CIK: 0001317195 · Show all filings
Period: Q3 2022 (← Previous) (Next →)
Filing Date: Nov 14, 2022
Total Value ($000): $3,216,043 (89.3% shares, 10.7% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 1,310,000 | $467,906 | 14.5% | — | — | Put | 78462F103 |
| IWM | ISHARES TR | 780,000 | $128,638 | 4.0% | — | — | Put | 464287655 |
| — | FRONTIER COMMUNICATIONS PARE | 5,327,728 | $124,829 | 3.9% | $26.40 | — | COM | 35909D109 |
| MPC | MARATHON PETE CORP | 1,104,904 | $109,750 | 3.4% | $42.00 | +106.9% | COM | 56585A102 |
| J | JACOBS SOLUTIONS INC | 1,009,136 | $109,481 | 3.4% | $100.68 | 0.0% | COM | 46982L108 |
| FERG1GBX | FERGUSON PLC NEW | 867,298 | $89,271 | 2.8% | $102.93 | — | SHS | G3421J106 |
| ASH | ASHLAND INC | 865,967 | $82,241 | 2.6% | $66.57 | +42.4% | COM | 044186104 |
| — | DENBURY INC | 810,784 | $69,938 | 2.2% | $58.56 | — | COM | 24790A101 |
| NI | NISOURCE INC | 2,747,000 | $69,197 | 2.2% | $23.50 | +12.1% | COM | 65473P105 |
| ALIT | ALIGHT INC | 9,307,850 | $68,227 | 2.1% | $9.82 | -24.9% | COM CL A | 01626W101 |
| PCG | PG&E CORP | 5,300,000 | $66,250 | 2.1% | $12.22 | -5.3% | COM | 69331C108 |
| APG | API GROUP CORP | 4,888,917 | $64,876 | 2.0% | $10.06 | +5.9% | COM STK | 00187Y100 |
| — | HESS CORP | 537,250 | $58,555 | 1.8% | $107.04 | — | COM | 42809H107 |
| — | AUSTERLITZ ACQUISITION CORP | 5,367,099 | $52,651 | 1.6% | $9.75 | — | COM CL A | G0633U101 |
| AER | AERCAP HOLDINGS NV | 1,213,681 | $51,375 | 1.6% | $43.44 | +0.2% | SHS | N00985106 |
| OKLO | ALTC ACQUISITION CORP | 4,847,126 | $47,308 | 1.5% | $9.84 | -1.2% | COM CL A | 02156V109 |
| — | VISHAY INTERTECHNOLOGY INC | 49,000,000 | $45,631 | 1.4% | $0.97 | — | NOTE 2.250% 6/1 | 928298AP3 |
| XPO | XPO LOGISTICS INC | 991,898 | $44,159 | 1.4% | $46.62 | -33.2% | COM | 983793100 |
| — | CHURCHILL CAPITAL CORP VI | 4,424,157 | $43,494 | 1.4% | $9.78 | — | COM CL A | 17143W101 |
| VTOL | BRISTOW GROUP INC | 1,650,172 | $38,763 | 1.2% | $12.70 | +105.4% | COM | 11040G103 |
| — | CHURCHILL CAPITAL CORP V | 3,845,200 | $38,067 | 1.2% | $9.87 | — | COM CL A | 17144T107 |
| NNI | NELNET INC | 480,073 | $38,017 | 1.2% | $68.26 | +27.5% | CL A | 64031N108 |
| RRX | REGAL REXNORD CORPORATION | 269,910 | $37,885 | 1.2% | $151.68 | -11.4% | COM | 758750103 |
| TDC | TERADATA CORP DEL | 1,186,946 | $36,867 | 1.1% | $32.49 | +7.6% | COM | 88076W103 |
| — | AUSTERLITZ ACQUISITION CORP | 3,718,760 | $36,481 | 1.1% | $9.81 | — | SHS CL A | G0633D109 |
