CIK: 0001783139 · Show all filings
Period: Q2 2024 (← Previous) (Next →)
Filing Date: Aug 14, 2024
Total Value ($000): $2,148,870 (26.9% shares, 73.1% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ROYAL CARIBBEAN GROUP | 61,148,000 | $197,514 | 9.2% | $2.52 | — | NOTE 6.000% 8/1 | 780153BQ4 |
| — | BOOKING HOLDINGS INC | 68,747,000 | $144,703 | 6.7% | $1.79 | — | NOTE 0.750% 5/0 | 09857LAN8 |
| BKLN | INVESCO EXCH TRADED FD TR II | 5,917,831 | $124,511 | 5.8% | $21.11 | — | SR LN ETF | 46138G508 |
| — | ATI INC | 33,913,000 | $121,543 | 5.7% | $2.68 | — | NOTE 3.500% 6/1 | 01741RAK8 |
| — | INSIGHT ENTERPRISES INC | 38,430,000 | $111,598 | 5.2% | $1.98 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| — | CYBERARK SOFTWARE LTD | 54,909,000 | $95,535 | 4.4% | $1.74 | — | NOTE 11/1 | 23248VAB1 |
| — | MIDDLEBY CORP | 78,700,000 | $84,010 | 3.9% | $1.16 | — | NOTE 1.000% 9/0 | 596278AB7 |
| LQD | ISHARES TR | 750,000 | $80,340 | 3.7% | — | — | Put | 464287242 |
| — | CHART INDS INC | 31,640,000 | $78,095 | 3.6% | $2.30 | — | NOTE 1.000%11/1 | 16115QAE0 |
| — | BLOCK INC | 72,325,000 | $69,712 | 3.2% | $0.99 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | SOUTHERN CO | 65,569,000 | $66,992 | 3.1% | $1.01 | — | NOTE 3.875%12/1 | 842587DP9 |
| — | ETSY INC | 51,346,000 | $50,777 | 2.4% | $1.24 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | ITRON INC | 45,000,000 | $45,365 | 2.1% | $0.95 | — | NOTE 3/1 | 465741AN6 |
| SPY | SPDR S&P 500 ETF TR | 83,000 | $45,329 | 2.1% | — | — | Put | 78462F103 |
| — | GUIDEWIRE SOFTWARE INC | 34,166,000 | $42,797 | 2.0% | $1.07 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | INNOVIVA INC | 35,969,000 | $39,771 | 1.9% | $1.08 | — | NOTE 2.500% 8/1 | 45781MAB7 |
| — | LCI INDS | 39,856,000 | $37,646 | 1.8% | $0.98 | — | NOTE 1.125% 5/1 | 501812AB7 |
| AAL | AMERICAN AIRLS GROUP INC | 3,313,900 | $37,546 | 1.7% | $14.21 | -7.5% | Put | 02376R102 |
| — | INTERDIGITAL INC | 22,777,000 | $35,328 | 1.6% | $1.34 | — | NOTE 3.500% 6/0 | 45867GAD3 |
| — | PROGRESS SOFTWARE CORP | 31,560,000 | $33,117 | 1.5% | $1.06 | — | NOTE 1.000% 4/1 | 743312AB6 |
| — | STRIDE INC | 22,888,000 | $32,829 | 1.5% | $1.36 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | DROPBOX INC | 35,085,000 | $31,980 | 1.5% | $0.93 | — | NOTE 3/0 | 26210CAD6 |
| — | NATIONAL VISION HLDGS INC | 32,922,000 | $31,746 | 1.5% | $1.01 | — | NOTE 2.500% 5/1 | 63845RAB3 |
| — | ENVESTNET INC | 31,133,000 | $30,263 | 1.4% | $0.97 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| — | VAIL RESORTS INC | 33,130,000 | $30,220 | 1.4% | $0.89 | — | NOTE 1/0 | 91879QAN9 |
| — | NEXTERA ENERGY INC | 505,000 | $24,859 | 1.2% | $49.23 | — | UNIT 06/01/2027 | 65339F663 |
| PCG | PG&E CORP | 1,418,800 | $24,772 | 1.2% | — | — | Put | 69331C108 |
