CIK: 0001614986 · Show all filings
Period: Q3 2022 (← Previous) (Next →)
Filing Date: Nov 9, 2022
Total Value ($000): $705,477 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | KBR INC | 27,064 | $48,060 | 6.8% | $1668.55 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | ACTIVISION BLIZZARD INC | 528,282 | $39,722 | 5.6% | $80.67 | — | COM | 00507V109 |
| — | PALO ALTO NETWORKS INC | 15,900 | $27,279 | 3.9% | $1713.63 | — | NOTE 0.375% 6/0 | 697435AF2 |
| FHN | FIRST HORIZON CORPORATION | 1,105,353 | $25,539 | 3.6% | $18.74 | +7.1% | COM | 320517105 |
| — | LUMENTUM HLDGS INC | 19,409 | $24,385 | 3.5% | $1508.17 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | ZSCALER INC | 17,997 | $23,627 | 3.3% | $1236.15 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | BGC PARTNERS INC | 7,287,564 | $23,575 | 3.3% | $5.02 | — | CL A | 05541T101 |
| — | ALTAIR ENGR INC | 17,243 | $19,397 | 2.7% | $1431.51 | — | NOTE 0.250% 6/0 | 021369AA1 |
| — | FTI CONSULTING INC | 11,190 | $18,585 | 2.6% | $1413.02 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | ON SEMICONDUCTOR CORP | 13,507 | $18,340 | 2.6% | $1357.81 | — | NOTE 5/0 | 682189AS4 |
| — | MONGODB INC | 14,858 | $17,946 | 2.5% | $1207.83 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | LIBERTY MEDIA CORP DEL | 449,267 | $17,108 | 2.4% | $46.49 | — | COM C SIRIUSXM | 531229607 |
| TMUS | T-MOBILE US INC | 121,771 | $16,464 | 2.3% | $130.08 | +4.3% | COM | 872590104 |
| CLVT 5.25 06/01/24 A | CLARIVATE PLC | 379,125 | $16,023 | 2.3% | $52.02 | — | 5.25% PFD CONV A | G21810208 |
| — | ENPHASE ENERGY INC | 13,500 | $15,896 | 2.3% | $1177.48 | — | NOTE 3/0 | 29355AAH0 |
| — | INSULET CORP | 12,500 | $15,125 | 2.1% | $1174.48 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | CONTINENTAL RES INC | 203,108 | $13,633 | 1.9% | $67.12 | — | COM | 212015101 |
| — | RAPID7 INC | 12,500 | $12,895 | 1.8% | $1183.36 | — | NOTE 2.250% 5/0 | 753422AD6 |
| — | ENVISTA HOLDINGS CORPORATION | 7,500 | $12,792 | 1.8% | $1705.60 | — | NOTE 2.375% 6/0 | 29415FAB0 |
| OSG | AMBAC FINL GROUP INC | 952,957 | $12,279 | 1.7% | $14.26 | -6.6% | COM NEW | 023139884 |
| — | DEXCOM INC | 5,951 | $12,215 | 1.7% | $2052.60 | — | NOTE 0.750%12/0 | 252131AH0 |
| — | GREENBRIER COS INC | 14,500 | $11,859 | 1.7% | $817.86 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | CARNIVAL CORP | 10,000 | $10,778 | 1.5% | $1077.80 | — | NOTE 5.750%10/0 | 143658BT8 |
