CIK: 0001614986 · Show all filings
Period: Q3 2021 (← Previous) (Next →)
Filing Date: Nov 9, 2021
Total Value ($000): $1,184,568 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SILICON LABORATORIES INC | 11,976 | $154,413 | 13.0% | $12893.54 | — | NOTE 0.625% 6/1 | 826919AD4 |
| — | ALIBABA GROUP HLDG LTD | 12,972 | $112,038 | 9.5% | — | — | Put | 01609W952 |
| BABA | ALIBABA GROUP HLDG LTD | 609,268 | $90,041 | 7.6% | $274.30 | — | SPONSORED ADS | 01609W102 |
| — | KANSAS CITY SOUTHERN | 190,209 | $51,478 | 4.3% | $282.93 | — | COM NEW | 485170302 |
| — | KBR INC | 27,007 | $43,870 | 3.7% | $1624.39 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | SQUARE INC | 18,283 | $37,109 | 3.1% | $2029.70 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | LABORATORY CORP AMER HLDGS | 116,059 | $32,664 | 2.8% | $273.07 | — | COM NEW | 50540R409 |
| — | ZSCALER INC | 16,689 | $30,479 | 2.6% | $1826.29 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| MRK | MERCK & CO INC | 399,026 | $29,971 | 2.5% | $63.62 | +4.0% | COM | 58933Y105 |
| — | BGC PARTNERS INC | 5,236,279 | $27,281 | 2.3% | $5.21 | — | CL A | 05541T101 |
| — | XILINX INC | 158,209 | $23,888 | 2.0% | $128.69 | — | COM | 983919101 |
| — | PALO ALTO NETWORKS INC | 12,798 | $23,302 | 2.0% | $1820.75 | — | NOTE 0.750% 7/0 | 697435AD7 |
| LBRDK | LIBERTY BROADBAND CORP | 124,794 | $21,552 | 1.8% | $137.96 | +22.3% | COM SER C | 530307305 |
| — | DATADOG INC | 13,030 | $21,522 | 1.8% | $1651.73 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | NUANCE COMMUNICATIONS INC | 385,412 | $21,213 | 1.8% | $54.45 | — | COM | 67020Y100 |
| — | FTI CONSULTING INC | 13,713 | $19,241 | 1.6% | $1403.12 | — | NOTE 2.000% 8/1 | 302941AP4 |
| CSTM | CONSTELLIUM SE | 990,522 | $18,602 | 1.6% | $11.48 | +67.7% | CL A SHS | F21107101 |
| — | ALTAIR ENGR INC | 11,427 | $17,735 | 1.5% | $1552.03 | — | NOTE 0.250% 6/0 | 021369AA1 |
| — | ZENDESK INC | 13,712 | $17,441 | 1.5% | $1271.95 | — | NOTE 0.625% 6/1 | 98936JAD3 |
| OSG | AMBAC FINL GROUP INC | 1,217,906 | $17,440 | 1.5% | $14.27 | +0.1% | COM NEW | 023139884 |
| — | LUMENTUM HLDGS INC | 11,141 | $16,403 | 1.4% | $1472.31 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | IHS MARKIT LTD | 136,028 | $15,864 | 1.3% | $116.62 | — | SHS | G47567105 |
| — | SEA LTD | 13,255 | $13,442 | 1.1% | $1014.11 | — | NOTE 0.250% 9/1 | 81141RAG5 |
| — | CHEGG INC | 9,142 | $13,188 | 1.1% | $1442.57 | — | NOTE 0.125% 3/1 | 163092AD1 |
| — | LIBERTY MEDIA CORP DEL | 9,142 | $13,029 | 1.1% | $1425.18 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | CINEMARK HLDGS INC | 7,710 | $12,353 | 1.0% | $1602.20 | — | NOTE 4.500% 8/1 | 17243VAB8 |
| — | 2U INC | 8,685 | $12,201 | 1.0% | $1404.84 | — | NOTE 2.250% 5/0 | 90214JAB7 |
