CIK: 0001783139 · Show all filings
Period: Q1 2024 (← Previous) (Next →)
Filing Date: May 15, 2024
Total Value ($000): $2,149,108 (29.6% shares, 70.4% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ROYAL CARIBBEAN GROUP | 59,888,000 | $170,249 | 7.9% | $2.50 | — | NOTE 6.000% 8/1 | 780153BQ4 |
| LQD | ISHARES TR | 1,429,200 | $155,668 | 7.2% | $110.66 | — | Put | 464287242 |
| — | BOOKING HOLDINGS INC | 63,910,000 | $123,478 | 5.7% | $1.77 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| — | ATI INC | 33,396,000 | $110,819 | 5.2% | $2.67 | — | NOTE 3.500% 6/1 | 01741RAK8 |
| — | INSIGHT ENTERPRISES INC | 37,505,000 | $101,981 | 4.7% | $1.96 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| — | CHART INDS INC | 36,000,000 | $101,412 | 4.7% | $2.30 | — | NOTE 1.000%11/1 | 16115QAE0 |
| BKLN | INVESCO EXCH TRADED FD TR II | 4,029,000 | $85,213 | 4.0% | $21.15 | — | SR LN ETF | 46138G508 |
| — | MIDDLEBY CORP | 50,696,000 | $66,643 | 3.1% | $1.21 | — | NOTE 1.000% 9/0 | 596278AB7 |
| IEF | ISHARES TR | 668,200 | $63,252 | 2.9% | $94.66 | — | 7-10 YR TRSY BD | 464287440 |
| — | AKAMAI TECHNOLOGIES INC | 53,960,000 | $56,967 | 2.7% | $0.98 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | BLOCK INC | 54,325,000 | $55,605 | 2.6% | $1.00 | — | NOTE 0.125% 3/0 | 852234AF0 |
| AAL | AMERICAN AIRLS GROUP INC | 3,500,000 | $53,725 | 2.5% | $14.51 | 0.0% | Put | 02376R102 |
| — | MONGODB INC | 28,756,000 | $50,378 | 2.3% | $1.75 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | ETSY INC | 41,450,000 | $43,936 | 2.0% | $1.30 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | SOUTHERN CO | 43,213,000 | $43,087 | 2.0% | $1.00 | — | NOTE 3.875%12/1 | 842587DP9 |
| — | GUIDEWIRE SOFTWARE INC | 37,000,000 | $42,715 | 2.0% | $1.07 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | ITRON INC | 40,931,000 | $41,214 | 1.9% | $0.94 | — | NOTE 3/1 | 465741AN6 |
| — | GEO CORRECTIONS HOLDINGS INC | 23,000,000 | $39,433 | 1.8% | $1.43 | — | NOTE 6.500% 2/2 | 36166WAB9 |
| — | LCI INDS | 38,606,000 | $38,078 | 1.8% | $0.98 | — | NOTE 1.125% 5/1 | 501812AB7 |
| — | INTERDIGITAL INC | 23,750,000 | $34,243 | 1.6% | $1.34 | — | NOTE 3.500% 6/0 | 45867GAD3 |
| — | INNOVIVA INC | 31,280,000 | $33,448 | 1.6% | $1.08 | — | NOTE 2.500% 8/1 | 45781MAB7 |
| — | DROPBOX INC | 34,085,000 | $31,883 | 1.5% | $0.93 | — | NOTE 3/0 | 26210CAD6 |
| — | NATIONAL VISION HLDGS INC | 26,106,000 | $27,472 | 1.3% | $1.02 | — | NOTE 2.500% 5/1 | 63845RAB3 |
