CIK: 0001614986 · Show all filings
Period: Q4 2021 (← Previous) (Next →)
Filing Date: Feb 15, 2022
Total Value ($000): $1,149,642 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ALIBABA GROUP HLDG LTD | 12,251 | $135,338 | 11.8% | — | — | Put | 01609W952 |
| BABA | ALIBABA GROUP HLDG LTD | 556,502 | $68,444 | 6.0% | $274.30 | — | SPONSORED ADS | 01609W102 |
| — | KBR INC | 31,217 | $58,948 | 5.1% | $1659.99 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | ZSCALER INC | 21,605 | $47,692 | 4.1% | $1913.02 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | XILINX INC | 168,361 | $36,011 | 3.1% | $133.83 | — | COM | 983919101 |
| — | BGC PARTNERS INC | 7,661,495 | $35,396 | 3.1% | $5.02 | — | CL A | 05541T101 |
| — | LABORATORY CORP AMER HLDGS | 110,627 | $34,664 | 3.0% | $273.07 | — | COM NEW | 50540R409 |
| — | BLOCK INC | 19,471 | $29,403 | 2.6% | $1998.00 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | PALO ALTO NETWORKS INC | 13,630 | $28,822 | 2.5% | $1838.69 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | DATADOG INC | 13,877 | $28,009 | 2.4% | $1674.11 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | COUPA SOFTWARE INC | 22,259 | $27,638 | 2.4% | $1335.78 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | LUMENTUM HLDGS INC | 14,409 | $25,757 | 2.2% | $1543.81 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | FTI CONSULTING INC | 14,604 | $22,860 | 2.0% | $1413.02 | — | NOTE 2.000% 8/1 | 302941AP4 |
| CLVT 5.25 06/01/24 A | CLARIVATE PLC | 241,000 | $21,906 | 1.9% | $90.90 | — | 5.25% PFD CONV A | G21810208 |
| — | IHS MARKIT LTD | 157,909 | $20,896 | 1.8% | $118.80 | — | SHS | G47567105 |
| LBRDK | LIBERTY BROADBAND CORP | 125,806 | $20,381 | 1.8% | $137.96 | +11.7% | COM SER C | 530307305 |
| — | ALTAIR ENGR INC | 12,170 | $20,340 | 1.8% | $1559.31 | — | NOTE 0.250% 6/0 | 021369AA1 |
| — | LIVE NATION ENTERTAINMENT IN | 9,956 | $18,106 | 1.6% | $1581.84 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| OSG | AMBAC FINL GROUP INC | 1,100,386 | $17,683 | 1.5% | $14.27 | +10.1% | COM NEW | 023139884 |
| — | SAILPOINT TECHNOLOGIES HLDGS | 9,749 | $17,537 | 1.5% | $1798.85 | — | NOTE 0.125% 9/1 | 78781PAB1 |
| — | LIBERTY MEDIA CORP DEL | 341,019 | $17,317 | 1.5% | $47.77 | — | COM C SIRIUSXM | 531229607 |
| — | SILICON LABORATORIES INC | 9,761 | $17,124 | 1.5% | $12893.54 | — | NOTE 0.625% 6/1 | 826919AD4 |
| — | PIONEER NAT RES CO | 9,377 | $16,728 | 1.5% | $1783.94 | — | NOTE 0.250% 5/1 | 723787AP2 |
| — | AKAMAI TECHNOLOGIES INC | 12,187 | $16,004 | 1.4% | $1290.49 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | WORKIVA INC | 8,785 | $15,747 | 1.4% | $1792.49 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | FORTRESS TRANS INFRST INVS L | 518,650 | $14,983 | 1.3% | $28.89 | — | COM REP LTD LIAB | 34960P101 |
