CIK: 0001614986 · Show all filings
Period: Q2 2022 (← Previous) (Next →)
Filing Date: Aug 10, 2022
Total Value ($000): $550,844 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | KBR INC | 25,064 | $48,371 | 8.8% | $1659.99 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | ACTIVISION BLIZZARD INC | 528,282 | $40,968 | 7.4% | $80.67 | — | COM | 00507V109 |
| — | LUMENTUM HLDGS INC | 19,409 | $27,279 | 5.0% | $1508.17 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | BGC PARTNERS INC | 7,287,564 | $24,559 | 4.5% | $5.02 | — | CL A | 05541T101 |
| FHN | FIRST HORIZON CORPORATION | 1,061,972 | $23,369 | 4.2% | $18.69 | +5.5% | COM | 320517105 |
| — | PALO ALTO NETWORKS INC | 12,047 | $22,503 | 4.1% | $1838.69 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | FTI CONSULTING INC | 11,190 | $19,705 | 3.6% | $1413.02 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | ZSCALER INC | 15,497 | $18,965 | 3.4% | $1223.79 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | CHANGE HEALTHCARE INC | 681,461 | $15,728 | 2.9% | $23.08 | — | COM | 15912K100 |
| — | LIBERTY MEDIA CORP DEL | 421,585 | $15,318 | 2.8% | $47.05 | — | COM C SIRIUSXM | 531229607 |
| — | ALTAIR ENGR INC | 12,170 | $14,958 | 2.7% | $1559.31 | — | NOTE 0.250% 6/0 | 021369AA1 |
| CLVT 5.25 06/01/24 A | CLARIVATE PLC | 241,000 | $13,885 | 2.5% | $57.61 | — | 5.25% PFD CONV A | G21810208 |
| OSG | AMBAC FINL GROUP INC | 1,112,712 | $12,218 | 2.2% | $14.26 | -33.4% | COM NEW | 023139884 |
| — | LUMENTUM HLDGS INC | 10,999 | $11,385 | 2.1% | $1190.45 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | VONAGE HLDGS CORP | 532,244 | $9,974 | 1.8% | $18.74 | — | COM | 92886T201 |
| — | RAPID7 INC | 7,500 | $9,634 | 1.7% | $1284.53 | — | NOTE 2.250% 5/0 | 753422AD6 |
| — | WORKIVA INC | 8,785 | $9,581 | 1.7% | $1792.49 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| TMUS | T-MOBILE US INC | 70,820 | $9,554 | 1.7% | $126.05 | 0.0% | COM | 872590104 |
| — | MARRIOTT VACATIONS WORLDWIDE | 9,761 | $8,932 | 1.6% | $915.07 | — | NOTE 1/1 | 57164YAD9 |
| — | AVANTI ACQUISITION CORP | 900,000 | $8,919 | 1.6% | $10.30 | — | SHS CL A | G0682V109 |
| — | FORTRESS TRANS INFRST INVS L | 460,265 | $8,660 | 1.6% | $28.71 | — | CL A COM SHS | 34960P101 |
| — | INSULET CORP | 7,500 | $8,631 | 1.6% | $1150.80 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | PALO ALTO NETWORKS INC | 5,000 | $8,546 | 1.6% | $1709.20 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | ENVESTNET INC | 6,464 | $6,518 | 1.2% | $1274.25 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| ENOV | ENOVIS CORPORATION | 118,172 | $6,499 | 1.2% | $64.47 | 0.0% | COM | 194014502 |