| NMRK | NEWMARK GROUP INC | 4,360,150 | $35,143 | 1.1% | $6.81 | +45.5% | CL A | 65158N102 |
| JWSMF | JAWS MUSTANG ACQUISITION COR | 3,334,400 | $33,144 | 1.0% | $9.77 | +1.3% | SHS CL A | G50737108 |
| — | LIBERTY GLOBAL PLC | 1,970,486 | $32,513 | 1.0% | $28.08 | — | SHS CL C | G5480U120 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD | 3,209,198 | $32,092 | 1.0% | $12.30 | — | SHS CL A | G8251L105 |
| ENVA | ENOVA INTL INC | 1,070,000 | $31,319 | 1.0% | $35.57 | -5.7% | COM | 29357K103 |
| — | FORTRESS CAPITAL ACQUISITION | 3,110,000 | $30,945 | 1.0% | $9.78 | — | SHS CL A | G36427105 |
| — | LUX HEALTH TECH ACQUISITION | 3,000,649 | $30,051 | 0.9% | $10.09 | — | COM CL A | 55068A100 |
| — | SCION TECH GROWTH I | 2,913,000 | $29,069 | 0.9% | $9.80 | — | CL A SHS | G31067104 |
| — | LIBERTY MEDIA CORP DEL | 753,088 | $28,399 | 0.9% | $31.30 | — | COM C SIRIUSXM | 531229607 |
| AAMI | BRIGHTSPHERE INVT GROUP INC | 1,880,634 | $28,040 | 0.9% | $23.36 | -23.6% | COM | 10948W103 |
| — | TCV ACQUISITION CORP | 2,811,326 | $27,551 | 0.9% | $9.84 | — | CL A SHS | G8704C124 |
| — | AVALARA INC | 26,518,000 | $25,607 | 0.8% | $0.97 | — | NOTE 0.250% 8/0 | 05338GAB2 |
| — | SPOTIFY USA INC | 32,000,000 | $25,240 | 0.8% | $0.85 | — | NOTE 3/1 | 84921RAB6 |
| CNNE | CANNAE HLDGS INC | 1,180,456 | $24,388 | 0.8% | $32.81 | -37.5% | COM | 13765N107 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD | 2,405,752 | $24,082 | 0.7% | $13.58 | — | SHS CL A | G82514103 |
| — | MACOM TECH SOLUTIONS HLDGS I | 24,595,000 | $22,659 | 0.7% | $0.89 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| — | FIFTH WALL ACQUISITN CORP II | 2,299,000 | $22,622 | 0.7% | $9.84 | — | CLASS A ORD SHS | G34142102 |
| — | PRA GROUP INC | 22,365,000 | $21,975 | 0.7% | $1.07 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | PERIPHAS CAPITAL PARTNERING | 867,420 | $21,482 | 0.7% | $23.74 | — | COM CL A | 713895100 |
| — | WINNEBAGO INDS INC | 19,000,000 | $20,013 | 0.6% | $1.22 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | FAR PEAK ACQUISITION CORP | 2,000,000 | $19,780 | 0.6% | $10.06 | — | SHS CL A | G3312L103 |
| — | GORES HLDGS VIII INC | 2,000,000 | $19,740 | 0.6% | $10.15 | — | CL A | 382863108 |
| — | TPG PACE BENEFICIAL II CORP | 2,000,000 | $19,560 | 0.6% | $10.08 | — | COMMON STOCK | G89826104 |
| COF | CAPITAL ONE FINL CORP | 210,985 | $19,446 | 0.6% | $143.73 | -30.2% | COM | 14040H105 |
| AMBP | ARDAGH METAL PACKAGING S A | 4,000,000 | $19,360 | 0.6% | $7.46 | -42.3% | SHS | L02235106 |