| — | PROGRESS SOFTWARE CORP | 24,850,000 | $25,800 | 1.2% | $1.06 | — | NOTE 1.000% 4/1 | 743312AB6 |
| — | VAIL RESORTS INC | 27,600,000 | $25,366 | 1.2% | $0.89 | — | NOTE 1/0 | 91879QAN9 |
| F | FORD MTR CO DEL | 1,850,000 | $24,568 | 1.1% | $10.69 | 0.0% | Put | 345370860 |
| — | DYNAVAX TECHNOLOGIES CORP | 17,238,000 | $22,939 | 1.1% | $1.29 | — | NOTE 2.500% 5/1 | 268158AD4 |
| SATS | ECHOSTAR CORP | 1,602,100 | $22,830 | 1.1% | $13.94 | 0.0% | Put | 278768106 |
| — | NUVASIVE INC | 23,000,000 | $21,982 | 1.0% | $0.96 | — | NOTE 0.375% 3/1 | 670704AJ4 |
| — | STRIDE INC | 16,500,000 | $21,853 | 1.0% | $1.32 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | BOX INC | 17,981,000 | $21,632 | 1.0% | $1.13 | — | NOTE 1/1 | 10316TAB0 |
| PCG | PG&E CORP | 1,250,000 | $20,950 | 1.0% | — | — | Put | 69331C108 |
| NEE | NEXTERA ENERGY INC | 326,700 | $20,879 | 1.0% | $57.17 | -3.1% | COM | 65339F101 |
| — | SNAP INC | 19,982,000 | $19,500 | 0.9% | $0.96 | — | NOTE 0.250% 5/0 | 83304AAD8 |
| WDC | WESTERN DIGITAL CORP. | 231,596 | $15,804 | 0.7% | $34.76 | +25.5% | COM | 958102105 |
| — | UNDER ARMOUR INC | 15,404,000 | $15,480 | 0.7% | $1.04 | — | NOTE 1.500% 6/0 | 904311AC1 |
| — | WINNEBAGO INDS INC | 11,612,000 | $14,406 | 0.7% | $1.18 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | LUCID GROUP INC | 4,974,700 | $14,178 | 0.7% | $4.00 | — | Put | 549498103 |
| — | GROUPON INC | 17,485,000 | $13,883 | 0.6% | $0.50 | — | NOTE 1.125% 3/1 | 399473AF4 |
| BAC | BANK AMERICA CORP | 350,000 | $13,272 | 0.6% | — | — | Put | 060505104 |
| — | POST HLDGS INC | 11,388,000 | $12,827 | 0.6% | $1.00 | — | NOTE 2.500% 8/1 | 737446AT1 |
| — | BENTLEY SYS INC | 13,700,000 | $12,312 | 0.6% | $0.89 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | SPIRIT AIRLS INC | 2,457,500 | $11,894 | 0.6% | — | — | Put | 848577102 |
| — | SPIRIT AIRLS INC | 21,591,000 | $10,331 | 0.5% | $0.65 | — | NOTE 1.000% 5/1 | 848577AB8 |
| — | HALOZYME THERAPEUTICS INC | 11,400,000 | $10,119 | 0.5% | $0.89 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| — | ENVESTNET INC | 10,000,000 | $9,748 | 0.5% | $0.97 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| WDC | WESTERN DIGITAL CORP. | 140,000 | $9,554 | 0.4% | $34.76 | +25.5% | Call | 958102105 |
| — | SHIFT4 PMTS INC | 10,000,000 | $9,309 | 0.4% | $0.93 | — | NOTE 0.500% 8/0 | 82452JAD1 |