| LBRDK | LIBERTY BROADBAND CORP | 53,101 | $6,125 | 1.1% | $137.96 | -17.3% | LIBERTY BROADBAND CORP | 530307305 |
| — | TWITTER INC | 155,427 | $5,836 | 1.1% | $37.55 | — | COM | 90184L102 |
| — | NATIONAL VISION HLDGS INC | 4,771 | $5,441 | 1.0% | $1140.43 | — | NOTE 2.500% 5/1 | 63845RAB3 |
| FLD | FTAC EMERALD ACQUISITION COR | 550,000 | $5,396 | 1.0% | $9.79 | 0.0% | CLASS A COM | 29103K100 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 4,540 | $5,326 | 1.0% | $1516.30 | — | NOTE 1.875% 6/0 | 049164BJ4 |
| — | PERSHING SQUARE TONTINE HLDG | 250,000 | $4,993 | 0.9% | $19.70 | — | COM CL A | 71531R109 |
| — | CC NEUBERGER PRIN HLDGS II | 500,000 | $4,988 | 0.9% | $10.36 | — | SHS CL A | G3166T103 |
| — | WORLD QUANTUM GROWTH ACQUISI | 500,000 | $4,960 | 0.9% | $9.92 | — | SHS CL A | G5596W101 |
| — | DECARBONIZATION PLUS ACQUISI | 500,000 | $4,958 | 0.9% | $9.92 | — | COM CL A | G2773W103 |
| — | FIVE9 INC | 4,975 | $4,906 | 0.9% | $986.13 | — | NOTE 0.500% 6/0 | 338307AD3 |
| MRVI | MARAVAI LIFESCIENCES HLDGS I | 160,617 | $4,459 | 0.8% | $31.68 | 0.0% | COM CL A | 56600D107 |
| — | HEALTHCARE TR AMER INC | 146,767 | $4,152 | 0.8% | $28.29 | — | CL A NEW | 42225P501 |
| — | INFINERA CORP | 4,001 | $4,013 | 0.7% | $1003.00 | — | NOTE 2.500% 3/0 | 45667GAE3 |
| — | ARES ACQUISITION CORPORATION | 400,000 | $3,936 | 0.7% | $9.77 | — | COM CL A | G33032106 |
| JWSMF | JAWS MUSTANG ACQUISITION COR | 400,000 | $3,936 | 0.7% | $9.86 | -0.4% | SHS CL A | G50737108 |
| — | LIBERTY MEDIA ACQUISITION CO | 400,000 | $3,932 | 0.7% | $10.08 | — | COM SR A | 53073L104 |
| — | JATT ACQUISITION CORP | 375,000 | $3,731 | 0.7% | $9.95 | — | SHS CL A | G50752107 |
| — | L CATTERTON ASIA ACQUISITION | 350,000 | $3,444 | 0.6% | $9.84 | — | CLASS A ORD SHS | G5346G125 |
| — | THUNDER BRIDGE CAP PRTNRS II | 300,000 | $2,952 | 0.5% | $9.71 | — | COM CL A | 88605T100 |
| — | FTAC HERA ACQUISITION CORP | 300,000 | $2,942 | 0.5% | $9.81 | — | CLASS A ORD SHS | G3728Y103 |
| — | SILVER SPIKE ACQUISITN CORP | 300,000 | $2,940 | 0.5% | $9.80 | — | CLASS A ORD SHS | G8201H105 |
| — | SCREAMING EAGLE ACQUISITN CO | 269,000 | $2,582 | 0.5% | $9.60 | — | CLASS A ORD SHS | G79407105 |
| — | AUSTERLITZ ACQUISITION CORP | 250,000 | $2,438 | 0.4% | $9.75 | — | COM CL A | G0633U101 |
| — | ELLIOTT OPPORTUNITY II CORP | 250,000 | $2,435 | 0.4% | $9.74 | — | SHS CL A | G30092103 |
| — | JAWS HURRICANE ACQUISITN COR | 250,000 | $2,428 | 0.4% | $9.71 | — | CLASS A COM | 47201B103 |
| GTAC | GLOBAL TECHNOLGY ACQSTN CORP | 225,000 | $2,243 | 0.4% | $9.97 | — | CLASS A ORD | G3934N107 |
| — | BLEUACACIA LTD | 225,000 | $2,189 | 0.4% | $9.73 | — | CLASS A ORD SHS | G11728105 |