| — | COUPA SOFTWARE INC | 7,771 | $11,744 | 1.0% | $1511.26 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| JXN | JACKSON FINANCIAL INC | 441,489 | $11,479 | 1.0% | $21.96 | 0.0% | COM CL A | 46817M107 |
| — | OKTA INC | 9,109 | $11,207 | 0.9% | $1230.32 | — | NOTE 0.375% 6/1 | 679295AF2 |
| — | LIBERTY MEDIA CORP DEL | 234,018 | $11,109 | 0.9% | $46.40 | — | COM C SIRIUSXM | 531229607 |
| — | ENVESTNET INC | 8,227 | $10,487 | 0.9% | $1274.71 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | SOUTHWEST AIRLS CO | 6,824 | $10,235 | 0.9% | $1499.85 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | FIVE9 INC | 7,261 | $9,791 | 0.8% | $1348.44 | — | NOTE 0.500% 6/0 | 338307AD3 |
| — | PEGASYSTEMS INC | 8,189 | $9,254 | 0.8% | $1130.05 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | LIVE NATION ENTERTAINMENT IN | 6,377 | $9,240 | 0.8% | $1448.96 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | BROADSTONE ACQUISITION CORP | 917,700 | $9,131 | 0.8% | $10.12 | — | SHS CL A | G1739V100 |
| — | AVANTI ACQUISITION CORP | 900,000 | $8,811 | 0.7% | $10.30 | — | SHS CL A | G0682V109 |
| — | INSULET CORP | 6,171 | $8,620 | 0.7% | $1396.86 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | TWITTER INC | 6,814 | $8,596 | 0.7% | $1261.52 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | WINNEBAGO INDS INC | 6,170 | $8,200 | 0.7% | $1329.01 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 5,423 | $7,931 | 0.7% | $1462.47 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| AAMI | BRIGHTSPHERE INVT GROUP INC | 273,796 | $7,154 | 0.6% | $25.57 | 0.0% | COM | 10948W103 |
| — | EXACT SCIENCES CORP | 5,713 | $6,493 | 0.5% | $1136.53 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | WORLD QUANTUM GROWTH ACQUISI | 500,000 | $5,025 | 0.4% | $10.05 | — | UNIT 99/99/9999 | G5596W119 |
| — | INTEGRA LIFESCIENCES HLDGS C | 4,525 | $5,004 | 0.4% | $1105.86 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | CC NEUBERGER PRIN HLDGS II | 500,000 | $4,910 | 0.4% | $10.36 | — | SHS CL A | G3166T103 |
| — | NATIONAL VISION HLDGS INC | 2,285 | $4,433 | 0.4% | $1940.04 | — | NOTE 2.500% 5/1 | 63845RAB3 |
| PPC | PILGRIMS PRIDE CORP | 139,051 | $4,044 | 0.3% | $25.07 | 0.0% | COM | 72147K108 |
| — | PERSHING SQUARE TONTINE HLDG | 200,000 | $3,940 | 0.3% | $19.70 | — | COM CL A | 71531R109 |
| JWSMF | JAWS MUSTANG ACQUISITION COR | 400,000 | $3,904 | 0.3% | $9.86 | -1.2% | SHS CL A | G50737108 |
| — | ARES ACQUISITION CORPORATION | 400,000 | $3,896 | 0.3% | $9.77 | — | COM CL A | G33032106 |
| — | BRIDGEBIO PHARMA INC | 2,742 | $3,791 | 0.3% | $1382.57 | — | NOTE 2.500% 3/1 | 10806XAB8 |
| — | JATT ACQUISITION CORP | 375,000 | $3,684 | 0.3% | $9.82 | — | SHS CL A | G50752107 |
| — | DECARBONIZATION PLUS ACQU II | 349,900 | $3,516 | 0.3% | $10.43 | — | CLASS A COM | 24279D105 |