| — | CHURCHILL CAPITAL CORP VII | 1,912,322 | $18,798 | 0.6% | $9.80 | — | COM CL A | 17144M102 |
| — | CATCHA INVESTMENT CORP | 1,850,000 | $18,315 | 0.6% | $9.76 | — | SHS CL A | G1962Y102 |
| — | PAGERDUTY INC | 19,250,000 | $18,268 | 0.6% | $1.25 | — | NOTE 1.250% 7/0 | 69553PAB6 |
| — | SCION TECH GROWTH II | 1,837,500 | $18,265 | 0.6% | $9.75 | — | CL A SHS | G31070108 |
| LBTYAUSD | LIBERTY GLOBAL PLC | 1,123,323 | $17,513 | 0.5% | $27.54 | — | SHS CL A | G5480U104 |
| — | JOHN BEAN TECHNOLOGIES CORP | 20,800,000 | $17,394 | 0.5% | $0.92 | — | NOTE 0.250% 5/1 | 477839AB0 |
| — | LIBERTY MEDIA CORP DEL | 428,258 | $16,304 | 0.5% | $31.36 | — | COM A SIRIUSXM | 531229409 |
| MNST | MONSTER BEVERAGE CORP NEW | 185,000 | $16,088 | 0.5% | $44.45 | +3.7% | COM | 61174X109 |
| — | PROGRESS SOFTWARE CORP | 17,000,000 | $16,065 | 0.5% | $0.97 | — | NOTE 1.000% 4/1 | 743312AB6 |
| — | WAVERLEY CAPITAL ACQUIS CORP | 1,624,000 | $15,866 | 0.5% | $9.69 | — | SHS CL A | G06536109 |
| — | CHEGG INC | 20,000,000 | $15,241 | 0.5% | $0.73 | — | NOTE 9/0 | 163092AF6 |
| — | WARBURG PINCUS CAPTAL CORP I | 1,500,000 | $14,880 | 0.5% | $9.82 | — | SHS CL A | G9461D107 |
| — | WARBURG PINCUS CAPTAL CORP I | 1,500,000 | $14,880 | 0.5% | $9.78 | — | SHS CL A | G9460M108 |
| — | NOVOCURE LTD | 16,500,000 | $14,708 | 0.5% | $0.90 | — | NOTE 11/0 | 67011XAB9 |
| — | SMART GLOBAL HLDGS INC | 13,500,000 | $13,984 | 0.4% | $1.04 | — | NOTE 2.250% 2/1 | 83205YAB0 |
| — | PRIVETERRA ACQUISITION CORP | 1,400,000 | $13,790 | 0.4% | $9.74 | — | CL A | 74275N102 |
| — | SIX FLAGS ENTMT CORP NEW | 765,726 | $13,553 | 0.4% | $17.70 | — | COM | 83001A102 |
| — | TEKKORP DIGITAL ACQUISITN CO | 1,332,271 | $13,343 | 0.4% | $9.80 | — | CL A | G8739H106 |
| — | TWITTER INC | 13,500,000 | $12,454 | 0.4% | $0.86 | — | NOTE 3/1 | 90184LAN2 |
| — | POST HOLDINGS PARTNERING COR | 1,250,000 | $12,113 | 0.4% | $9.64 | — | COM SER A | 737465104 |
| — | SUPER MICRO COMPUTER INC | 202,768 | $11,166 | 0.3% | $21.64 | — | COM | 86800U104 |
| — | EVERBRIDGE INC | 12,346,000 | $11,052 | 0.3% | $1.20 | — | NOTE 0.125%12/1 | 29978AAC8 |
| — | PROSPECTOR CAPITAL CORP | 1,063,200 | $10,589 | 0.3% | $9.73 | — | CL A | G7273A105 |
| — | JAWS JUGGERNAUT ACQUISITN CO | 1,072,061 | $10,538 | 0.3% | $9.74 | — | CLASS A ORD SHS | G50735102 |
| — | DRAGONEER GROWTH OPT CORP II | 1,040,144 | $10,183 | 0.3% | $9.88 | — | CL A SHS | G28315102 |
| — | CURO GROUP HOLDINGS CORP | 2,518,190 | $10,098 | 0.3% | $13.51 | — | COM | 23131L107 |