| — | SMART GLOBAL HLDGS INC | 7,809 | $14,596 | 1.3% | $1869.13 | — | NOTE 2.250% 2/1 | 83205YAB0 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 8,305 | $13,434 | 1.2% | $1516.30 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | OKTA INC | 9,701 | $11,592 | 1.0% | $1228.16 | — | NOTE 0.375% 6/1 | 679295AF2 |
| — | NUANCE COMMUNICATIONS INC | 205,206 | $11,354 | 1.0% | $54.45 | — | COM | 67020Y100 |
| — | FARFETCH LTD | 4,881 | $11,233 | 1.0% | $2301.37 | — | NOTE 3.750% 5/0 | 30744WAD9 |
| — | ROYAL CARIBBEAN GROUP | 8,785 | $11,216 | 1.0% | $1276.72 | — | NOTE 4.250% 6/1 | 780153BB7 |
| — | SEA LTD | 12,202 | $11,204 | 1.0% | $1014.11 | — | NOTE 0.250% 9/1 | 81141RAG5 |
| — | ENVESTNET INC | 8,762 | $11,103 | 1.0% | $1274.25 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | OKTA INC | 7,321 | $9,943 | 0.9% | $1358.15 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | LUMENTUM HLDGS INC | 7,899 | $9,885 | 0.9% | $1251.42 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | FIVE9 INC | 7,733 | $9,571 | 0.8% | $1341.68 | — | NOTE 0.500% 6/0 | 338307AD3 |
| — | PEGASYSTEMS INC | 8,721 | $9,353 | 0.8% | $1126.54 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | WAYFAIR INC | 5,917 | $9,019 | 0.8% | $1524.25 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | WINNEBAGO INDS INC | 6,570 | $8,873 | 0.8% | $1330.32 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | AVANTI ACQUISITION CORP | 900,000 | $8,838 | 0.8% | $10.30 | — | SHS CL A | G0682V109 |
| — | REDFIN CORP | 9,736 | $8,792 | 0.8% | $903.04 | — | NOTE 10/1 | 75737FAC2 |
| PPC | PILGRIMS PRIDE CORP | 298,421 | $8,317 | 0.7% | $26.88 | +5.9% | COM | 72147K108 |
| — | NATIONAL VISION HLDGS INC | 4,771 | $8,094 | 0.7% | $1813.14 | — | NOTE 2.500% 5/1 | 63845RAB3 |
| — | COUPA SOFTWARE INC | 8,101 | $7,699 | 0.7% | $950.38 | — | NOTE 0.375% 6/1 | 22266LAF3 |
| — | 2U INC | 5,760 | $6,180 | 0.5% | $1404.84 | — | NOTE 2.250% 5/0 | 90214JAB7 |
| POST | POST HLDGS INC | 55,052 | $6,143 | 0.5% | $68.58 | 0.0% | COM | 737446104 |
| T | AT&T INC | 244,950 | $6,070 | 0.5% | $14.67 | 0.0% | COM | 00206R102 |
| — | FTAC EMERALD ACQUISITION COR | 550,000 | $5,483 | 0.5% | $9.97 | — | UNIT 10/19/2028 | 29103K209 |
| — | CC NEUBERGER PRIN HLDGS II | 500,000 | $4,960 | 0.4% | $10.36 | — | SHS CL A | G3166T103 |
| — | DECARBONIZATION PLUS ACQUISI | 500,000 | $4,935 | 0.4% | $9.87 | — | COM CL A | G2773W103 |
| — | PERSHING SQUARE TONTINE HLDG | 250,000 | $4,928 | 0.4% | $19.70 | — | COM CL A | 71531R109 |
| — | WORLD QUANTUM GROWTH ACQUISI | 500,000 | $4,907 | 0.4% | $9.81 | — | SHS CL A | G5596W101 |
| — | ALIBABA GROUP HLDG LTD | 393,877 | $4,337 | 0.4% | — | — | Call | 01609W902 |
| — | MOMENTIVE GLOBAL INC | 181,684 | $3,928 | 0.3% | $21.62 | — | COM | 60878Y108 |
| JWSMF | JAWS MUSTANG ACQUISITION COR | 400,000 | $3,904 | 0.3% | $9.86 | -0.7% | SHS CL A | G50737108 |