| — | TREBIA ACQUISITION CORP | 350,000 | $3,469 | 0.3% | $10.19 | — | COM CL A | G9027T109 |
| — | L CATTERTON ASIA ACQUISITION | 350,000 | $3,406 | 0.3% | $9.70 | — | CLASS A ORD SHS | G5346G125 |
| — | AKAMAI TECHNOLOGIES INC | 2,742 | $3,324 | 0.3% | $1212.25 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | AKAMAI TECHNOLOGIES INC | 2,688 | $2,941 | 0.2% | $1094.12 | — | NOTE 0.375% 9/0 | 00971TAL5 |
| — | SILVER SPIKE ACQUISITN CORP | 300,000 | $2,940 | 0.2% | $9.87 | — | CLASS A ORD SHS | G8201H105 |
| — | THUNDER BRIDGE CAP PRTNRS II | 300,000 | $2,928 | 0.2% | $9.71 | — | COM CL A | 88605T100 |
| — | FTAC HERA ACQUISITION CORP | 300,000 | $2,922 | 0.2% | $9.72 | — | CLASS A ORD SHS | G3728Y103 |
| — | OAKTREE ACQUISITION CORP II | 250,000 | $2,450 | 0.2% | $10.40 | — | CL A SHS | G6715X103 |
| — | AUSTERLITZ ACQUISITION CORP | 250,000 | $2,438 | 0.2% | $9.79 | — | COM CL A | G0633U101 |
| — | JAWS HURRICANE ACQUISITN COR | 250,000 | $2,436 | 0.2% | $9.74 | — | CLASS A COM | 47201B103 |
| — | ELLIOTT OPPORTUNITY II CORP | 250,000 | $2,435 | 0.2% | $9.74 | — | SHS CL A | G30092103 |
| — | ORION ACQUISITION CORP | 220,000 | $2,134 | 0.2% | $9.65 | — | COM CL A | 68626A108 |
| — | LIBERTY MEDIA ACQUISITION CO | 203,249 | $2,049 | 0.2% | $10.08 | — | COM SR A | 53073L104 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD | 200,000 | $2,030 | 0.2% | $12.30 | — | SHS CL A | G8251L105 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD | 200,000 | $2,024 | 0.2% | $14.00 | — | SHS CL A | G82514103 |
| — | AUSTERLITZ ACQUISITION CORP | 200,000 | $1,988 | 0.2% | $9.93 | — | SHS CL A | G0633D109 |
| — | SPARTAN ACQUISITION CORP III | 200,000 | $1,976 | 0.2% | $9.78 | — | COM CL A | 84677R106 |
| — | WARBURG PINCUS CAPTAL CORP I | 200,000 | $1,964 | 0.2% | $9.80 | — | SHS CL A | G9461D107 |
| — | WARBURG PINCUS CAPTAL CORP I | 200,000 | $1,956 | 0.2% | $9.75 | — | SHS CL A | G9460M108 |
| — | HEALTH ASSURN ACQUISITION CO | 200,000 | $1,956 | 0.2% | $10.13 | — | COM CL A | 42226W109 |
| — | SCIENCE STRATEGIC ACQ ALPHA | 200,000 | $1,942 | 0.2% | $9.71 | — | COM CL A | 808641104 |
| FIVN | FIVE9 INC | 11,584 | $1,850 | 0.2% | $182.48 | 0.0% | COM | 338307101 |
| — | DECARBONIZATION PLUS ACQU II | 136,365 | $1,349 | 0.1% | $9.89 | — | COM CL A | 242794105 |
| — | KKR ACQUISITION HOLDING I CO | 125,000 | $1,219 | 0.1% | $9.75 | — | COM CLASS A | 48253T109 |
| SLAMF | SLAM CORP | 125,000 | $1,219 | 0.1% | $9.76 | -0.5% | CL A SHS | G8210L105 |
| — | PRIMAVERA CAPITAL ACQUIST CO | 125,000 | $1,219 | 0.1% | $9.70 | — | SHS CL A | G7255E109 |
| — | ALTIMAR ACQUISITION CORP II | 100,000 | $985 | 0.1% | $9.71 | — | SHS CL A | G03709105 |
| — | MARQUEE RAINE ACQUISITION CO | 91,269 | $912 | 0.1% | $9.88 | — | CL A SHS | G58442107 |