| — | BOX INC | 20,430,000 | $23,481 | 1.1% | $1.14 | — | NOTE 1/1 | 10316TAB0 |
| — | HALOZYME THERAPEUTICS INC | 23,670,000 | $22,594 | 1.1% | $0.92 | — | NOTE 0.250% 3/0 | 40637HAD1 |
| F | FORD MTR CO DEL | 1,753,100 | $21,984 | 1.0% | $10.94 | +1.7% | Put | 345370860 |
| — | LUCID GROUP INC | 8,340,800 | $21,769 | 1.0% | $3.27 | — | Put | 549498103 |
| — | DYNAVAX TECHNOLOGIES CORP | 17,238,000 | $21,468 | 1.0% | $1.29 | — | NOTE 2.500% 5/1 | 268158AD4 |
| — | POST HLDGS INC | 17,330,000 | $19,066 | 0.9% | $1.03 | — | NOTE 2.500% 8/1 | 737446AT1 |
| WDC | WESTERN DIGITAL CORP. | 211,308 | $16,011 | 0.7% | $34.76 | +59.0% | COM | 958102105 |
| IEF | ISHARES TR | 164,492 | $15,405 | 0.7% | $94.66 | — | 7-10 YR TRSY BD | 464287440 |
| WDC | WESTERN DIGITAL CORP. | 167,800 | $12,714 | 0.6% | $34.76 | +59.0% | Call | 958102105 |
| — | WINNEBAGO INDS INC | 12,262,000 | $12,636 | 0.6% | $1.17 | — | NOTE 1.500% 4/0 | 974637AB6 |
| NIO | NIO INC | 2,879,300 | $11,978 | 0.6% | $4.16 | — | Put | 62914V106 |
| SNAP | SNAP INC | 674,700 | $11,207 | 0.5% | — | — | Put | 83304A106 |
| — | VENTAS RLTY LTD PARTNERSHIP | 10,500,000 | $11,036 | 0.5% | $1.05 | — | NOTE 3.750% 6/0 | 92277GAZ0 |
| — | AKAMAI TECHNOLOGIES INC | 10,000,000 | $10,507 | 0.5% | $1.05 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| SATS | ECHOSTAR CORP | 540,155 | $9,620 | 0.4% | $13.94 | +18.9% | Put | 278768106 |
| — | MICROCHIP TECHNOLOGY INC. | 9,000,000 | $9,502 | 0.4% | $1.06 | — | NOTE 0.125%11/1 | 595017AU8 |
| XYZ | BLOCK INC | 145,100 | $9,357 | 0.4% | — | — | Put | 852234103 |
| PRGS | PROGRESS SOFTWARE CORP | 169,700 | $9,208 | 0.4% | $50.75 | 0.0% | Put | 743312100 |
| — | BEYOND MEAT INC | 38,841,000 | $8,594 | 0.4% | $0.37 | — | NOTE 3/1 | 08862EAB5 |
| — | SPIRIT AIRLS INC | 2,278,800 | $8,340 | 0.4% | $3.66 | — | Put | 848577102 |
| PRGS | PROGRESS SOFTWARE CORP | 141,000 | $7,651 | 0.4% | $50.75 | 0.0% | Call | 743312100 |
| — | THE REALREAL INC | 15,433,000 | $7,428 | 0.3% | $0.41 | — | NOTE 1.000% 3/0 | 88339PAD3 |
| BABA | ALIBABA GROUP HLDG LTD | 96,800 | $6,970 | 0.3% | — | — | Put | 01609W102 |
| — | FIRST MAJESTIC SILVER CORP | 7,670,000 | $6,275 | 0.3% | $0.82 | — | NOTE 0.375% 1/1 | 32076VAD5 |
| NEE | NEXTERA ENERGY INC | 87,036 | $6,163 | 0.3% | $57.17 | +18.3% | COM | 65339F101 |
| — | SPIRIT AIRLS INC | 11,541,000 | $5,689 | 0.3% | $0.65 | — | NOTE 1.000% 5/1 | 848577AB8 |
| COIN | COINBASE GLOBAL INC | 25,000 | $5,556 | 0.3% | — | — | Put | 19260Q107 |
| MP | MP MATERIALS CORP | 423,400 | $5,390 | 0.3% | — | — | Put | 553368101 |
| T | AT&T INC | 258,954 | $4,949 | 0.2% | $15.77 | +2.5% | COM | 00206R102 |
| RTO | RENTOKIL INITIAL PLC | 136,435 | $4,045 | 0.2% | $29.97 | — | SPONSORED ADR | 760125104 |
| USB | US BANCORP DEL | 100,000 | $3,970 | 0.2% | — | — | Put | 902973304 |
