CIK: 0001783139 · Show all filings
Period: Q4 2023 (← Previous) (Next →)
Filing Date: Feb 14, 2024
Total Value ($000): $2,390,526 (33.0% shares, 67.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| LQD | ISHARES TR | 2,749,000 | $304,204 | 12.7% | $110.66 | — | Put | 464287242 |
| — | ROYAL CARIBBEAN GROUP | 56,938,000 | $151,701 | 6.3% | $2.48 | — | NOTE 6.000% 8/1 | 780153BQ4 |
| — | MIDDLEBY CORP | 70,002,000 | $85,447 | 3.6% | $1.21 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | INSIGHT ENTERPRISES INC | 32,505,000 | $84,535 | 3.5% | $1.84 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| — | CHART INDS INC | 36,000,000 | $84,171 | 3.5% | $2.30 | — | NOTE 1.000%11/1 | 16115QAE0 |
| — | ETSY INC | 62,950,000 | $72,557 | 3.0% | $1.30 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | ATI INC | 23,045,000 | $68,302 | 2.9% | $2.37 | — | NOTE 3.500% 6/1 | 01741RAK8 |
| AAL | AMERICAN AIRLS GROUP INC | 4,150,000 | $57,021 | 2.4% | — | — | Put | 02376R102 |
| — | AKAMAI TECHNOLOGIES INC | 49,675,000 | $55,525 | 2.3% | $0.98 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | BOOKING HOLDINGS INC | 24,600,000 | $46,420 | 1.9% | $1.50 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | WINNEBAGO INDS INC | 31,612,000 | $39,671 | 1.7% | $1.18 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | CYBERARK SOFTWARE LTD | 27,817,000 | $39,426 | 1.6% | $1.40 | — | NOTE 11/1 | 23248VAB1 |
| — | VERADIGM INC | 37,411,000 | $37,656 | 1.6% | $1.24 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | PARSONS CORP DEL | 26,150,000 | $37,495 | 1.6% | $1.31 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | CNX RES CORP | 22,268,000 | $36,115 | 1.5% | $1.81 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| BKLN | INVESCO EXCH TRADED FD TR II | 1,667,000 | $35,307 | 1.5% | $21.14 | — | SR LN ETF | 46138G508 |
| — | SPIRIT AIRLS INC | 2,122,700 | $34,791 | 1.5% | — | — | Put | 848577102 |
| — | MICROSTRATEGY INC | 20,013,000 | $33,064 | 1.4% | $1.05 | — | NOTE 0.750%12/1 | 594972AC5 |
| — | INTEGRA LIFESCIENCES HLDGS C | 34,650,000 | $32,670 | 1.4% | $0.94 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | BLOCK INC | 32,800,000 | $32,144 | 1.3% | $0.98 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | JAZZ INVESTMENTS I LTD | 32,500,000 | $31,545 | 1.3% | $0.97 | — | NOTE 1.500% 8/1 | 472145AD3 |
| JBLU | JETBLUE AWYS CORP | 5,610,800 | $31,140 | 1.3% | — | — | Put | 477143101 |
| — | GEO CORRECTIONS HOLDINGS INC | 20,000,000 | $27,945 | 1.2% | $1.38 | — | NOTE 6.500% 2/2 | 36166WAB9 |