| — | ARES ACQUISITION CORPORATION | 400,000 | $3,896 | 0.3% | $9.77 | — | COM CL A | G33032106 |
| — | JATT ACQUISITION CORP | 375,000 | $3,693 | 0.3% | $9.82 | — | SHS CL A | G50752107 |
| — | TREBIA ACQUISITION CORP | 350,000 | $3,489 | 0.3% | $10.19 | — | COM CL A | G9027T109 |
| — | L CATTERTON ASIA ACQUISITION | 350,000 | $3,405 | 0.3% | $9.70 | — | CLASS A ORD SHS | G5346G125 |
| — | ETSY INC | 2,440 | $3,303 | 0.3% | $1353.69 | — | NOTE 0.125% 9/0 | 29786AAL0 |
| — | THUNDER BRIDGE CAP PRTNRS II | 300,000 | $2,928 | 0.3% | $9.71 | — | COM CL A | 88605T100 |
| — | LIBERTY MEDIA ACQUISITION CO | 284,269 | $2,925 | 0.3% | $10.14 | — | COM SR A | 53073L104 |
| — | FTAC HERA ACQUISITION CORP | 300,000 | $2,925 | 0.3% | $9.72 | — | CLASS A ORD SHS | G3728Y103 |
| — | SILVER SPIKE ACQUISITN CORP | 300,000 | $2,913 | 0.3% | $9.87 | — | CLASS A ORD SHS | G8201H105 |
| CSTM | CONSTELLIUM SE | 156,358 | $2,786 | 0.2% | $11.48 | +59.9% | CL A SHS | F21107101 |
| — | OAKTREE ACQUISITION CORP II | 250,000 | $2,468 | 0.2% | $10.40 | — | CL A SHS | G6715X103 |
| — | JAWS HURRICANE ACQUISITN COR | 250,000 | $2,450 | 0.2% | $9.74 | — | CLASS A COM | 47201B103 |
| — | ELLIOTT OPPORTUNITY II CORP | 250,000 | $2,438 | 0.2% | $9.74 | — | SHS CL A | G30092103 |
| — | AUSTERLITZ ACQUISITION CORP | 250,000 | $2,435 | 0.2% | $9.79 | — | COM CL A | G0633U101 |
| — | GLOBAL TECHNOLGY ACQSTN CORP | 225,000 | $2,273 | 0.2% | $10.10 | — | UNIT 10/19/2026 | G3934N123 |
| TXNM | PNM RES INC | 49,197 | $2,256 | 0.2% | $48.07 | 0.0% | COM | 69349H107 |
| — | BLEUACACIA LTD | 225,000 | $2,250 | 0.2% | $10.00 | — | UNIT 10/30/2026 | G11728121 |
| — | ORION ACQUISITION CORP | 220,000 | $2,143 | 0.2% | $9.65 | — | COM CL A | 68626A108 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD | 200,000 | $2,046 | 0.2% | $14.00 | — | SHS CL A | G82514103 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD | 200,000 | $2,042 | 0.2% | $12.30 | — | SHS CL A | G8251L105 |
| — | SPARTAN ACQUISITION CORP III | 200,000 | $1,980 | 0.2% | $9.78 | — | COM CL A | 84677R106 |
| — | WARBURG PINCUS CAPTAL CORP I | 200,000 | $1,958 | 0.2% | $9.80 | — | SHS CL A | G9461D107 |
| — | HEALTH ASSURN ACQUISITION CO | 200,000 | $1,954 | 0.2% | $10.13 | — | COM CL A | 42226W109 |
| — | WARBURG PINCUS CAPTAL CORP I | 200,000 | $1,950 | 0.2% | $9.75 | — | SHS CL A | G9460M108 |
| — | SCIENCE STRATEGIC ACQ ALPHA | 200,000 | $1,948 | 0.2% | $9.71 | — | COM CL A | 808641104 |
| — | AUSTERLITZ ACQUISITION CORP | 200,000 | $1,946 | 0.2% | $9.93 | — | SHS CL A | G0633D109 |
| — | DONNELLEY R R & SONS CO | 156,972 | $1,768 | 0.2% | $11.26 | — | COM | 257867200 |
| — | USHG ACQUISITION CORP | 146,192 | $1,522 | 0.1% | $10.41 | — | COM CL A | 91748P100 |
| — | FTAC ZEUS ACQUISITION COR | 150,000 | $1,505 | 0.1% | $10.03 | — | UNIT 04/15/2026 | 30320F205 |
| — | DECARBONIZATION PLUS ACQU II | 136,365 | $1,357 | 0.1% | $9.89 | — | COM CL A | 242794105 |
