CIK: 0001614986 · Show all filings
Period: Q4 2022 (← Previous) (Next →)
Filing Date: Feb 13, 2023
Total Value ($000): $903,435 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | KBR INC | 31,064 | $65,287 | 7.2% | $1724.32 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | ACTIVISION BLIZZARD INC | 499,749 | $38,208 | 4.2% | $80.67 | — | COM | 00507V109 |
| — | ON SEMICONDUCTOR CORP | 28,061 | $36,956 | 4.1% | $1336.64 | — | NOTE 5/0 | 682189AS4 |
| — | PALO ALTO NETWORKS INC | 23,400 | $34,371 | 3.8% | $1635.17 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | ZSCALER INC | 28,142 | $29,489 | 3.3% | $1168.27 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | BGC PARTNERS INC | 6,558,789 | $24,825 | 2.7% | $5.02 | — | CL A | 05541T101 |
| — | LUMENTUM HLDGS INC | 23,409 | $24,557 | 2.7% | $1429.72 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | INSULET CORP | 17,500 | $24,347 | 2.7% | $1236.42 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | WOLFSPEED INC | 14,000 | $22,381 | 2.5% | $1598.66 | — | NOTE 1.750% 5/0 | 225447AD3 |
| — | SAREPTA THERAPEUTICS INC | 11,898 | $21,872 | 2.4% | $1838.25 | — | DBCV 1.500%11/1 | 803607AB6 |
| — | ENVISTA HOLDINGS CORPORATION | 12,500 | $21,003 | 2.3% | $1695.44 | — | NOTE 2.375% 6/0 | 29415FAB0 |
| — | DATADOG INC | 19,257 | $20,994 | 2.3% | $1090.21 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | MONGODB INC | 17,923 | $20,981 | 2.3% | $1201.47 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | ON SEMICONDUCTOR CORP | 6,700 | $19,975 | 2.2% | $2981.36 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | ENPHASE ENERGY INC | 17,500 | $19,708 | 2.2% | $1165.75 | — | NOTE 3/0 | 29355AAH0 |
| OSG | AMBAC FINL GROUP INC | 1,144,140 | $19,353 | 2.1% | $14.36 | +3.4% | COM NEW | 023139884 |
| — | FTI CONSULTING INC | 12,190 | $19,340 | 2.1% | $1427.25 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | ALTAIR ENGR INC | 17,243 | $19,188 | 2.1% | $1431.51 | — | NOTE 0.250% 6/0 | 021369AA1 |
| — | CNX RES CORP | 13,044 | $19,160 | 2.1% | $1460.01 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| — | LIBERTY MEDIA CORP DEL | 449,091 | $17,622 | 2.0% | $46.49 | — | COM C SIRIUSXM | 531229607 |
| — | IONIS PHARMACEUTICALS INC | 17,500 | $16,097 | 1.8% | $919.84 | — | NOTE 4/0 | 462222AD2 |
| CLVT 5.25 06/01/24 A | CLARIVATE PLC | 424,125 | $16,063 | 1.8% | $50.52 | — | 5.25% PFD CONV A | G21810208 |
| — | DEXCOM INC | 5,951 | $16,059 | 1.8% | $2052.60 | — | NOTE 0.750%12/0 | 252131AH0 |
| — | PENN ENTERTAINMENT INC | 9,540 | $13,935 | 1.5% | $1437.05 | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | SAREPTA THERAPEUTICS INC | 12,150 | $13,887 | 1.5% | $1086.97 | — | DEBT 1.250% 9/1 | 803607AC4 |
| — | NATIONAL VISION HLDGS INC | 9,842 | $13,507 | 1.5% | $1253.76 | — | NOTE 2.500% 5/1 | 63845RAB3 |
| — | ETSY INC | 8,500 | $13,060 | 1.4% | $1488.06 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | CARNIVAL CORP | 10,000 | $11,231 | 1.2% | $1077.80 | — | NOTE 5.750%10/0 | 143658BT8 |
| — | AKAMAI TECHNOLOGIES INC | 10,500 | $11,082 | 1.2% | $1055.47 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | WORKIVA INC | 8,785 | $10,801 | 1.2% | $1792.49 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| FHN | FIRST HORIZON CORPORATION | 439,680 | $10,757 | 1.2% | $18.74 | +14.9% | COM | 320517105 |