| — | INTERDIGITAL INC | 18,750,000 | $27,578 | 1.2% | $1.32 | — | NOTE 3.500% 6/0 | 45867GAD3 |
| — | GUIDEWIRE SOFTWARE INC | 23,500,000 | $26,002 | 1.1% | $1.03 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | NATIONAL VISION HLDGS INC | 24,986,000 | $25,202 | 1.1% | $1.02 | — | NOTE 2.500% 5/1 | 63845RAB3 |
| — | VAIL RESORTS INC | 27,600,000 | $24,599 | 1.0% | $0.89 | — | NOTE 1/0 | 91879QAN9 |
| — | ENPHASE ENERGY INC | 26,728,000 | $24,514 | 1.0% | $0.89 | — | NOTE 3/0 | 29355AAH0 |
| — | CONMED CORP | 23,750,000 | $23,775 | 1.0% | $0.96 | — | NOTE 2.250% 6/1 | 207410AH4 |
| SPY | SPDR S&P 500 ETF TR | 50,000 | $23,766 | 1.0% | — | — | Put | 78462F103 |
| F | FORD MTR CO DEL | 1,850,000 | $22,552 | 0.9% | — | — | Put | 345370860 |
| PCG | PG&E CORP | 1,250,000 | $22,538 | 0.9% | — | — | Put | 69331C108 |
| — | DROPBOX INC | 21,764,000 | $21,878 | 0.9% | $0.93 | — | NOTE 3/0 | 26210CAD6 |
| — | DYNAVAX TECHNOLOGIES CORP | 14,738,000 | $21,546 | 0.9% | $1.28 | — | NOTE 2.500% 5/1 | 268158AD4 |
| — | FORD MTR CO DEL | 21,211,000 | $21,125 | 0.9% | $1.04 | — | NOTE 3/1 | 345370CZ1 |
| — | WESTERN DIGITAL CORP. | 20,626,000 | $20,532 | 0.9% | $1.00 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | LI AUTO INC | 14,000,000 | $20,503 | 0.9% | $1.42 | — | NOTE 0.250% 5/0 | 50202MAB8 |
| — | PACIRA BIOSCIENCES INC | 22,015,000 | $20,404 | 0.9% | $0.93 | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | ITRON INC | 20,931,000 | $19,254 | 0.8% | $0.87 | — | NOTE 3/1 | 465741AN6 |
| — | JETBLUE AIRWAYS CORP | 26,000,000 | $18,651 | 0.8% | $0.72 | — | NOTE 0.500% 4/0 | 477143AP6 |
| — | MARRIOTT VACATIONS WORLDWIDE | 20,140,000 | $17,774 | 0.7% | $0.95 | — | NOTE 1/1 | 57164YAD9 |
| — | VARONIS SYS INC | 11,572,000 | $17,662 | 0.7% | $1.09 | — | NOTE 1.250% 8/1 | 922280AB8 |
| GRPN | GROUPON INC | 1,284,500 | $16,493 | 0.7% | $9.74 | +23.2% | Call | 399473206 |
| — | UNDER ARMOUR INC | 15,404,000 | $16,113 | 0.7% | $1.04 | — | NOTE 1.500% 6/0 | 904311AC1 |
| — | PROGRESS SOFTWARE CORP | 14,850,000 | $15,658 | 0.7% | $1.08 | — | NOTE 1.000% 4/1 | 743312AB6 |
| — | BOX INC | 13,781,000 | $15,420 | 0.6% | $1.11 | — | NOTE 1/1 | 10316TAB0 |
| RIVN | RIVIAN AUTOMOTIVE INC | 655,000 | $15,366 | 0.6% | $21.75 | -13.6% | COM CL A | 76954A103 |
| — | INNOVIVA INC | 14,000,000 | $15,199 | 0.6% | $1.09 | — | NOTE 2.500% 8/1 | 45781MAB7 |
| — | SNAP INC | 13,294,000 | $13,989 | 0.6% | $0.96 | — | NOTE 0.250% 5/0 | 83304AAD8 |