| — | WORKIVA INC | 8,785 | $10,632 | 1.5% | $1792.49 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | NATERA INC | 7,500 | $10,509 | 1.5% | $1401.20 | — | NOTE 2.250% 5/0 | 632307AB0 |
| — | INFINERA CORP | 10,000 | $10,246 | 1.5% | $1024.60 | — | DEBT 3.750% 8/0 | 45667GAF0 |
| — | MARRIOTT VACATIONS WORLDWIDE | 9,761 | $9,117 | 1.3% | $915.07 | — | NOTE 1/1 | 57164YAD9 |
| — | AVANTI ACQUISITION CORP | 900,000 | $9,009 | 1.3% | $10.30 | — | SHS CL A | G0682V109 |
| — | CINEMARK HLDGS INC | 7,500 | $8,601 | 1.2% | $1146.80 | — | NOTE 4.500% 8/1 | 17243VAB8 |
| — | MIDDLEBY CORP | 7,000 | $8,160 | 1.2% | $1165.71 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | FORTRESS TRANS INFRST INVS L | 521,103 | $8,061 | 1.1% | $27.17 | — | CL A COM SHS | 34960P101 |
| — | SAREPTA THERAPEUTICS INC | 7,500 | $7,892 | 1.1% | $1052.27 | — | DEBT 1.250% 9/1 | 803607AC4 |
| — | LUMENTUM HLDGS INC | 7,993 | $7,626 | 1.1% | $1190.45 | — | NOTE 0.500%12/1 | 55024UAD1 |
| — | NATIONAL VISION HLDGS INC | 5,370 | $6,823 | 1.0% | $1154.95 | — | NOTE 2.500% 5/1 | 63845RAB3 |
| — | PURE STORAGE INC | 5,000 | $5,732 | 0.8% | $1146.40 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | PENN ENTERTAINMENT INC | 4,000 | $5,617 | 0.8% | $1404.25 | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | SILICON LABORATORIES INC | 4,500 | $5,441 | 0.8% | $1209.11 | — | NOTE 0.625% 6/1 | 826919AD4 |
| FLD | FTAC EMERALD ACQUISITION COR | 550,000 | $5,396 | 0.8% | $9.79 | +0.4% | CLASS A COM | 29103K100 |
| — | DECARBONIZATION PLUS ACQUISI | 500,000 | $5,025 | 0.7% | $9.92 | — | COM CL A | G2773W103 |
| — | WORLD QUANTUM GROWTH ACQUISI | 500,000 | $5,013 | 0.7% | $9.92 | — | SHS CL A | G5596W101 |
| — | PALO ALTO NETWORKS INC | 2,500 | $4,704 | 0.7% | $1838.69 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | ATLAS CORP | 322,956 | $4,520 | 0.6% | $14.00 | — | SHARES | Y0436Q109 |
| LBRDK | LIBERTY BROADBAND CORP | 53,101 | $4,069 | 0.6% | $137.96 | -27.8% | COM SER C | 530307305 |
| — | TRAVERE THERAPEUTICS INC | 3,800 | $4,011 | 0.6% | $1055.53 | — | NOTE 2.250% 3/0 | 89422GAA5 |
| — | LIBERTY MEDIA ACQUISITION CO | 400,000 | $3,976 | 0.6% | $10.08 | — | COM SR A | 53073L104 |
| JWSMF | JAWS MUSTANG ACQUISITION COR | 400,000 | $3,972 | 0.6% | $9.86 | +0.3% | SHS CL A | G50737108 |
| — | ARES ACQUISITION CORPORATION | 400,000 | $3,968 | 0.6% | $9.77 | — | COM CL A | G33032106 |
| U | UNITY SOFTWARE INC | 118,061 | $3,909 | 0.6% | $41.13 | 0.0% | COM | 91332U101 |
| — | JATT ACQUISITION CORP | 375,000 | $3,769 | 0.5% | $9.95 | — | SHS CL A | G50752107 |