| — | BEYOND MEAT INC | 38,841,000 | $9,279 | 0.4% | $0.37 | — | NOTE 3/1 | 08862EAB5 |
| USB | US BANCORP DEL | 200,000 | $8,940 | 0.4% | — | — | Put | 902973304 |
| COIN | COINBASE GLOBAL INC | 31,300 | $8,298 | 0.4% | — | — | Put | 19260Q107 |
| NIO | NIO INC | 1,800,000 | $8,100 | 0.4% | — | — | Put | 62914V106 |
| — | THE REALREAL INC | 18,233,000 | $8,071 | 0.4% | $0.41 | — | NOTE 1.000% 3/0 | 88339PAD3 |
| SNAP | SNAP INC | 700,000 | $8,036 | 0.4% | — | — | Put | 83304A106 |
| BYND | BEYOND MEAT INC | 774,900 | $6,416 | 0.3% | — | — | Put | 08862E109 |
| MP | MP MATERIALS CORP | 440,000 | $6,292 | 0.3% | — | — | Put | 553368101 |
| REAL | THE REALREAL INC | 1,477,100 | $5,775 | 0.3% | — | — | Put | 88339P101 |
| — | UNITI GROUP INC | 800,000 | $4,720 | 0.2% | — | — | Put | 91325V108 |
| SATS | ECHOSTAR CORP | 305,218 | $4,349 | 0.2% | $13.94 | 0.0% | CL A | 278768106 |
| — | SNAP INC | 5,000,000 | $3,808 | 0.2% | $0.79 | — | NOTE 0.125% 3/0 | 83304AAH9 |
| — | MARCUS CORP DEL | 2,500,000 | $3,607 | 0.2% | $1.47 | — | NOTE 5.000% 9/1 | 566330AB2 |
| — | MARATHON DIGITAL HOLDINGS IN | 4,000,000 | $3,415 | 0.2% | $0.84 | — | NOTE 1.000%12/0 | 565788AB2 |
| CRH | CRH PLC | 38,498 | $3,321 | 0.2% | $58.14 | +28.5% | ORD | G25508105 |
| T | AT&T INC | 187,132 | $3,294 | 0.2% | $15.62 | 0.0% | COM | 00206R102 |
| ASO | ACADEMY SPORTS & OUTDOORS IN | 48,598 | $3,282 | 0.2% | $57.23 | +15.7% | COM | 00402L107 |
| — | OUTFRONT MEDIA INC | 188,047 | $3,157 | 0.1% | $12.56 | — | COM | 69007J106 |
| TKO | TKO GROUP HOLDINGS INC | 33,511 | $2,896 | 0.1% | $85.98 | -4.4% | CL A | 87256C101 |
| BYD | BOYD GAMING CORP | 42,296 | $2,847 | 0.1% | $59.84 | +4.4% | COM | 103304101 |
| META | META PLATFORMS INC | 5,784 | $2,810 | 0.1% | $443.21 | 0.0% | CL A | 30303M102 |
| BE | BLOOM ENERGY CORP | 250,000 | $2,810 | 0.1% | $16.11 | -31.8% | COM CL A | 093712107 |
| BE | BLOOM ENERGY CORP | 250,000 | $2,810 | 0.1% | $16.11 | -31.8% | Put | 093712107 |
| BWA | BORGWARNER INC | 80,403 | $2,793 | 0.1% | $37.52 | -15.1% | COM | 099724106 |
| PHIN | PHINIA INC | 72,052 | $2,769 | 0.1% | $26.01 | +20.1% | COMMON STOCK | 71880K101 |
| RTO | RENTOKIL INITIAL PLC | 85,977 | $2,592 | 0.1% | $30.15 | — | SPONSORED ADR | 760125104 |
| XLP | SELECT SECTOR SPDR TR | 33,059 | $2,524 | 0.1% | $72.12 | — | SBI CONS STPLS | 81369Y308 |
| — | JAZZ INVESTMENTS I LTD | 2,500,000 | $2,462 | 0.1% | $0.97 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | LANDSEA HOMES CORP | 145,493 | $2,114 | 0.1% | $11.25 | — | COM | 51509P103 |