| — | SPIRIT AIRLS INC | 17,900,000 | $12,325 | 0.5% | $0.69 | — | NOTE 1.000% 5/1 | 848577AB8 |
| — | SHIFT4 PMTS INC | 11,000,000 | $12,289 | 0.5% | $1.03 | — | NOTE 12/1 | 82452JAB5 |
| — | BENTLEY SYS INC | 13,700,000 | $12,288 | 0.5% | $0.89 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| WDC | WESTERN DIGITAL CORP. | 231,099 | $12,103 | 0.5% | $34.76 | +0.3% | COM | 958102105 |
| — | GROUPON INC | 19,500,000 | $12,094 | 0.5% | $0.50 | — | NOTE 1.125% 3/1 | 399473AF4 |
| — | DROPBOX INC | 12,144,000 | $11,958 | 0.5% | $0.90 | — | NOTE 3/0 | 26210CAC8 |
| SNAP | SNAP INC | 700,000 | $11,851 | 0.5% | — | — | Put | 83304A106 |
| BAC | BANK AMERICA CORP | 350,000 | $11,785 | 0.5% | — | — | Put | 060505104 |
| — | POST HLDGS INC | 11,500,000 | $11,641 | 0.5% | $1.00 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | GUESS INC | 11,073,000 | $11,584 | 0.5% | $1.05 | — | NOTE 2.000% 4/1 | 401617AD7 |
| — | AMERICAN AIRLINES GROUP INC | 10,250,000 | $11,388 | 0.5% | $1.10 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| ARKK | ARK ETF TR | 200,000 | $10,474 | 0.4% | — | — | Put | 00214Q104 |
| — | LUCID GROUP INC | 2,434,800 | $10,251 | 0.4% | $4.21 | — | Put | 549498103 |
| — | LCI INDS | 10,325,000 | $10,121 | 0.4% | $0.98 | — | NOTE 1.125% 5/1 | 501812AB7 |
| NEE | NEXTERA ENERGY INC | 165,000 | $10,022 | 0.4% | $58.90 | -9.2% | COM | 65339F101 |
| BYND | BEYOND MEAT INC | 1,104,800 | $9,833 | 0.4% | — | — | Put | 08862E109 |
| USB | US BANCORP DEL | 200,000 | $8,656 | 0.4% | — | — | Put | 902973304 |
| LQD | ISHARES TR | 76,635 | $8,480 | 0.4% | $110.66 | — | IBOXX INV CP ETF | 464287242 |
| — | DISH NETWORK CORPORATION | 12,250,000 | $7,674 | 0.3% | $0.72 | — | NOTE 12/1 | 25470MAF6 |
| — | BEYOND MEAT INC | 39,841,000 | $7,562 | 0.3% | $0.37 | — | NOTE 3/1 | 08862EAB5 |
| — | THE REALREAL INC | 10,152,000 | $7,522 | 0.3% | $0.71 | — | NOTE 3.000% 6/1 | 88339PAB7 |
| NIO | NIO INC | 825,000 | $7,483 | 0.3% | — | — | Put | 62914V106 |
| — | THE REALREAL INC | 20,002,000 | $7,467 | 0.3% | $0.41 | — | NOTE 1.000% 3/0 | 88339PAD3 |
| GRPN | GROUPON INC | 574,800 | $7,380 | 0.3% | $9.74 | +23.2% | Put | 399473206 |
| SCHW | SCHWAB CHARLES CORP | 100,000 | $6,880 | 0.3% | — | — | Put | 808513105 |
| ENPH | ENPHASE ENERGY INC | 50,000 | $6,607 | 0.3% | — | — | Put | 29355A107 |
| COIN | COINBASE GLOBAL INC | 36,300 | $6,313 | 0.3% | — | — | Put | 19260Q107 |
| — | LIVENT CORP | 3,000,000 | $6,305 | 0.3% | $2.58 | — | NOTE 4.125% 7/1 | 53814LAB4 |