| — | INFINERA CORP | 4,001 | $3,756 | 0.5% | $1003.00 | — | NOTE 2.500% 3/0 | 45667GAE3 |
| — | L CATTERTON ASIA ACQUISITION | 350,000 | $3,472 | 0.5% | $9.84 | — | CLASS A ORD SHS | G5346G125 |
| — | ETSY INC | 2,500 | $3,430 | 0.5% | $1372.00 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | BOX INC | 3,000 | $3,362 | 0.5% | $1120.67 | — | NOTE 1/1 | 10316TAB0 |
| — | FTAC HERA ACQUISITION CORP | 300,000 | $2,979 | 0.4% | $9.81 | — | CLASS A ORD SHS | G3728Y103 |
| — | SILVER SPIKE ACQUISITN CORP | 300,000 | $2,973 | 0.4% | $9.80 | — | CLASS A ORD SHS | G8201H105 |
| — | THUNDER BRIDGE CAP PRTNRS II | 300,000 | $2,955 | 0.4% | $9.71 | — | COM CL A | 88605T100 |
| — | CNX RES CORP | 2,044 | $2,887 | 0.4% | $1412.43 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| — | SCREAMING EAGLE ACQUISITN CO | 275,800 | $2,666 | 0.4% | $9.60 | — | CLASS A ORD SHS | G79407105 |
| — | BILL COM HLDGS INC | 2,200 | $2,480 | 0.4% | $1127.27 | — | NOTE 12/0 | 090043AB6 |
| ENOV | ENOVIS CORPORATION | 51,775 | $2,467 | 0.3% | $64.47 | -15.9% | COM | 194014502 |
| — | ELLIOTT OPPORTUNITY II CORP | 250,000 | $2,456 | 0.3% | $9.74 | — | SHS CL A | G30092103 |
| — | AUSTERLITZ ACQUISITION CORP | 250,000 | $2,453 | 0.3% | $9.75 | — | COM CL A | G0633U101 |
| — | JAWS HURRICANE ACQUISITN COR | 250,000 | $2,438 | 0.3% | $9.71 | — | CLASS A COM | 47201B103 |
| GTAC | GLOBAL TECHNOLGY ACQSTN CORP | 225,000 | $2,273 | 0.3% | $9.97 | — | CLASS A ORD | G3934N107 |
| — | BLEUACACIA LTD | 225,000 | $2,219 | 0.3% | $9.73 | — | CLASS A ORD SHS | G11728105 |
| — | ORION ACQUISITION CORP | 220,000 | $2,166 | 0.3% | $9.79 | — | COM CL A | 68626A108 |
| — | GORES HOLDINGS IX INC | 223,383 | $2,162 | 0.3% | $9.64 | — | CLASS A COM | 38287A101 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD | 200,000 | $2,002 | 0.3% | $12.30 | — | SHS CL A | G8251L105 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD | 200,000 | $2,000 | 0.3% | $14.00 | — | SHS CL A | G82514103 |
| — | MOTIVE CAPITAL CORP II | 200,000 | $1,998 | 0.3% | $9.88 | — | CL A ORD | G6293R106 |
| — | HEALTH ASSURN ACQUISITION CO | 200,000 | $1,996 | 0.3% | $10.13 | — | COM CL A | 42226W109 |
| — | WARBURG PINCUS CAPTAL CORP I | 200,000 | $1,984 | 0.3% | $9.81 | — | SHS CL A | G9460M108 |
| — | WARBURG PINCUS CAPTAL CORP I | 200,000 | $1,984 | 0.3% | $9.81 | — | SHS CL A | G9461D107 |
| — | SCIENCE STRATEGIC ACQ ALPHA | 200,000 | $1,972 | 0.3% | $9.71 | — | COM CL A | 808641104 |