| CZR | CAESARS ENTERTAINMENT INC NE | 47,516 | $2,078 | 0.1% | $43.25 | 0.0% | COM | 12769G100 |
| RIVN | RIVIAN AUTOMOTIVE INC | 163,000 | $1,785 | 0.1% | $21.75 | -33.7% | COM CL A | 76954A103 |
| RIVN | RIVIAN AUTOMOTIVE INC | 163,000 | $1,785 | 0.1% | $21.75 | -33.7% | Put | 76954A103 |
| — | SIX FLAGS ENTMT CORP NEW | 67,592 | $1,779 | 0.1% | $25.07 | — | COM | 83001A102 |
| CHTR | CHARTER COMMUNICATIONS INC N | 5,977 | $1,737 | 0.1% | $321.44 | 0.0% | CL A | 16119P108 |
| PRGS | PROGRESS SOFTWARE CORP | 30,000 | $1,599 | 0.1% | — | — | Put | 743312100 |
| NXST | NEXSTAR MEDIA GROUP INC | 8,286 | $1,428 | 0.1% | $154.37 | 0.0% | COMMON STOCK | 65336K103 |
| AAL | AMERICAN AIRLS GROUP INC | 90,000 | $1,382 | 0.1% | $14.51 | 0.0% | COM | 02376R102 |
| RH | RH | 3,565 | $1,242 | 0.1% | $272.53 | 0.0% | COM | 74967X103 |
| CAR | AVIS BUDGET GROUP | 9,460 | $1,158 | 0.1% | $137.99 | 0.0% | COM | 053774105 |
| — | FORD MTR CO DEL | 1,098,000 | $1,137 | 0.1% | $1.04 | — | NOTE 3/1 | 345370CZ1 |
| SN | SHARKNINJA INC | 14,848 | $925 | 0.0% | $39.12 | +35.2% | COM SHS | G8068L108 |
| HLT | HILTON WORLDWIDE HLDGS INC | 4,018 | $857 | 0.0% | $162.29 | +20.6% | COM | 43300A203 |
| EXPE | EXPEDIA GROUP INC | 5,842 | $805 | 0.0% | $140.99 | 0.0% | COM NEW | 30212P303 |
| BKNG | BOOKING HOLDINGS INC | 200 | $726 | 0.0% | $3030.96 | +15.7% | COM | 09857L108 |
| — | INTEGRAL AD SCIENCE HLDNG CO | 59,327 | $591 | 0.0% | $9.97 | — | COM | 45828L108 |
| RDDT | REDDIT INC | 10,000 | $493 | 0.0% | $54.74 | 0.0% | CL A | 75734B100 |
| Z | ZILLOW GROUP INC | 10,000 | $488 | 0.0% | $54.45 | 0.0% | CL C CAP STK | 98954M200 |
| F | FORD MTR CO DEL | 35,000 | $465 | 0.0% | $10.69 | 0.0% | COM | 345370860 |
| KHC | KRAFT HEINZ CO | 11,829 | $436 | 0.0% | $31.90 | +2.8% | COM | 500754106 |
| — | FRONTIER COMMUNICATIONS PARE | 16,048 | $393 | 0.0% | $24.50 | — | COM | 35909D109 |
| — | ENDEAVOR GROUP HLDGS INC | 13,895 | $358 | 0.0% | $25.73 | — | CL A COM | 29260Y109 |
| — | NIKOLA CORP | 250,000 | $331 | 0.0% | $1.16 | — | NOTE 8.250%12/1 | 654110AG0 |
| — | NIKOLA CORP | 310,500 | $323 | 0.0% | — | — | Put | 654110105 |
| NVDA | NVIDIA CORPORATION | 328 | $296 | 0.0% | $72.44 | 0.0% | COM | 67066G104 |
| — | VIRGIN GALACTIC HOLDINGS INC | 150,000 | $222 | 0.0% | $2.49 | — | COM | 92766K106 |
| — | VIRGIN GALACTIC HOLDINGS INC | 150,000 | $222 | 0.0% | $2.49 | — | Put | 92766K106 |