| — | ORION ACQUISITION CORP | 220,000 | $2,154 | 0.4% | $9.79 | — | COM CL A | 68626A108 |
| — | GORES HOLDINGS IX INC | 223,383 | $2,153 | 0.4% | $9.64 | — | CLASS A COM | 38287A101 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD | 200,000 | $1,989 | 0.4% | $12.30 | — | SHS CL A | G8251L105 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD | 200,000 | $1,987 | 0.4% | $14.00 | — | SHS CL A | G82514103 |
| — | HEALTH ASSURN ACQUISITION CO | 200,000 | $1,978 | 0.4% | $10.13 | — | COM CL A | 42226W109 |
| — | MOTIVE CAPITAL CORP II | 200,000 | $1,976 | 0.4% | $9.88 | — | CL A ORD | G6293R106 |
| — | WARBURG PINCUS CAPTAL CORP I | 200,000 | $1,962 | 0.4% | $9.81 | — | SHS CL A | G9461D107 |
| — | USHG ACQUISITION CORP | 200,000 | $1,962 | 0.4% | $9.81 | — | COM CL A | 91748P100 |
| — | WARBURG PINCUS CAPTAL CORP I | 200,000 | $1,962 | 0.4% | $9.81 | — | SHS CL A | G9460M108 |
| — | SCIENCE STRATEGIC ACQ ALPHA | 200,000 | $1,960 | 0.4% | $9.71 | — | COM CL A | 808641104 |
| — | AUSTERLITZ ACQUISITION CORP | 200,000 | $1,952 | 0.4% | $9.76 | — | SHS CL A | G0633D109 |
| — | HEALTHCARE RLTY TR | 67,730 | $1,869 | 0.3% | $27.98 | — | COM | 421946104 |
| — | FTAC ZEUS ACQUISITION COR | 150,000 | $1,484 | 0.3% | $9.89 | — | CLASS A COM | 30320F106 |
| — | PRIMAVERA CAPITAL ACQUIST CO | 125,000 | $1,230 | 0.2% | $9.70 | — | SHS CL A | G7255E109 |
| SLAMF | SLAM CORP | 125,000 | $1,226 | 0.2% | $9.80 | 0.0% | CL A SHS | G8210L105 |
| — | KKR ACQUISITION HOLDING I CO | 125,000 | $1,224 | 0.2% | $9.79 | — | COM CLASS A | 48253T109 |
| — | TALON 1 ACQUISITION CORP | 100,000 | $1,007 | 0.2% | $10.07 | — | CLASS A ORD | G86656108 |
| — | CHURCHILL CAPITAL CORP VII | 78,191 | $765 | 0.1% | $9.78 | — | COM CL A | 17144M102 |
| — | LIVEPERSON INC | 1,000 | $735 | 0.1% | $735.00 | — | NOTE 12/1 | 538146AD3 |
| — | VONAGE HLDGS CORP | 4,394 | $692 | 0.1% | — | — | Put | 92886T951 |
| — | VINTAGE WINE ESTATES INC | 420,900 | $589 | 0.1% | $1.40 | — | *W EXP 06/08/202 | 92747V114 |
| — | SPDR SER TR | 1,600 | $575 | 0.1% | — | — | Put | 78464A958 |
| — | CC NEUBERGER PRINCIPAL HOLDN | 57,400 | $565 | 0.1% | $9.76 | — | SHS CL A | G1992N100 |
| CSTM | CONSTELLIUM SE | 42,839 | $562 | 0.1% | $11.48 | +39.3% | CL A SHS | F21107101 |
| — | CONCORD ACQUISITION CORP III | 50,000 | $497 | 0.1% | $9.94 | — | COM CL A | 20607V106 |
| — | DIAMONDHEAD HOLDINGS CORP | 50,000 | $491 | 0.1% | $9.70 | — | CL A | 25278L105 |
| — | FINTECH ACQUISITION CORP VI | 25,000 | $247 | 0.0% | $9.88 | — | CLASS A COM | 31811H106 |
| — | FTAC ATHENA ACQUISITION CORP | 25,000 | $245 | 0.0% | $9.80 | — | CL A SHS | G37283101 |
| — | BULLPEN PARLAY ACQUISITION C | 22,814 | $226 | 0.0% | $9.91 | — | CLASS A ORD SHS | G1792A100 |