| — | USHG ACQUISITION CORP | 200,000 | $1,970 | 0.3% | $9.81 | — | COM CL A | 91748P100 |
| — | AUSTERLITZ ACQUISITION CORP | 200,000 | $1,962 | 0.3% | $9.76 | — | SHS CL A | G0633D109 |
| — | HUBSPOT INC | 1,250 | $1,508 | 0.2% | $1206.40 | — | NOTE 0.375% 6/0 | 443573AD2 |
| — | FTAC ZEUS ACQUISITION COR | 150,000 | $1,493 | 0.2% | $9.89 | — | CLASS A COM | 30320F106 |
| — | PRIMAVERA CAPITAL ACQUIST CO | 125,000 | $1,244 | 0.2% | $9.70 | — | SHS CL A | G7255E109 |
| SLAMF | SLAM CORP | 125,000 | $1,240 | 0.2% | $9.80 | +0.6% | CL A SHS | G8210L105 |
| — | KKR ACQUISITION HOLDING I CO | 125,000 | $1,229 | 0.2% | $9.79 | — | COM CLASS A | 48253T109 |
| FIP | FTAI INFRASTRUCTURE INC | 457,896 | $1,076 | 0.2% | $2.61 | 0.0% | COMMON STOCK | 35953C106 |
| — | TALON 1 ACQUISITION CORP | 100,000 | $1,019 | 0.1% | $10.07 | — | CLASS A ORD | G86656108 |
| PLTK | PLAYTIKA HLDG CORP | 97,990 | $946 | 0.1% | $11.53 | 0.0% | COM | 72815L107 |
| — | CHURCHILL CAPITAL CORP VII | 78,191 | $770 | 0.1% | $9.78 | — | COM CL A | 17144M102 |
| — | UPWORK INC | 1,000 | $726 | 0.1% | $726.00 | — | NOTE 0.250% 8/1 | 91688FAB0 |
| — | LIVEPERSON INC | 1,000 | $681 | 0.1% | $735.00 | — | NOTE 12/1 | 538146AD3 |
| — | CC NEUBERGER PRINCIPAL HOLDN | 57,400 | $570 | 0.1% | $9.76 | — | SHS CL A | G1992N100 |
| — | AMBAC FINL GROUP INC | 3,841 | $540 | 0.1% | — | — | Call | 023139904 |
| — | CONCORD ACQUISITION CORP III | 50,000 | $502 | 0.1% | $9.94 | — | COM CL A | 20607V106 |
| — | DIAMONDHEAD HOLDINGS CORP | 50,000 | $494 | 0.1% | $9.70 | — | CL A | 25278L105 |
| CSTM | CONSTELLIUM SE | 42,839 | $439 | 0.1% | $11.48 | +15.5% | CL A SHS | F21107101 |
| FIVN | FIVE9 INC | 4,641 | $359 | 0.1% | $97.14 | 0.0% | COM | 338307101 |
| — | PLAYTIKA HLDG CORP | 622 | $333 | 0.0% | — | — | Put | 72815L957 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 2,822 | $272 | 0.0% | $96.39 | — | COM NEW | 049164205 |
| — | CLARIVATE PLC | 5,682 | $250 | 0.0% | — | — | Call | G21810909 |
| — | FINTECH ACQUISITION CORP VI | 25,000 | $249 | 0.0% | $9.88 | — | CLASS A COM | 31811H106 |
| — | FTAC ATHENA ACQUISITION CORP | 25,000 | $248 | 0.0% | $9.80 | — | CL A SHS | G37283101 |
| — | BULLPEN PARLAY ACQUISITION C | 22,814 | $230 | 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 | $200 | 0.0% | $9.80 | — | CLASS A COM | 382870103 |
| — | SVF INVESTMENT CORP 2 | 20,000 | $198 | 0.0% | $10.15 | — | CL A SHS | G8601M100 |
| — | TISHMAN SPEYER INNOVATION CO | 20,000 | $197 | 0.0% | $9.80 | — | COM CL A | 88825H100 |