| — | SUPERNOVA PARTN ACQ CO III L | 1,000,000 | $9,905 | 0.3% | $9.76 | — | SHS CL A | G8T90F102 |
| — | OAK STR HEALTH INC | 12,605,000 | $9,736 | 0.3% | $0.75 | — | NOTE 3/1 | 67181AAB3 |
| AGI | ALAMOS GOLD INC NEW | 1,300,189 | $9,634 | 0.3% | $7.32 | -1.0% | COM CL A | 011532108 |
| — | HERBALIFE NUTRITION LTD | 10,500,000 | $9,497 | 0.3% | $0.99 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | HAEMONETICS CORP MASS | 10,500,000 | $8,372 | 0.3% | $0.79 | — | NOTE 3/0 | 405024AB6 |
| — | SOCIAL CAP SUVRETTA HLDS CP | 832,915 | $8,179 | 0.3% | $9.95 | — | CLASS A ORD SHS | G8253Y105 |
| — | TPG PACE BEN FIN CORP | 800,000 | $8,016 | 0.2% | $9.93 | — | CL A COM | G8990D125 |
| NG | NOVAGOLD RES INC | 1,700,000 | $7,973 | 0.2% | $5.06 | -8.4% | COM NEW | 66987E206 |
| — | COUPA SOFTWARE INC | 10,000,000 | $7,684 | 0.2% | $0.77 | — | NOTE 0.375% 6/1 | 22266LAF3 |
| — | ST ENERGY TRANSITION I LTD | 707,049 | $7,092 | 0.2% | $9.86 | — | CL A ORD SHS | G8465L107 |
| FIP | FTAI INFRASTRUCTURE INC | 2,743,143 | $6,584 | 0.2% | $2.61 | 0.0% | COMMON STOCK | 35953C106 |
| PCG | PG&E CORP | 500,000 | $6,250 | 0.2% | $12.22 | -5.3% | Put | 69331C108 |
| — | REDFIN CORP | 12,600,000 | $6,238 | 0.2% | $0.47 | — | NOTE 0.500% 4/0 | 75737FAE8 |
| HTGC | HERCULES CAPITAL INC | 500,000 | $5,790 | 0.2% | — | — | Put | 427096508 |
| — | SOCIAL CAP SUVRETTA HLDS CRP | 575,000 | $5,635 | 0.2% | $10.07 | — | CLASS A ORD SHS | G8253U103 |
| — | COUPA SOFTWARE INC | 6,500,000 | $5,514 | 0.2% | $0.85 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | SPORTS VENTURES ACQUISIN COR | 531,943 | $5,295 | 0.2% | $9.62 | — | CL A SHS | G8372A103 |
| — | DRAFTKINGS INC NEW | 8,000,000 | $5,240 | 0.2% | $0.66 | — | NOTE 3/1 | 26142RAB0 |
| — | PRIMAVERA CAPITAL ACQUIST CO | 500,000 | $4,975 | 0.2% | $9.77 | — | SHS CL A | G7255E109 |
| AEM | AGNICO EAGLE MINES LTD | 110,847 | $4,681 | 0.1% | $49.03 | -19.6% | COM | 008474108 |
| EHAB | ENHABIT INC | 328,896 | $4,618 | 0.1% | $16.21 | 0.0% | COM | 29332G102 |
| — | HEALTHCARE SERVICES ACQU COR | 462,526 | $4,593 | 0.1% | $9.68 | — | COM CL A | 42227K104 |
| — | STRIDE INC | 4,000,000 | $4,085 | 0.1% | $1.02 | — | NOTE 1.125% 9/0 | 86333MAA6 |
| — | ALTERYX INC | 4,000,000 | $3,626 | 0.1% | $0.94 | — | NOTE 0.500% 8/0 | 02156BAD5 |
| — | CHEFS WHSE INC | 3,400,000 | $3,383 | 0.1% | $1.10 | — | NOTE 1.875%12/0 | 163086AB7 |
| — | VECTOR ACQUISITION CORP II | 269,471 | $2,670 | 0.1% | $9.90 | — | CL A SHS | G9460A104 |