| BBAI/WS | BIGBEAR AI HLDGS INC | 98,996 | $34 | 0.0% | $0.88 | — | *W EXP 12/08/202 | 08975B117 |
| — | BURTECH ACQUISITION CORP | 150,000 | $27 | 0.0% | $0.05 | — | *W EXP 12/18/202 | 123013112 |
| EONR/WS | HNR ACQUISITION CORP | 100,000 | $13 | 0.0% | $0.11 | — | *W EXP 02/04/202 | 40472A128 |
| — | LUCID GROUP INC | 4,005 | $11 | 0.0% | $4.00 | — | COM | 549498103 |
| — | SILVERBOX CORP III | 83,333 | $10 | 0.0% | $0.13 | — | *W EXP 02/28/202 | 82836N115 |
| — | BLEUACACIA LTD | 200,000 | $9 | 0.0% | $0.03 | — | RIGHT 10/30/2026 | G11728139 |
| — | AETHERIUM ACQUISITION CORP | 150,000 | $8 | 0.0% | $0.04 | — | *W EXP 99/99/999 | 00809J119 |
| BTMWW | BITCOIN DEPOT INC | 81,799 | $8 | 0.0% | $0.19 | — | *W EXP 06/30/202 | 09174P113 |
| PNSWQ | PINSTRIPES HOLDINGS INC | 22,499 | $6 | 0.0% | $0.07 | — | *W EXP 09/30/202 | 06690B115 |
| EFTRW | EFFECTOR THERAPEUTICS INC | 41,795 | $6 | 0.0% | $0.97 | — | *W EXP 12/31/202 | 28202V116 |
| CRTWF | CARTICA ACQUISITION CORP | 49,999 | $4 | 0.0% | $0.07 | — | *W EXP 04/30/202 | G1995D117 |
| EVCOW | EVEREST CONSOLIDATOR ACQ COR | 24,999 | $4 | 0.0% | $0.08 | — | *W EXP 99/99/999 | 29978K110 |
| OPTXW | SYNTEC OPTICS HLDGS INC | 46,848 | $4 | 0.0% | $0.08 | — | *W EXP 99/99/999 | 87169M113 |
| SOARW | VOLATO GROUP INC | 25,000 | $3 | 0.0% | $0.08 | — | *W EXP 99/99/999 | 74349W112 |
| BLEUW | BLEUACACIA LTD | 99,999 | $3 | 0.0% | $0.03 | — | *W EXP 10/30/202 | G11728113 |
| FTIIW | FUTURETECH II ACQUISITION CO | 80,000 | $3 | 0.0% | $0.03 | — | *W EXP 08/18/202 | 36119D111 |
| SBCWW | PONO CAP TWO INC | 55,787 | $2 | 0.0% | $0.05 | — | *W EXP 99/99/999 | 73245B115 |
| AIMWF | AIMFINITY INVESTMENT CORP I | 100,000 | $2 | 0.0% | $0.06 | — | *W EXP 99/99/999 | G0135E126 |
| SMNRW | DENALI CAPITAL ACQUISITN COR | 41,184 | $2 | 0.0% | $0.07 | — | *W EXP 99/99/999 | G6256B114 |
| — | PERCEPTION CAPITAL CORP III | 22,999 | $1 | 0.0% | $0.13 | — | *W EXP 99/99/999 | G7185D114 |
| COCHW | ENVOY MEDICAL INC | 10,300 | $1 | 0.0% | $0.02 | — | *W EXP 09/29/202 | 29415V117 |
| — | LAMF GLOBAL VENTURES CORP I | 37,499 | $1 | 0.0% | $0.03 | — | *W EXP 99/99/999 | G5338L124 |
| SLNWF | SELINA HOSPITALITY PLC | 144,913 | $1 | 0.0% | — | — | *W EXP 10/27/202 | G8059B119 |
| 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 | $1 | 0.0% | $0.07 | — | *W EXP 06/01/202 | G49219127 |
| ESGLW | ESGL HLDGS LTD | 66,400 | $0 | 0.0% | $0.02 | — | *W EXP 10/19/202 | G3R95P116 |