| WBD | WARNER BROS DISCOVERY INC | 15,356 | $184 | 0.0% | $13.59 | 0.0% | COM SER A | 934423104 |
| — | VINTAGE WINE ESTATES INC | 415,253 | $179 | 0.0% | $1.40 | — | *W EXP 06/08/202 | 92747V114 |
| EVTWF | VERTICAL AEROSPACE LTD | 240,000 | $149 | 0.0% | $0.38 | — | *W EXP 09/15/202 | G9471C115 |
| — | DECARBONIZATION PLUS ACQUISI | 249,999 | $131 | 0.0% | $0.26 | — | *W EXP 07/15/202 | G2773W111 |
| — | GORES HOLDINGS IX INC | 12,764 | $126 | 0.0% | $9.87 | — | UNIT 01/14/2029 | 38287A200 |
| ORGNW | ORIGIN MATERIALS INC | 76,667 | $84 | 0.0% | $0.97 | — | *W EXP 06/25/202 | 68622D114 |
| JOBY/WS | JOBY AVIATION INC | 75,000 | $62 | 0.0% | $1.05 | — | *W EXP 08/10/202 | G65163118 |
| SSTPW | SYSTEM1 INC | 56,666 | $56 | 0.0% | $0.71 | — | *W EXP 99/99/999 | 87200P117 |
| BKSY/WS | BLACKSKY TECHNOLOGY INC | 265,081 | $53 | 0.0% | $0.36 | — | *W EXP 09/09/202 | 09263B116 |
| SLDPW | SOLID POWER INC | 45,387 | $48 | 0.0% | $1.10 | — | *W EXP 12/08/202 | 83422N113 |
| ALVOW | ALVOTECH | 62,500 | $44 | 0.0% | $1.02 | — | *W EXP 06/15/202 | L01800116 |
| FLDDW | FTAC EMERALD ACQUISITION COR | 275,000 | $37 | 0.0% | $0.16 | — | *W EXP 10/19/202 | 29103K118 |
| — | BLEUACACIA LTD | 225,000 | $26 | 0.0% | $0.12 | — | RIGHT 10/30/2026 | G11728139 |
| — | GORES HOLDINGS IX INC | 74,461 | $26 | 0.0% | $0.50 | — | *W EXP 01/14/202 | 38287A119 |
| — | JATT ACQUISITION CORP | 187,500 | $24 | 0.0% | $0.17 | — | *W EXP 07/19/202 | G50752123 |
| — | GLOBAL TECHNOLGY ACQSTN CORP | 112,500 | $18 | 0.0% | $0.12 | — | *W EXP 10/19/202 | G3934N115 |
| — | SCREAMING EAGLE ACQUISITN CO | 83,333 | $18 | 0.0% | $0.38 | — | *W EXP 01/05/202 | G79407121 |
| — | ALLEGO N V | 30,000 | $13 | 0.0% | $0.43 | — | *W EXP 03/16/202 | N0796A118 |
| — | AVANTI ACQUISITION CORP | 500,000 | $13 | 0.0% | $1.67 | — | *W EXP 99/99/999 | G0682V125 |
| JWSWF | JAWS MUSTANG ACQUISITION COR | 100,000 | $13 | 0.0% | $1.26 | — | *W EXP 01/30/202 | G50737124 |
| — | WORLD QUANTUM GROWTH ACQUISI | 249,999 | $12 | 0.0% | $0.17 | — | *W EXP 08/04/202 | G5596W127 |
| — | ARES ACQUISITION CORPORATION | 80,000 | $12 | 0.0% | $1.25 | — | *W EXP 99/99/999 | G33032122 |
| SKILW | SKILLSOFT CORP | 58,207 | $12 | 0.0% | $0.55 | — | *W EXP 06/11/202 | 83066P119 |
| — | JAWS HURRICANE ACQUISITN COR | 62,500 | $11 | 0.0% | $0.38 | — | *W EXP 03/26/202 | 47201B111 |
| — | MOTIVE CAPITAL CORP II | 66,666 | $11 | 0.0% | $0.26 | — | *W EXP 99/99/999 | G6293R114 |