| — | MACOM TECH SOLUTIONS HLDGS I | 5,000,000 | $6,177 | 0.3% | $1.24 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| — | TOPGOLF CALLAWAY BRANDS CORP | 5,500,000 | $5,867 | 0.2% | $1.05 | — | NOTE 2.750% 5/0 | 131193AE4 |
| LYV | LIVE NATION ENTERTAINMENT IN | 60,000 | $5,616 | 0.2% | — | — | Put | 538034109 |
| LI | LI AUTO INC | 150,000 | $5,615 | 0.2% | — | — | Put | 50202M102 |
| — | ZIFF DAVIS INC | 5,200,000 | $4,925 | 0.2% | $0.92 | — | NOTE 1.750%11/0 | 48123VAE2 |
| WDC | WESTERN DIGITAL CORP. | 86,000 | $4,504 | 0.2% | $34.76 | +0.3% | Call | 958102105 |
| PRGS | PROGRESS SOFTWARE CORP | 80,000 | $4,344 | 0.2% | — | — | Put | 743312100 |
| TKO | TKO GROUP HOLDINGS INC | 51,200 | $4,177 | 0.2% | $85.98 | -8.8% | CL A | 87256C101 |
| — | UNITI GROUP INC | 720,000 | $4,162 | 0.2% | — | — | Put | 91325V108 |
| — | DISH NETWORK CORPORATION | 2,479,100 | $3,986 | 0.2% | $5.78 | — | Put | 25470M109 |
| — | SNAP INC | 5,000,000 | $3,941 | 0.2% | $0.79 | — | NOTE 0.125% 3/0 | 83304AAH9 |
| MP | MP MATERIALS CORP | 190,000 | $3,772 | 0.2% | — | — | Put | 553368101 |
| PHIN | PHINIA INC | 124,238 | $3,763 | 0.2% | $26.01 | -2.0% | COMMON STOCK | 71880K101 |
| BE | BLOOM ENERGY CORP | 250,000 | $3,700 | 0.2% | $16.11 | -22.3% | COM CL A | 093712107 |
| BE | BLOOM ENERGY CORP | 250,000 | $3,700 | 0.2% | $16.11 | -22.3% | Put | 093712107 |
| — | MARCUS CORP DEL | 2,500,000 | $3,681 | 0.2% | $1.47 | — | NOTE 5.000% 9/1 | 566330AB2 |
| REAL | THE REALREAL INC | 1,737,600 | $3,493 | 0.1% | — | — | Put | 88339P101 |
| — | DISH NETWORK CORPORATION | 588,604 | $3,396 | 0.1% | $5.78 | — | CL A | 25470M109 |
| — | MARATHON DIGITAL HOLDINGS IN | 4,000,000 | $3,366 | 0.1% | $0.84 | — | NOTE 1.000%12/0 | 565788AB2 |
| SN | SHARKNINJA INC | 54,000 | $2,763 | 0.1% | $39.12 | +16.9% | COM SHS | G8068L108 |
| BKNG | BOOKING HOLDINGS INC | 720 | $2,554 | 0.1% | $3030.96 | +1.2% | COM | 09857L108 |
| BYD | BOYD GAMING CORP | 40,000 | $2,504 | 0.1% | $59.69 | -2.9% | COM | 103304101 |
| CRH | CRH PLC | 32,000 | $2,213 | 0.1% | $54.77 | +6.1% | ORD | G25508105 |
| XLP | SELECT SECTOR SPDR TR | 29,801 | $2,147 | 0.1% | $71.66 | — | SBI CONS STPLS | 81369Y308 |
| GOOG | ALPHABET INC | 14,905 | $2,101 | 0.1% | $129.05 | +4.4% | CAP STK CL C | 02079K107 |
| TKO | TKO GROUP HOLDINGS INC | 25,200 | $2,056 | 0.1% | $85.98 | -8.8% | Put | 87256C101 |
| — | VEECO INSTRS INC DEL | 1,500,000 | $2,035 | 0.1% | $1.09 | — | NOTE 3.500% 1/1 | 922417AG5 |
| — | OUTFRONT MEDIA INC | 145,000 | $2,024 | 0.1% | $11.30 | — | COM | 69007J106 |
