COR | 41,184 | $3 | 0.0% | $0.07 | — | *W EXP 03/28/202 | G6256B114 |
| — | JAWS HURRICANE ACQUISITN COR | 15,829 | $3 | 0.0% | $0.16 | — | *W EXP 03/26/202 | 47201B111 |
| — | LF CAPITAL ACQUISITION CORP | 25,000 | $2 | 0.0% | $0.10 | — | *W EXP 02/19/202 | 50202D110 |
| FTIIW | FUTURETECH II ACQUISITION CO | 80,000 | $2 | 0.0% | $0.03 | — | *W EXP 08/18/202 | 36119D111 |
| — | JAWS JUGGERNAUT ACQUISITN CO | 13,588 | $2 | 0.0% | $0.17 | — | *W EXP 06/17/202 | G50735110 |
| — | BILANDER ACQUISITION CORP | 13,473 | $2 | 0.0% | $0.16 | — | *W EXP 05/19/202 | 09001T114 |
| SOARW | PROOF ACQUISITION CORP I | 25,000 | $2 | 0.0% | $0.08 | — | *W EXP 99/99/999 | 74349W112 |
| EVCOW | EVEREST CONSOLIDATOR ACQ COR | 24,999 | $2 | 0.0% | $0.08 | — | *W EXP 99/99/999 | 29978K110 |
| PNSWQ | BANYAN ACQUISITION CORPORATI | 22,499 | $2 | 0.0% | $0.07 | — | *W EXP 09/30/202 | 06690B115 |
| — | VISCOGLIOSI BROS ACQUISTN CO | 24,999 | $1 | 0.0% | $0.06 | — | *W EXP 03/18/202 | 92838K118 |
| CTSWF | CACTUS ACQUISITION CORP 1 LT | 24,994 | $1 | 0.0% | $0.06 | — | *W EXP 08/17/202 | G1745A124 |
| — | OMNILIT ACQUISITION CORP | 46,848 | $1 | 0.0% | $0.03 | — | *W EXP 11/08/202 | 68218C116 |
| — | LAMF GLOBAL VENTURES CORP I | 37,499 | $1 | 0.0% | $0.03 | — | *W EXP 11/05/202 | G5338L124 |
| IVAWF | INVESTCORP INDIA ACQUISTN CO | 12,500 | $1 | 0.0% | $0.07 | — | *W EXP 06/01/202 | G49219127 |
| UPHLW | UPHEALTH INC | 25,000 | $1 | 0.0% | $0.14 | — | *W EXP 06/08/202 | 91532B119 |
| — | VMG CONSUMER ACQUISITION COR | 25,000 | $1 | 0.0% | $0.02 | — | *W EXP 11/03/202 | 91842V110 |
| — | ANZU SPECIAL ACQUISITIN CORP | 10,300 | $0 | 0.0% | $0.78 | — | *W EXP 01/27/202 | 03737A119 |