| — | FORD MTR CO DEL | 11,000 | $10,410 | 1.2% | $946.36 | — | NOTE 3/1 | 345370CZ1 |
| — | GREENBRIER COS INC | 11,000 | $9,856 | 1.1% | $817.86 | — | NOTE 2.875% 4/1 | 393657AM3 |
| — | INFINERA CORP | 7,750 | $9,667 | 1.1% | $1024.60 | — | DEBT 3.750% 8/0 | 45667GAF0 |
| — | NATERA INC | 7,500 | $9,484 | 1.0% | $1401.20 | — | NOTE 2.250% 5/0 | 632307AB0 |
| — | BILL COM HLDGS INC | 7,500 | $7,672 | 0.8% | $1053.58 | — | NOTE 12/0 | 090043AB6 |
| TMUS | T-MOBILE US INC | 54,129 | $7,530 | 0.8% | $130.08 | +6.7% | COM | 872590104 |
| — | PALO ALTO NETWORKS INC | 4,773 | $7,495 | 0.8% | $1710.85 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | CINEMARK HLDGS INC | 7,500 | $7,250 | 0.8% | $1146.80 | — | NOTE 4.500% 8/1 | 17243VAB8 |
| — | MARRIOTT VACATIONS WORLDWIDE | 7,374 | $7,193 | 0.8% | $915.07 | — | NOTE 1/1 | 57164YAD9 |
| — | ENPHASE ENERGY INC | 6,000 | $6,986 | 0.8% | $1164.38 | — | NOTE 3/0 | 29355AAK3 |
| — | BURLINGTON STORES INC | 6,000 | $6,964 | 0.8% | $1160.74 | — | NOTE 2.250% 4/1 | 122017AB2 |
| DECK | DECKERS OUTDOOR CORP | 17,286 | $6,867 | 0.8% | $60.50 | 0.0% | COM | 243537107 |
| — | SPLUNK INC | 7,500 | $6,337 | 0.7% | $844.99 | — | NOTE 1.125% 6/1 | 848637AF1 |
| — | GREEN PLAINS INC | 5,000 | $5,960 | 0.7% | $1192.02 | — | NOTE 2.250% 3/1 | 393222AK0 |
| — | SILICON LABORATORIES INC | 4,500 | $5,617 | 0.6% | $1209.11 | — | NOTE 0.625% 6/1 | 826919AD4 |
| FLD | FTAC EMERALD ACQUISITION COR | 550,000 | $5,500 | 0.6% | $9.79 | +1.5% | CLASS A COM | 29103K100 |
| FTAI | FTAI AVIATION LTD | 315,871 | $5,370 | 0.6% | $15.67 | 0.0% | SHS | G3730V105 |
| — | 1LIFE HEALTHCARE INC | 317,112 | $5,304 | 0.6% | $16.72 | — | COM | 68269G107 |
| — | DECARBONIZATION PLUS ACQUISI | 500,000 | $5,100 | 0.6% | $9.92 | — | COM CL A | G2773W103 |
| — | WORLD QUANTUM GROWTH ACQUISI | 500,000 | $5,095 | 0.6% | $9.92 | — | SHS CL A | G5596W101 |
| — | TOPGOLF CALLAWAY BRANDS CORP | 3,560 | $4,643 | 0.5% | $1304.09 | — | NOTE 2.750% 5/0 | 131193AE4 |
| — | INSIGHT ENTERPRISES INC | 3,000 | $4,499 | 0.5% | $1499.54 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| LBRDK | LIBERTY BROADBAND CORP | 57,209 | $4,359 | 0.5% | $133.52 | -43.0% | COM SER C | 530307305 |
| JWSMF | JAWS MUSTANG ACQUISITION COR | 400,000 | $4,044 | 0.4% | $9.86 | +1.6% | SHS CL A | G50737108 |
| — | ARES ACQUISITION CORPORATION | 400,000 | $4,032 | 0.4% | $9.77 | — | COM CL A | G33032106 |
| — | BOX INC | 3,000 | $3,954 | 0.4% | $1120.67 | — | NOTE 1/1 | 10316TAB0 |
| — | JATT ACQUISITION CORP | 375,000 | $3,829 | 0.4% | $9.95 | — | SHS CL A | G50752107 |
| — | L CATTERTON ASIA ACQUISITION | 350,000 | $3,528 | 0.4% | $9.84 | — | CLASS A ORD SHS | G5346G125 |
| — | TRAVERE THERAPEUTICS INC | 3,800 | $3,470 | 0.4% | $1055.53 | — | NOTE 2.250% 3/0 | 89422GAA5 |
| — | AMERICAN AIRLINES GROUP INC | 3,000 | $3,171 | 0.4% | $1057.10 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | PARSONS CORP DEL | 2,700 | $3,066 | 0.3% | $1135.49 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | FTAC HERA ACQUISITION CORP | 300,000 | $3,027 | 0.3% | $9.81 | — | CLASS A ORD SHS | G3728Y103 |
| — | SILVER SPIKE ACQUISITN CORP | 300,000 | $3,024 | 0.3% | $9.80 | — | CLASS A ORD SHS | G8201H105 |
| — | THUNDER BRIDGE CAP PRTNRS II | 300,000 | $2,928 | 0.3% | $9.71 | — | COM CL A | 88605T100 |
| — | SCREAMING EAGLE ACQUISITN CO | 275,800 | $2,741 | 0.3% | $9.60 | — | CLASS A ORD SHS | G79407105 |