| — | GORES TECHNOLOGY PARTNERS II | 22,320 | $219 | 0.0% | $9.81 | — | CLASS A COM | 38287L107 |
| — | GORES TECHNOLOGY PARTNERS IN | 20,300 | $199 | 0.0% | $9.80 | — | CLASS A COM | 382870103 |
| — | SVF INVESTMENT CORP 2 | 20,000 | $196 | 0.0% | $10.15 | — | CL A SHS | G8601M100 |
| — | TISHMAN SPEYER INNOVATION CO | 20,000 | $196 | 0.0% | $9.80 | — | COM CL A | 88825H100 |
| — | GORES HOLDINGS IX INC | 12,764 | $126 | 0.0% | $9.87 | — | UNIT 01/14/2029 | 38287A200 |
| BKSY/WS | BLACKSKY TECHNOLOGY INC | 265,081 | $95 | 0.0% | $0.36 | — | *W EXP 10/30/202 | 09263B116 |
| EVTWF | VERTICAL AEROSPACE LTD | 240,000 | $92 | 0.0% | $0.38 | — | *W EXP 09/15/202 | G9471C115 |
| JOBY/WS | JOBY AVIATION INC | 75,000 | $79 | 0.0% | $1.05 | — | *W EXP 08/10/202 | G65163118 |
| ORGNW | ORIGIN MATERIALS INC | 76,667 | $74 | 0.0% | $0.97 | — | *W EXP 06/25/202 | 68622D114 |
| — | DECARBONIZATION PLUS ACQUISI | 249,999 | $65 | 0.0% | $0.26 | — | *W EXP 07/15/202 | G2773W111 |
| ALVOW | ALVOTECH | 62,500 | $64 | 0.0% | $1.02 | — | *W EXP 06/15/202 | L01800116 |
| — | CC NEUBERGER PRIN HLDGS II | 125,000 | $58 | 0.0% | $1.75 | — | *W EXP 07/29/202 | G3166T111 |
| SLDPW | SOLID POWER INC | 45,387 | $50 | 0.0% | $1.10 | — | *W EXP 12/08/202 | 83422N113 |
| — | AVANTI ACQUISITION CORP | 500,000 | $45 | 0.0% | $1.67 | — | *W EXP 99/99/999 | G0682V125 |
| FLDDW | FTAC EMERALD ACQUISITION COR | 275,000 | $44 | 0.0% | $0.16 | — | *W EXP 10/19/202 | 29103K118 |
| — | WORLD QUANTUM GROWTH ACQUISI | 249,999 | $42 | 0.0% | $0.17 | — | *W EXP 08/04/202 | G5596W127 |
| SSTPW | SYSTEM1 INC | 56,666 | $40 | 0.0% | $0.71 | — | *W EXP 99/99/999 | 87200P117 |
| — | GORES HOLDINGS IX INC | 74,461 | $37 | 0.0% | $0.50 | — | *W EXP 01/14/202 | 38287A119 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD | 75,000 | $34 | 0.0% | $3.47 | — | *W EXP 09/26/202 | G8251L113 |
| — | SCREAMING EAGLE ACQUISITN CO | 83,333 | $32 | 0.0% | $0.38 | — | *W EXP 01/05/202 | G79407121 |
| SKILW | SKILLSOFT CORP | 58,207 | $32 | 0.0% | $0.55 | — | *W EXP 06/11/202 | 83066P119 |
| — | JATT ACQUISITION CORP | 187,500 | $32 | 0.0% | $0.17 | — | *W EXP 07/19/202 | G50752123 |
| JWSWF | JAWS MUSTANG ACQUISITION COR | 100,000 | $30 | 0.0% | $1.26 | — | *W EXP 01/30/202 | G50737124 |
| — | BLEUACACIA LTD | 225,000 | $26 | 0.0% | $0.12 | — | RIGHT 10/30/2026 | G11728139 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD | 50,000 | $24 | 0.0% | $3.76 | — | *W EXP 09/26/202 | G82514111 |
| — | JAWS HURRICANE ACQUISITN COR | 62,500 | $24 | 0.0% | $0.38 | — | *W EXP 03/26/202 | 47201B111 |
| — | ELLIOTT OPPORTUNITY II CORP | 62,500 | $23 | 0.0% | $0.37 | — | *W EXP 03/02/202 | G30092111 |