| — | CHURCHILL CAPITAL CORP VII | 78,191 | $760 | 0.1% | $9.75 | — | COM CL A | 17144M102 |
| — | GORES METROPOULOS II INC | 62,500 | $618 | 0.1% | $9.89 | — | CL A | 382873107 |
| — | SUPERNOVA PARTNERS ACQUISTN | 61,550 | $598 | 0.1% | $9.73 | — | SHS CL A | G8T86C105 |
| BKSY/WS | BLACKSKY TECHNOLOGY INC | 371,479 | $587 | 0.0% | $1.58 | — | *W EXP 10/30/202 | 09263B116 |
| — | ALIGHT INC | 188,100 | $574 | 0.0% | $3.05 | — | *W EXP 05/26/202 | 01626W119 |
| — | CC NEUBERGER PRINCIPAL HOLDN | 57,400 | $561 | 0.0% | $9.76 | — | SHS CL A | G1992N100 |
| — | BROADSTONE ACQUISITION CORP | 458,850 | $496 | 0.0% | $1.19 | — | *W EXP 09/15/202 | G1739V126 |
| — | ALIBABA GROUP HLDG LTD | 1,743 | $491 | 0.0% | — | — | Call | 01609W902 |
| — | DIAMONDHEAD HOLDINGS CORP | 50,000 | $486 | 0.0% | $9.70 | — | CL A | 25278L105 |
| — | ALUSSA ENERGY ACQUISITION CO | 160,290 | $474 | 0.0% | $0.75 | — | *W EXP 10/31/202 | G0232J119 |
| — | DECARBONIZATION PLUS ACQU II | 200,000 | $420 | 0.0% | $2.65 | — | *W EXP 03/19/202 | 24279D113 |
| — | AVANTI ACQUISITION CORP | 500,000 | $327 | 0.0% | $1.67 | — | *W EXP 99/99/999 | G0682V125 |
| — | AMERICAN AIRLS GROUP INC | 5,000 | $323 | 0.0% | — | — | Put | 02376R952 |
| JOBY/WS | JOBY AVIATION INC | 125,000 | $281 | 0.0% | $2.25 | — | *W EXP 08/10/202 | G65163118 |
| ORGNW | ORIGIN MATERIALS INC | 166,667 | $262 | 0.0% | $2.40 | — | *W EXP 06/24/202 | 68622D114 |
| — | FINTECH ACQUISITION CORP VI | 25,000 | $249 | 0.0% | $9.96 | — | CLASS A COM | 31811H106 |
| — | FTAC ATHENA ACQUISITION CORP | 25,000 | $247 | 0.0% | $9.84 | — | CL A SHS | G37283101 |
| SRTAW | BLADE AIR MOBILITY INC | 76,852 | $221 | 0.0% | $2.71 | — | *W EXP 09/01/202 | 092667112 |
| — | SVF INVESTMENT CORP 3 | 20,000 | $197 | 0.0% | $10.10 | — | CL A SHS | G8601N108 |
| — | SVF INVESTMENT CORP 2 | 20,000 | $196 | 0.0% | $10.15 | — | CL A SHS | G8601M100 |
| — | TISHMAN SPEYER INNOVATION CO | 20,000 | $196 | 0.0% | $9.85 | — | COM CL A | 88825H100 |
| SSTPW | TREBIA ACQUISITION CORP | 116,666 | $169 | 0.0% | $1.50 | — | *W EXP 99/99/999 | G9027T117 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD | 75,000 | $140 | 0.0% | $3.47 | — | *W EXP 09/26/202 | G8251L113 |
| — | CC NEUBERGER PRIN HLDGS II | 125,000 | $126 | 0.0% | $1.75 | — | *W EXP 07/29/202 | G3166T111 |
| JWSWF | JAWS MUSTANG ACQUISITION COR | 100,000 | $115 | 0.0% | $1.26 | — | *W EXP 01/30/202 | G50737124 |
| — | JATT ACQUISITION CORP | 187,500 | $113 | 0.0% | $0.60 | — | *W EXP 07/19/202 | G50752123 |
| — | INDIE SEMICONDUCTOR INC | 30,338 | $107 | 0.0% | $2.17 | — | *W EXP 06/15/202 | 45569U119 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD | 50,000 | $88 | 0.0% | $3.76 | — | *W EXP 09/26/202 | G82514111 |