| SATS | ECHOSTAR CORP | 190,279 | $3,389 | 0.2% | $13.94 | +18.9% | CL A | 278768106 |
| CRH | CRH PLC | 40,516 | $3,038 | 0.1% | $59.14 | +32.5% | ORD | G25508105 |
| — | OUTFRONT MEDIA INC | 207,911 | $2,973 | 0.1% | $12.72 | — | COM | 69007J106 |
| BYD | BOYD GAMING CORP | 53,947 | $2,972 | 0.1% | $59.04 | -5.0% | COM | 103304101 |
| HRI | HERC HLDGS INC | 20,067 | $2,675 | 0.1% | $142.58 | 0.0% | COM | 42704L104 |
| BWA | BORGWARNER INC | 80,302 | $2,589 | 0.1% | $37.52 | -9.9% | COM | 099724106 |
| VSTS | VESTIS CORPORATION | 211,633 | $2,588 | 0.1% | $14.45 | 0.0% | COM SHS | 29430C102 |
| ASO | ACADEMY SPORTS & OUTDOORS IN | 38,620 | $2,057 | 0.1% | $57.23 | -2.3% | COM | 00402L107 |
| TKO | TKO GROUP HOLDINGS INC | 18,473 | $1,995 | 0.1% | $85.98 | +16.6% | CL A | 87256C101 |
| — | UNITI GROUP INC | 682,000 | $1,991 | 0.1% | — | — | Put | 91325V108 |
| XLP | SELECT SECTOR SPDR TR | 22,173 | $1,698 | 0.1% | $72.12 | — | SBI CONS STPLS | 81369Y308 |
| — | LANDSEA HOMES CORP | 182,978 | $1,682 | 0.1% | $10.83 | — | COM | 51509P103 |
| LW | LAMB WESTON HLDGS INC | 18,417 | $1,549 | 0.1% | $82.13 | 0.0% | COM | 513272104 |
| BYND | BEYOND MEAT INC | 224,900 | $1,509 | 0.1% | — | — | Put | 08862E109 |
| AG | FIRST MAJESTIC SILVER CORP | 250,000 | $1,480 | 0.1% | — | — | Put | 32076V103 |
| PMT | PENNYMAC MTG INVT TR | 100,000 | $1,375 | 0.1% | — | — | Put | 70931T103 |
| AAL | AMERICAN AIRLS GROUP INC | 114,700 | $1,300 | 0.1% | $14.21 | -7.5% | COM | 02376R102 |
| RCL | ROYAL CARIBBEAN GROUP | 7,000 | $1,116 | 0.1% | $141.32 | 0.0% | COM | V7780T103 |
| META | META PLATFORMS INC | 2,174 | $1,096 | 0.1% | $443.21 | +9.0% | CL A | 30303M102 |
| F | FORD MTR CO DEL | 81,021 | $1,016 | 0.0% | $10.94 | +1.7% | COM | 345370860 |
| CHTR | CHARTER COMMUNICATIONS INC N | 3,166 | $947 | 0.0% | $321.44 | -15.1% | CL A | 16119P108 |
| NCLH | NORWEGIAN CRUISE LINE HLDG L | 48,000 | $902 | 0.0% | $17.55 | 0.0% | SHS | G66721104 |
| H | HYATT HOTELS CORP | 5,734 | $871 | 0.0% | $149.07 | 0.0% | COM CL A | 448579102 |
| GVA | GRANITE CONSTR INC | 13,700 | $849 | 0.0% | $59.23 | 0.0% | COM | 387328107 |
| NXST | NEXSTAR MEDIA GROUP INC | 4,927 | $818 | 0.0% | $154.37 | -2.3% | COMMON STOCK | 65336K103 |
| CZR | CAESARS ENTERTAINMENT INC NE | 18,373 | $730 | 0.0% | $43.25 | -13.1% | COM | 12769G100 |
| BYND | BEYOND MEAT INC | 100,000 | $671 | 0.0% | — | — | Call | 08862E109 |
| — | INTEGRAL AD SCIENCE HLDNG CO | 65,158 | $633 | 0.0% | $9.95 | — | COM | 45828L108 |
| GDEN | GOLDEN ENTMT INC | 20,000 | $622 | 0.0% | $29.95 | 0.0% | COM | 381013101 |
| DV | DOUBLEVERIFY HLDGS INC | 29,294 | $570 | 0.0% | $24.16 | 0.0% | COM | 25862V105 |
| KHC | KRAFT HEINZ CO | 14,524 | $468 | 0.0% | $32.02 | +1.6% | COM | 500754106 |