| — | ELLIOTT OPPORTUNITY II CORP | 62,500 | $11 | 0.0% | $0.37 | — | *W EXP 03/02/202 | G30092111 |
| BLEUW | BLEUACACIA LTD | 112,500 | $9 | 0.0% | $0.10 | — | *W EXP 10/30/202 | G11728113 |
| — | PRIMAVERA CAPITAL ACQUIST CO | 62,500 | $8 | 0.0% | $0.99 | — | *W EXP 01/19/202 | G7255E117 |
| — | FTAC ZEUS ACQUISITION COR | 75,000 | $8 | 0.0% | $0.16 | — | *W EXP 04/15/202 | 30320F114 |
| — | FTAC HERA ACQUISITION CORP | 75,000 | $7 | 0.0% | $0.24 | — | *W EXP 02/28/202 | G3728Y111 |
| — | AUSTERLITZ ACQUISITION CORP | 62,500 | $6 | 0.0% | $0.18 | — | *W EXP 02/19/202 | G0633U127 |
| — | THUNDER BRIDGE CAP PRTNRS II | 60,000 | $6 | 0.0% | $1.30 | — | *W EXP 02/01/202 | 88605T118 |
| — | AUSTERLITZ ACQUISITION CORP | 50,000 | $5 | 0.0% | $0.28 | — | *W EXP 02/19/202 | G0633D125 |
| — | L CATTERTON ASIA ACQUISITION | 116,666 | $5 | 0.0% | $0.10 | — | *W EXP 03/08/202 | G5346G117 |
| — | CONCORD ACQUISITION CORP III | 25,000 | $4 | 0.0% | $0.20 | — | *W EXP 99/99/999 | 20607V114 |
| — | FATHOM DIGITAL MFG CORP | 25,000 | $3 | 0.0% | $0.36 | — | *W EXP 12/22/202 | 31189Y111 |
| — | DIAMONDHEAD HOLDINGS CORP | 12,500 | $3 | 0.0% | $1.04 | — | *W EXP 01/28/202 | 25278L113 |
| — | KKR ACQUISITION HOLDING I CO | 31,250 | $3 | 0.0% | $0.35 | — | *W EXP 03/17/202 | 48253T117 |
| — | TALON 1 ACQUISITION CORP | 50,000 | $3 | 0.0% | $0.16 | — | *W EXP 07/30/202 | G86656116 |
| — | SCIENCE STRATEGIC ACQ ALPHA | 66,666 | $3 | 0.0% | $0.86 | — | *W EXP 01/20/202 | 808641112 |
| — | ORION ACQUISITION CORP | 55,000 | $3 | 0.0% | $0.15 | — | *W EXP 02/19/202 | 68626A116 |
| — | SLAM CORP | 31,250 | $2 | 0.0% | $0.26 | — | *W EXP 02/23/202 | G8210L121 |
| — | SILVER SPIKE ACQUISITN CORP | 75,000 | $2 | 0.0% | $0.07 | — | *W EXP 02/26/202 | G8201H113 |
| — | WARBURG PINCUS CAPTAL CORP I | 40,000 | $2 | 0.0% | $0.30 | — | *W EXP 99/99/999 | G9461D115 |
| WPCBF | WARBURG PINCUS CAPTAL CORP I | 40,000 | $2 | 0.0% | $0.28 | — | *W EXP 99/99/999 | G9460M124 |
| — | CHURCHILL CAPITAL CORP VII | 15,638 | $2 | 0.0% | $0.32 | — | *W EXP 02/29/202 | 17144M110 |
| — | CC NEUBERGER PRINCIPAL HOLDN | 11,480 | $2 | 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 |
| — | HEALTH ASSURN ACQUISITION CO | 50,000 | $1 | 0.0% | $2.54 | — | *W EXP 11/12/202 | 42226W117 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD | 50,000 | $0 | 0.0% | $3.76 | — | *W EXP 09/26/202 | G82514111 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD | 75,000 | $0 | 0.0% | $3.47 | — | *W EXP 09/26/202 | G8251L113 |