| — | L CATTERTON ASIA ACQUISITION | 116,666 | $87 | 0.0% | $0.99 | — | *W EXP 03/08/202 | G5346G117 |
| — | AUSTERLITZ ACQUISITION CORP | 50,000 | $85 | 0.0% | $1.80 | — | *W EXP 02/19/202 | G0633D125 |
| — | SILVER SPIKE ACQUISITN CORP | 75,000 | $81 | 0.0% | $1.35 | — | *W EXP 02/26/202 | G8201H113 |
| — | FTAC HERA ACQUISITION CORP | 75,000 | $77 | 0.0% | $1.35 | — | *W EXP 02/28/202 | G3728Y111 |
| — | JAWS HURRICANE ACQUISITN COR | 62,500 | $72 | 0.0% | $1.15 | — | *W EXP 03/26/202 | 47201B111 |
| — | ELLIOTT OPPORTUNITY II CORP | 62,500 | $69 | 0.0% | $1.10 | — | *W EXP 03/02/202 | G30092111 |
| — | ARES ACQUISITION CORPORATION | 80,000 | $68 | 0.0% | $1.25 | — | *W EXP 99/99/999 | G33032122 |
| — | AUSTERLITZ ACQUISITION CORP | 62,500 | $66 | 0.0% | $1.26 | — | *W EXP 02/19/202 | G0633U127 |
| — | OAKTREE ACQUISITION CORP II | 62,500 | $56 | 0.0% | $1.97 | — | *W EXP 09/15/202 | G6715X111 |
| — | DECARBONIZATION PLUS ACQU II | 45,455 | $56 | 0.0% | $1.41 | — | *W EXP 01/19/202 | 242794113 |
| — | SPARTAN ACQUISITION CORP III | 50,000 | $55 | 0.0% | $1.26 | — | *W EXP 02/04/202 | 84677R114 |
| — | PRIMAVERA CAPITAL ACQUIST CO | 62,500 | $53 | 0.0% | $0.99 | — | *W EXP 01/19/202 | G7255E117 |
| — | HEALTH ASSURN ACQUISITION CO | 50,000 | $52 | 0.0% | $2.54 | — | *W EXP 11/12/202 | 42226W117 |
| — | SCIENCE STRATEGIC ACQ ALPHA | 66,666 | $47 | 0.0% | $0.86 | — | *W EXP 01/20/202 | 808641112 |
| — | THUNDER BRIDGE CAP PRTNRS II | 60,000 | $45 | 0.0% | $1.30 | — | *W EXP 02/15/202 | 88605T118 |
| — | WARBURG PINCUS CAPTAL CORP I | 40,000 | $45 | 0.0% | $1.35 | — | *W EXP 99/99/999 | G9461D115 |
| WPCBF | WARBURG PINCUS CAPTAL CORP I | 40,000 | $37 | 0.0% | $1.30 | — | *W EXP 99/99/999 | G9460M124 |
| — | ORION ACQUISITION CORP | 55,000 | $35 | 0.0% | $0.95 | — | *W EXP 02/19/202 | 68626A116 |
| — | MARQUEE RAINE ACQUISITION CO | 22,866 | $32 | 0.0% | $1.32 | — | *W EXP 12/01/202 | G58442123 |
| — | KKR ACQUISITION HOLDING I CO | 31,250 | $30 | 0.0% | $1.31 | — | *W EXP 99/99/999 | 48253T117 |
| BHLWQ | BENSON HILL INC | 20,000 | $28 | 0.0% | $1.40 | — | *W EXP 99/99/999 | 082490111 |
| — | SLAM CORP | 31,250 | $28 | 0.0% | $1.09 | — | *W EXP 02/23/202 | G8210L121 |
| — | ALTIMAR ACQUISITION CORP II | 25,000 | $26 | 0.0% | $1.16 | — | *W EXP 02/09/202 | G03709121 |
| — | GORES METROPOULOS II INC | 12,500 | $21 | 0.0% | $1.44 | — | *W EXP 01/31/202 | 382873115 |
| — | CHURCHILL CAPITAL CORP VII | 15,638 | $14 | 0.0% | $1.41 | — | *W EXP 02/29/202 | 17144M110 |
| — | SUPERNOVA PARTNERS ACQUISTN | 15,387 | $12 | 0.0% | $1.17 | — | *W EXP 99/99/999 | G8T86C121 |
| — | CC NEUBERGER PRINCIPAL HOLDN | 11,480 | $12 | 0.0% | $1.31 | — | *W EXP 99/99/999 | G1992N126 |
| — | DIAMONDHEAD HOLDINGS CORP | 12,500 | $7 | 0.0% | $1.04 | — | *W EXP 01/28/202 | 25278L113 |