| DAL | DELTA AIR LINES INC DEL | 46,524 | $1,872 | 0.1% | $39.83 | -11.0% | COM NEW | 247361702 |
| ASO | ACADEMY SPORTS & OUTDOORS IN | 27,527 | $1,817 | 0.1% | $50.36 | -1.2% | COM | 00402L107 |
| BWA | BORGWARNER INC | 50,000 | $1,793 | 0.1% | $40.98 | -15.5% | COM | 099724106 |
| — | LUMENTUM HLDGS INC | 2,000,000 | $1,787 | 0.1% | $0.89 | — | NOTE 0.500%12/1 | 55024UAD1 |
| JBLU | JETBLUE AWYS CORP | 300,000 | $1,665 | 0.1% | — | — | Call | 477143101 |
| HLT | HILTON WORLDWIDE HLDGS INC | 9,000 | $1,639 | 0.1% | $162.29 | 0.0% | COM | 43300A203 |
| RIVN | RIVIAN AUTOMOTIVE INC | 1,563,000 | $1,563 | 0.1% | $21.75 | -13.6% | Put | 76954A103 |
| KHC | KRAFT HEINZ CO | 39,140 | $1,447 | 0.1% | $31.90 | -4.8% | COM | 500754106 |
| GH | GUARDANT HEALTH INC | 50,000 | $1,353 | 0.1% | — | — | Put | 40131M109 |
| — | DISH NETWORK CORPORATION | 2,500,000 | $1,351 | 0.1% | $0.54 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | LANDSEA HOMES CORP | 100,921 | $1,326 | 0.1% | $9.81 | — | COM | 51509P103 |
| PENN | PENN ENTERTAINMENT INC | 50,000 | $1,301 | 0.1% | $23.19 | 0.0% | COM | 707569109 |
| — | SIX FLAGS ENTMT CORP NEW | 50,000 | $1,254 | 0.1% | $24.63 | — | COM | 83001A102 |
| BTU | PEABODY ENERGY CORP | 50,000 | $1,216 | 0.1% | $23.02 | +1.6% | COM | 704551100 |
| BTU | PEABODY ENERGY CORP | 50,000 | $1,216 | 0.1% | $23.02 | +1.6% | Put | 704551100 |
| VZ | VERIZON COMMUNICATIONS INC | 31,496 | $1,187 | 0.0% | $28.99 | +6.9% | COM | 92343V104 |
| — | MITEK SYS INC | 1,250,000 | $1,149 | 0.0% | $0.87 | — | NOTE 0.750% 2/0 | 606710AA9 |
| — | FISKER INC | 600,000 | $1,050 | 0.0% | — | — | Put | 33813J106 |
| — | SSR MINING IN | 1,000,000 | $964 | 0.0% | $0.96 | — | NOTE 2.500% 4/0 | 784730AB9 |
| — | SIRIUS XM HOLDINGS INC | 145,000 | $793 | 0.0% | — | — | Call | 82968B103 |
| — | LIBERTY MEDIA CORP DEL | 17,376 | $499 | 0.0% | $25.45 | — | COM LBTY SRM S A | 531229813 |
| BE | BLOOM ENERGY CORP | 32,500 | $481 | 0.0% | $16.11 | -22.3% | Call | 093712107 |
| PCT | PURECYCLE TECHNOLOGIES INC | 100,000 | $405 | 0.0% | — | — | Put | 74623V103 |
| — | VIRGIN GALACTIC HOLDINGS INC | 150,000 | $368 | 0.0% | $2.49 | — | COM | 92766K106 |
| — | VIRGIN GALACTIC HOLDINGS INC | 150,000 | $368 | 0.0% | $2.49 | — | Put | 92766K106 |
| — | NIKOLA CORP | 410,500 | $359 | 0.0% | — | — | Put | 654110105 |
| — | NIKOLA CORP | 250,000 | $291 | 0.0% | $1.16 | — | NOTE 8.250%12/1 | 654110AG0 |
| BBAI/WS | BIGBEAR AI HLDGS INC | 98,996 | $32 | 0.0% | $0.88 | — | *W EXP 12/08/202 | 08975B117 |