| — | FTAC HERA ACQUISITION CORP | 75,000 | $18 | 0.0% | $0.24 | — | *W EXP 02/28/202 | G3728Y111 |
| — | ARES ACQUISITION CORPORATION | 80,000 | $18 | 0.0% | $1.25 | — | *W EXP 99/99/999 | G33032122 |
| — | MOTIVE CAPITAL CORP II | 66,666 | $17 | 0.0% | $0.26 | — | *W EXP 99/99/999 | G6293R114 |
| — | GLOBAL TECHNOLGY ACQSTN CORP | 112,500 | $14 | 0.0% | $0.12 | — | *W EXP 10/19/202 | G3934N115 |
| — | THUNDER BRIDGE CAP PRTNRS II | 60,000 | $14 | 0.0% | $1.30 | — | *W EXP 02/01/202 | 88605T118 |
| — | AUSTERLITZ ACQUISITION CORP | 50,000 | $14 | 0.0% | $0.28 | — | *W EXP 02/19/202 | G0633D125 |
| — | WARBURG PINCUS CAPTAL CORP I | 40,000 | $12 | 0.0% | $0.30 | — | *W EXP 99/99/999 | G9461D115 |
| — | L CATTERTON ASIA ACQUISITION | 116,666 | $12 | 0.0% | $0.10 | — | *W EXP 03/08/202 | G5346G117 |
| — | FTAC ZEUS ACQUISITION COR | 75,000 | $12 | 0.0% | $0.16 | — | *W EXP 04/15/202 | 30320F114 |
| — | AUSTERLITZ ACQUISITION CORP | 62,500 | $11 | 0.0% | $0.18 | — | *W EXP 02/19/202 | G0633U127 |
| BLEUW | BLEUACACIA LTD | 112,500 | $11 | 0.0% | $0.10 | — | *W EXP 10/30/202 | G11728113 |
| WPCBF | WARBURG PINCUS CAPTAL CORP I | 40,000 | $11 | 0.0% | $0.28 | — | *W EXP 99/99/999 | G9460M124 |
| — | KKR ACQUISITION HOLDING I CO | 31,250 | $11 | 0.0% | $0.35 | — | *W EXP 03/17/202 | 48253T117 |
| — | PRIMAVERA CAPITAL ACQUIST CO | 62,500 | $11 | 0.0% | $0.99 | — | *W EXP 01/19/202 | G7255E117 |
| — | HEALTH ASSURN ACQUISITION CO | 50,000 | $9 | 0.0% | $2.54 | — | *W EXP 11/12/202 | 42226W117 |
| — | FATHOM DIGITAL MFG CORP | 25,000 | $9 | 0.0% | $0.36 | — | *W EXP 12/22/202 | 31189Y111 |
| — | SLAM CORP | 31,250 | $8 | 0.0% | $0.26 | — | *W EXP 02/23/202 | G8210L121 |
| — | ORION ACQUISITION CORP | 55,000 | $8 | 0.0% | $0.15 | — | *W EXP 02/19/202 | 68626A116 |
| — | TALON 1 ACQUISITION CORP | 50,000 | $8 | 0.0% | $0.16 | — | *W EXP 07/30/202 | G86656116 |
| — | ALIBABA GROUP HLDG LTD | 134,783 | $8 | 0.0% | — | — | Call | 01609W902 |
| — | SCIENCE STRATEGIC ACQ ALPHA | 66,666 | $6 | 0.0% | $0.86 | — | *W EXP 01/20/202 | 808641112 |
| — | SILVER SPIKE ACQUISITN CORP | 75,000 | $5 | 0.0% | $0.07 | — | *W EXP 02/26/202 | G8201H113 |
| — | CHURCHILL CAPITAL CORP VII | 15,638 | $5 | 0.0% | $0.32 | — | *W EXP 02/29/202 | 17144M110 |
| — | CONCORD ACQUISITION CORP III | 25,000 | $5 | 0.0% | $0.20 | — | *W EXP 99/99/999 | 20607V114 |
| — | CC NEUBERGER PRINCIPAL HOLDN | 11,480 | $3 | 0.0% | $1.31 | — | *W EXP 99/99/999 | G1992N126 |
| — | BULLPEN PARLAY ACQUISITION C | 10,000 | $1 | 0.0% | $0.10 | — | *W EXP 12/03/202 | G1792A118 |
| — | DIAMONDHEAD HOLDINGS CORP | 12,500 | $1 | 0.0% | $1.04 | — | *W EXP 01/28/202 | 25278L113 |