| SLAMF | SLAM CORP | 125,000 | $1,219 | 0.1% | $9.76 | -0.1% | CL A SHS | G8210L105 |
| — | KKR ACQUISITION HOLDING I CO | 125,000 | $1,219 | 0.1% | $9.75 | — | COM CLASS A | 48253T109 |
| — | PRIMAVERA CAPITAL ACQUIST CO | 125,000 | $1,215 | 0.1% | $9.70 | — | SHS CL A | G7255E109 |
| — | TALON 1 ACQUISITION CORP | 100,000 | $1,015 | 0.1% | $10.15 | — | UNIT 11/02/2026 | G86656124 |
| — | CHURCHILL CAPITAL CORP VII | 78,191 | $767 | 0.1% | $9.75 | — | COM CL A | 17144M102 |
| — | GORES METROPOULOS II INC | 62,500 | $623 | 0.1% | $9.89 | — | CL A | 382873107 |
| — | CC NEUBERGER PRINCIPAL HOLDN | 57,400 | $567 | 0.0% | $9.76 | — | SHS CL A | G1992N100 |
| — | CONCORD ACQUISITION CORP III | 50,000 | $510 | 0.0% | $10.20 | — | UNIT 99/99/9999 | 20607V205 |
| — | DIAMONDHEAD HOLDINGS CORP | 50,000 | $486 | 0.0% | $9.70 | — | CL A | 25278L105 |
| OPEN | OPENDOOR TECHNOLOGIES INC | 21,400 | $315 | 0.0% | $19.10 | 0.0% | COM | 683712103 |
| — | AVANTI ACQUISITION CORP | 500,000 | $315 | 0.0% | $1.67 | — | *W EXP 99/99/999 | G0682V125 |
| EVTWF | VERTICAL AEROSPACE LTD | 400,000 | $308 | 0.0% | $0.77 | — | *W EXP 09/15/202 | G9471C115 |
| — | FTAC ATHENA ACQUISITION CORP | 25,000 | $248 | 0.0% | $9.84 | — | CL A SHS | G37283101 |
| — | FINTECH ACQUISITION CORP VI | 25,000 | $246 | 0.0% | $9.96 | — | CLASS A COM | 31811H106 |
| — | DECARBONIZATION PLUS ACQUISI | 249,999 | $234 | 0.0% | $0.94 | — | *W EXP 07/15/202 | G2773W111 |
| — | BULLPEN PARLAY ACQUISITION C | 20,000 | $205 | 0.0% | $10.25 | — | UNIT 12/03/2026 | G1792A126 |
| — | SVF INVESTMENT CORP 3 | 20,000 | $200 | 0.0% | $10.10 | — | CL A SHS | G8601N108 |
| — | SVF INVESTMENT CORP 2 | 20,000 | $197 | 0.0% | $10.15 | — | CL A SHS | G8601M100 |
| — | TISHMAN SPEYER INNOVATION CO | 20,000 | $196 | 0.0% | $9.85 | — | COM CL A | 88825H100 |
| ORGNW | ORIGIN MATERIALS INC | 127,950 | $188 | 0.0% | $2.40 | — | *W EXP 06/24/202 | 68622D114 |
| SLDPW | SOLID POWER INC | 45,387 | $176 | 0.0% | $3.88 | — | *W EXP 03/19/202 | 83422N113 |
| — | CC NEUBERGER PRIN HLDGS II | 125,000 | $163 | 0.0% | $1.75 | — | *W EXP 07/29/202 | G3166T111 |
| BKSY/WS | BLACKSKY TECHNOLOGY INC | 265,081 | $155 | 0.0% | $1.58 | — | *W EXP 10/30/202 | 09263B116 |
| SSTPW | TREBIA ACQUISITION CORP | 116,666 | $149 | 0.0% | $1.50 | — | *W EXP 99/99/999 | G9027T117 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD | 75,000 | $146 | 0.0% | $3.47 | — | *W EXP 09/26/202 | G8251L113 |
| — | WORLD QUANTUM GROWTH ACQUISI | 249,999 | $145 | 0.0% | $0.58 | — | *W EXP 08/04/202 | G5596W127 |
| JOBY/WS | JOBY AVIATION INC | 75,000 | $122 | 0.0% | $2.25 | — | *W EXP 08/10/202 | G65163118 |
| — | SUPERNOVA PARTNERS ACQUISTN | 10,875 | $112 | 0.0% | $9.73 | — | SHS CL A | G8T86C105 |
| SKILW | SKILLSOFT CORP | 58,207 | $111 | 0.0% | $1.91 | — | *W EXP 06/11/202 | 83066P119 |