| — | LUCID GROUP INC | 3,390 | $14 | 0.0% | $4.21 | — | COM | 549498103 |
| — | BURTECH ACQUISITION CORP | 150,000 | $12 | 0.0% | $0.05 | — | *W EXP 12/18/202 | 123013112 |
| BTMWW | BITCOIN DEPOT INC | 81,799 | $12 | 0.0% | $0.19 | — | *W EXP 06/30/202 | 09174P113 |
| — | BLEUACACIA LTD | 200,000 | $10 | 0.0% | $0.03 | — | RIGHT 10/30/2026 | G11728139 |
| PNSWQ | BANYAN ACQUISITION CORPORATI | 22,499 | $8 | 0.0% | $0.07 | — | *W EXP 09/30/202 | 06690B115 |
| — | SILVERBOX CORP III | 83,333 | $8 | 0.0% | $0.13 | — | *W EXP 02/28/202 | 82836N115 |
| GRPN | GROUPON INC | 541 | $7 | 0.0% | $9.74 | +23.2% | COM NEW | 399473206 |
| EONR/WS | HNR ACQUISITION CORP | 100,000 | $6 | 0.0% | $0.11 | — | *W EXP 02/04/202 | 40472A128 |
| — | AETHERIUM ACQUISITION CORP | 150,000 | $6 | 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 |
| OPTXW | SYNTEC OPTICS HLDGS INC | 46,848 | $4 | 0.0% | $0.08 | — | *W EXP 11/07/202 | 87169M113 |
| AIMWF | AIMFINITY INVESTMENT CORP I | 100,000 | $3 | 0.0% | $0.06 | — | *W EXP 04/21/202 | G0135E126 |
| SOARW | PROOF ACQUISITION CORP I | 25,000 | $3 | 0.0% | $0.08 | — | *W EXP 99/99/999 | 74349W112 |
| EVCOW | EVEREST CONSOLIDATOR ACQ COR | 24,999 | $3 | 0.0% | $0.08 | — | *W EXP 99/99/999 | 29978K110 |
| — | PERCEPTION CAPITAL CORP III | 22,999 | $3 | 0.0% | $0.13 | — | *W EXP 07/08/202 | G7185D114 |
| CRTWF | CARTICA ACQUISITION CORP | 49,999 | $2 | 0.0% | $0.07 | — | *W EXP 04/30/202 | G1995D117 |
| SMNRW | DENALI CAPITAL ACQUISITN COR | 41,184 | $2 | 0.0% | $0.07 | — | *W EXP 03/28/202 | G6256B114 |
| — | NUBIA BRAND INTERNATIONAL CO | 50,000 | $2 | 0.0% | $0.21 | — | *W EXP 11/16/202 | 67022R111 |
| SBCWW | PONO CAP TWO INC | 55,787 | $2 | 0.0% | $0.05 | — | *W EXP 07/31/202 | 73245B115 |
| BLEUW | BLEUACACIA LTD | 99,999 | $2 | 0.0% | $0.03 | — | *W EXP 10/30/202 | G11728113 |
| FTIIW | FUTURETECH II ACQUISITION CO | 80,000 | $2 | 0.0% | $0.03 | — | *W EXP 08/18/202 | 36119D111 |
| — | LAMF GLOBAL VENTURES CORP I | 37,499 | $1 | 0.0% | $0.03 | — | *W EXP 11/05/202 | G5338L124 |
| CTSWF | CACTUS ACQUISITION CORP 1 LT | 24,994 | $1 | 0.0% | $0.06 | — | *W EXP 08/17/202 | G1745A124 |
| IVAWF | INVESTCORP INDIA ACQUISTN CO | 12,500 | $0 | 0.0% | $0.07 | — | *W EXP 06/01/202 | G49219127 |
| COCHW | ENVOY MEDICAL INC | 10,300 | $0 | 0.0% | $0.02 | — | *W EXP 09/29/202 | 29415V117 |
| ESGLW | ESGL HLDGS LTD | 66,400 | $0 | 0.0% | $0.02 | — | *W EXP 10/19/202 | G3R95P116 |
| SLNWF | SELINA HOSPITALITY PLC | 144,913 | $0 | 0.0% | — | — | *W EXP 10/27/202 | G8059B119 |