| NGD | NEW GOLD INC CDA | 2,500,000 | $2,200 | 0.1% | $1.38 | -42.8% | COM | 644535106 |
| — | BARRICK GOLD CORP | 127,572 | $1,977 | 0.1% | $24.53 | — | COM | 067901108 |
| — | GLOBAL BUSINESS TRAVEL GROUP | 1,165,660 | $1,830 | 0.1% | $1.05 | — | *W EXP 99/99/999 | 37890B118 |
| — | LIBERTY TRIPADVISOR HLDGS IN | 1,619,492 | $1,765 | 0.1% | $31.35 | — | COM SER A | 531465102 |
| NEOG | NEOGEN CORP | 93,200 | $1,302 | 0.0% | $20.14 | 0.0% | COM | 640491106 |
| PLBY | PLBY GROUP INC | 158,185 | $637 | 0.0% | $16.83 | -68.1% | COM | 72814P109 |
| TMQ | TRILOGY METALS INC NEW | 1,045,700 | $635 | 0.0% | $1.97 | -66.6% | COM | 89621C105 |
| — | CRUCIBLE ACQUISITION CORP | 20,200 | $201 | 0.0% | $10.06 | — | COM CL A | 22877P108 |
| PSEWF | PAYSAFE LIMITED | 1,001,670 | $150 | 0.0% | $4.33 | — | *W EXP 03/30/202 | G6964L115 |
| GGROW | GOGORO INC | 123,929 | $81 | 0.0% | $1.40 | — | *W EXP 04/04/202 | G9491K113 |
| — | CHURCHILL CAPITAL CORP VI | 560,000 | $78 | 0.0% | $1.20 | — | *W EXP 02/17/202 | 17143W119 |
| — | AUSTERLITZ ACQUISITION CORP | 706,250 | $71 | 0.0% | $1.05 | — | *W EXP 02/19/202 | G0633U127 |
| — | CHURCHILL CAPITAL CORP V | 665,000 | $57 | 0.0% | $1.29 | — | *W EXP 10/29/202 | 17144T115 |
| — | ARGUS CAPITAL CORP | 375,000 | $56 | 0.0% | $0.15 | — | *W EXP 08/31/202 | 04026L113 |
| JWSWF | JAWS MUSTANG ACQUISITION COR | 477,350 | $48 | 0.0% | $1.15 | — | *W EXP 01/30/202 | G50737124 |
| — | POST HOLDINGS PARTNERING COR | 416,666 | $44 | 0.0% | $0.90 | — | *W EXP 04/12/202 | 737465112 |
| — | SCION TECH GROWTH I | 970,999 | $29 | 0.0% | $0.92 | — | *W EXP 11/01/202 | G31067112 |
| STETW | ST ENERGY TRANSITION I LTD | 353,524 | $28 | 0.0% | $0.35 | — | *W EXP 12/02/202 | G8465L115 |
| — | SCION TECH GROWTH II | 600,000 | $24 | 0.0% | $0.68 | — | *W EXP 01/28/202 | G31070116 |
| — | ARTEMIS STRATEGIC INVT CORP | 100,000 | $11 | 0.0% | $0.46 | — | *W EXP 09/30/202 | 04303A111 |
| — | AVALON ACQUISITION INC | 100,000 | $10 | 0.0% | $0.39 | — | *W EXP 12/31/202 | 05338E119 |
| — | SIERRA LAKE ACQUISITION CORP | 166,988 | $7 | 0.0% | $0.47 | — | *W EXP 12/17/202 | 826332116 |
| — | MARBLEGATE ACQUISITION CORP | 160,000 | $5 | 0.0% | $0.31 | — | *W EXP 08/31/202 | 56608A113 |
| — | ANZU SPECIAL ACQUISITIN CORP | 75,000 | $5 | 0.0% | $0.79 | — | *W EXP 01/27/202 | 03737A119 |
| — | D AND Z MEDIA ACQUISITION CO | 34,388 | $1 | 0.0% | $0.56 | — | *W EXP 01/27/202 | 23305Q114 |
| — | KISMET ACQUISITION THREE COR | 100,000 | $1 | 0.0% | $0.44 | — | *W EXP 06/30/202 | G5276C102 |