| JWSWF | JAWS MUSTANG ACQUISITION COR | 100,000 | $103 | 0.0% | $1.26 | — | *W EXP 01/30/202 | G50737124 |
| — | JATT ACQUISITION CORP | 187,500 | $96 | 0.0% | $0.60 | — | *W EXP 07/19/202 | G50752123 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD | 50,000 | $93 | 0.0% | $3.76 | — | *W EXP 09/26/202 | G82514111 |
| — | L CATTERTON ASIA ACQUISITION | 116,666 | $92 | 0.0% | $0.99 | — | *W EXP 03/08/202 | G5346G117 |
| — | SILVER SPIKE ACQUISITN CORP | 75,000 | $78 | 0.0% | $1.35 | — | *W EXP 02/26/202 | G8201H113 |
| — | ARES ACQUISITION CORPORATION | 80,000 | $74 | 0.0% | $1.25 | — | *W EXP 99/99/999 | G33032122 |
| — | DECARBONIZATION PLUS ACQU II | 45,455 | $73 | 0.0% | $1.41 | — | *W EXP 01/19/202 | 242794113 |
| — | SPARTAN ACQUISITION CORP III | 50,000 | $72 | 0.0% | $1.26 | — | *W EXP 02/04/202 | 84677R114 |
| — | OAKTREE ACQUISITION CORP II | 62,500 | $68 | 0.0% | $1.97 | — | *W EXP 09/15/202 | G6715X111 |
| — | FTAC HERA ACQUISITION CORP | 75,000 | $65 | 0.0% | $1.35 | — | *W EXP 02/28/202 | G3728Y111 |
| — | ELLIOTT OPPORTUNITY II CORP | 62,500 | $64 | 0.0% | $1.10 | — | *W EXP 03/02/202 | G30092111 |
| — | JAWS HURRICANE ACQUISITN COR | 62,500 | $60 | 0.0% | $1.15 | — | *W EXP 03/26/202 | 47201B111 |
| — | AUSTERLITZ ACQUISITION CORP | 62,500 | $58 | 0.0% | $1.26 | — | *W EXP 02/19/202 | G0633U127 |
| — | AUSTERLITZ ACQUISITION CORP | 50,000 | $53 | 0.0% | $1.80 | — | *W EXP 02/19/202 | G0633D125 |
| — | THUNDER BRIDGE CAP PRTNRS II | 60,000 | $50 | 0.0% | $1.30 | — | *W EXP 02/15/202 | 88605T118 |
| — | HEALTH ASSURN ACQUISITION CO | 50,000 | $43 | 0.0% | $2.54 | — | *W EXP 11/12/202 | 42226W117 |
| — | WARBURG PINCUS CAPTAL CORP I | 40,000 | $40 | 0.0% | $1.35 | — | *W EXP 99/99/999 | G9461D115 |
| WPCBF | WARBURG PINCUS CAPTAL CORP I | 40,000 | $40 | 0.0% | $1.30 | — | *W EXP 99/99/999 | G9460M124 |
| — | PRIMAVERA CAPITAL ACQUIST CO | 62,500 | $39 | 0.0% | $0.99 | — | *W EXP 01/19/202 | G7255E117 |
| — | SUPERNOVA PARTNERS ACQUISTN | 15,387 | $38 | 0.0% | $1.17 | — | *W EXP 99/99/999 | G8T86C121 |
| — | SCIENCE STRATEGIC ACQ ALPHA | 66,666 | $37 | 0.0% | $0.86 | — | *W EXP 01/20/202 | 808641112 |
| — | ORION ACQUISITION CORP | 55,000 | $36 | 0.0% | $0.95 | — | *W EXP 02/19/202 | 68626A116 |
| — | KKR ACQUISITION HOLDING I CO | 31,250 | $33 | 0.0% | $1.31 | — | *W EXP 99/99/999 | 48253T117 |
| — | GORES METROPOULOS II INC | 12,500 | $21 | 0.0% | $1.44 | — | *W EXP 01/31/202 | 382873115 |
| — | SLAM CORP | 31,250 | $19 | 0.0% | $1.09 | — | *W EXP 02/23/202 | G8210L121 |
| — | FATHOM DIGITAL MFG CORP | 25,000 | $18 | 0.0% | $0.72 | — | *W EXP 12/22/202 | 31189Y111 |
| — | CHURCHILL CAPITAL CORP VII | 15,638 | $17 | 0.0% | $1.41 | — | *W EXP 02/29/202 | 17144M110 |
| — | ENJOY TECHNOLOGY INC | 22,205 | $14 | 0.0% | $0.63 | — | *W EXP 12/01/202 | 29335V114 |
| — | 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 |