| BELFB | BEL FUSE INC | 6,000 | $391 | 0.0% | $62.49 | 0.0% | CL B | 077347300 |
| — | SPIRIT AIRLS INC | 62,400 | $228 | 0.0% | $3.66 | — | COM | 848577102 |
| NIO | NIO INC | 54,253 | $226 | 0.0% | $4.16 | — | SPON ADS | 62914V106 |
| — | NIKOLA CORP | 250,000 | $206 | 0.0% | $1.16 | — | NOTE 8.250%12/1 | 654110AG0 |
| PRGS | PROGRESS SOFTWARE CORP | 1,009 | $55 | 0.0% | $50.75 | 0.0% | COM | 743312100 |
| — | BURTECH ACQUISITION CORP | 139,259 | $35 | 0.0% | $0.05 | — | *W EXP 12/18/202 | 123013112 |
| — | LUCID GROUP INC | 8,461 | $22 | 0.0% | $3.27 | — | COM | 549498103 |
| BBAI/WS | BIGBEAR AI HLDGS INC | 96,509 | $16 | 0.0% | $0.88 | — | *W EXP 12/08/202 | 08975B117 |
| — | SILVERBOX CORP III | 74,664 | $11 | 0.0% | $0.13 | — | *W EXP 02/28/202 | 82836N115 |
| CRTWF | CARTICA ACQUISITION CORP | 47,271 | $9 | 0.0% | $0.07 | — | *W EXP 04/30/202 | G1995D117 |
| — | BLEUACACIA LTD | 183,903 | $6 | 0.0% | $0.03 | — | RIGHT 10/30/2026 | G11728139 |
| OPTXW | SYNTEC OPTICS HLDGS INC | 39,186 | $5 | 0.0% | $0.08 | — | *W EXP 99/99/999 | 87169M113 |
| EVCOW | EVEREST CONSOLIDATOR ACQ COR | 23,633 | $5 | 0.0% | $0.08 | — | *W EXP 99/99/999 | 29978K110 |
| EONR/WS | HNR ACQUISITION CORP | 91,527 | $5 | 0.0% | $0.11 | — | *W EXP 02/04/202 | 40472A128 |
| SBCWW | PONO CAP TWO INC | 49,982 | $4 | 0.0% | $0.05 | — | *W EXP 99/99/999 | 73245B115 |
| BTMWW | BITCOIN DEPOT INC | 74,868 | $4 | 0.0% | $0.19 | — | *W EXP 06/30/202 | 09174P113 |
| PNSWQ | PINSTRIPES HOLDINGS INC | 21,272 | $2 | 0.0% | $0.07 | — | *W EXP 09/30/202 | 06690B115 |
| FTIIW | FUTURETECH II ACQUISITION CO | 73,222 | $2 | 0.0% | $0.03 | — | *W EXP 08/18/202 | 36119D111 |
| AIMWF | AIMFINITY INVESTMENT CORP I | 91,548 | $2 | 0.0% | $0.06 | — | *W EXP 99/99/999 | G0135E126 |
| SLNWF | SELINA HOSPITALITY PLC | 144,913 | $2 | 0.0% | — | — | *W EXP 10/27/202 | G8059B119 |
| BLEUW | BLEUACACIA LTD | 91,951 | $1 | 0.0% | $0.03 | — | *W EXP 10/30/202 | G11728113 |
| CTSWF | CACTUS ACQUISITION CORP 1 LT | 20,684 | $1 | 0.0% | $0.06 | — | *W EXP 08/17/202 | G1745A124 |
| NUVWQ | HOLDCO NUVO GROUP D G LTD | 31,366 | $1 | 0.0% | $0.03 | — | *W EXP 05/01/202 | M53051112 |
| — | PERCEPTION CAPITAL CORP III | 20,385 | $1 | 0.0% | $0.13 | — | *W EXP 99/99/999 | G7185D114 |
| SMNRW | DENALI CAPITAL ACQUISITN COR | 41,184 | $1 | 0.0% | $0.07 | — | *W EXP 99/99/999 | G6256B114 |
| ESGLW | ESGL HLDGS LTD | 60,774 | $1 | 0.0% | $0.02 | — | *W EXP 10/19/202 | G3R95P116 |
| COCHW | ENVOY MEDICAL INC | 9,734 | $1 | 0.0% | $0.02 | — | *W EXP 09/29/202 | 29415V117 |
| IVAWF | INVESTCORP INDIA ACQUISTN CO | 11,448 | $0 | 0.0% | $0.07 | — | *W EXP 06/01/202 | G49219127 |
| SOARW | VOLATO GROUP INC | 23,216 | $0 | 0.0% | $0.08 | — | *W EXP 12/04/202 | 74349W112 |
| EFTRW | EFFECTOR THERAPEUTICS INC | 36,579 | $0 | 0.0% | $0.97 | — | *W EXP 12/31/202 | 28202V116 |