| TJX | TJX COS INC NEW | 32,299 | $2,565 | 0.3% | $70.72 | 0.0% | COM | 872540109 |
| ROST | ROSS STORES INC | 22,045 | $2,548 | 0.3% | $98.51 | 0.0% | COM | 778296103 |
| — | NEUROCRINE BIOSCIENCES INC | 1,600 | $2,513 | 0.3% | $1570.53 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | ELLIOTT OPPORTUNITY II CORP | 250,000 | $2,510 | 0.3% | $9.74 | — | SHS CL A | G30092103 |
| — | JAWS HURRICANE ACQUISITN COR | 250,000 | $2,495 | 0.3% | $9.71 | — | CLASS A COM | 47201B103 |
| GTAC | GLOBAL TECHNOLGY ACQSTN CORP | 225,000 | $2,318 | 0.3% | $9.97 | — | CLASS A ORD | G3934N107 |
| — | BLEUACACIA LTD | 225,000 | $2,259 | 0.3% | $9.73 | — | CLASS A ORD SHS | G11728105 |
| — | GORES HOLDINGS IX INC | 223,383 | $2,207 | 0.2% | $9.64 | — | CLASS A COM | 38287A101 |
| — | MOTIVE CAPITAL CORP II | 200,000 | $2,044 | 0.2% | $9.88 | — | CL A ORD | G6293R106 |
| ORLY | OREILLY AUTOMOTIVE INC | 2,413 | $2,031 | 0.2% | $53.77 | 0.0% | COM | 67103H107 |
| — | WARBURG PINCUS CAPTAL CORP I | 200,000 | $2,018 | 0.2% | $9.81 | — | SHS CL A | G9461D107 |
| — | WARBURG PINCUS CAPTAL CORP I | 200,000 | $2,018 | 0.2% | $9.81 | — | SHS CL A | G9460M108 |
| AZO | AUTOZONE INC | 805 | $1,977 | 0.2% | $2416.82 | 0.0% | COM | 053332102 |
| SPB | SPECTRUM BRANDS HLDGS INC NE | 28,170 | $1,730 | 0.2% | $50.41 | 0.0% | COM | 84790A105 |
| — | FTAC ZEUS ACQUISITION COR | 150,000 | $1,515 | 0.2% | $9.89 | — | CLASS A COM | 30320F106 |
| SLAMF | SLAM CORP | 125,000 | $1,263 | 0.1% | $9.80 | +2.0% | CL A SHS | G8210L105 |
| — | TALON 1 ACQUISITION CORP | 100,000 | $1,037 | 0.1% | $10.07 | — | CLASS A ORD | G86656108 |
| — | CHURCHILL CAPITAL CORP VII | 78,191 | $779 | 0.1% | $9.78 | — | COM CL A | 17144M102 |
| — | UPWORK INC | 1,000 | $749 | 0.1% | $726.00 | — | NOTE 0.250% 8/1 | 91688FAB0 |
| — | CC NEUBERGER PRINCIPAL HOLDN | 57,400 | $580 | 0.1% | $9.76 | — | SHS CL A | G1992N100 |
| — | CONCORD ACQUISITION CORP III | 50,000 | $510 | 0.1% | $9.94 | — | COM CL A | 20607V106 |
| CSTM | CONSTELLIUM SE | 42,839 | $509 | 0.1% | $11.48 | +1.8% | CL A SHS | F21107101 |
| — | DIAMONDHEAD HOLDINGS CORP | 50,000 | $503 | 0.1% | $9.70 | — | CL A | 25278L105 |
| LANV | LANVIN GROUP HOLDINGS LIMITE | 31,758 | $259 | 0.0% | $9.50 | 0.0% | SHS | G5380J100 |
| — | FTAC ATHENA ACQUISITION CORP | 25,000 | $253 | 0.0% | $9.80 | — | CL A SHS | G37283101 |
| FERG1GBX | FERGUSON PLC NEW | 1,922 | $244 | 0.0% | $127.14 | — | SHS | G3421J106 |
| — | BULLPEN PARLAY ACQUISITION C | 22,814 | $234 | 0.0% | $9.91 | — | CLASS A ORD SHS | G1792A100 |
| — | CLARIVATE PLC | 5,728 | $226 | 0.0% | — | — | Call | G21810909 |
| FIP | FTAI INFRASTRUCTURE INC | 73,564 | $213 | 0.0% | $2.61 | -2.5% | COMMON STOCK | 35953C106 |
| — | SVF INVESTMENT CORP 2 | 20,000 | $202 | 0.0% | $10.15 | — | CL A SHS | G8601M100 |
| — | DECARBONIZATION PLUS ACQUISI | 249,999 | $151 | 0.0% | $0.26 | — | *W EXP 07/15/202 | G2773W111 |
| WBD | WARNER BROS DISCOVERY INC | 15,356 | $143 | 0.0% | $13.59 | -16.9% | COM SER A | 934423104 |
| — | GORES HOLDINGS IX INC | 12,764 | $125 | 0.0% | $9.87 | — | UNIT 01/14/2029 | 38287A200 |
| — | VINTAGE WINE ESTATES INC | 415,253 | $125 | 0.0% | $1.40 | — | *W EXP 06/08/202 | 92747V114 |
| EVTWF | VERTICAL AEROSPACE LTD | 240,000 | $72 | 0.0% | $0.38 | — | *W EXP 09/15/202 | G9471C115 |
| ALVOW | ALVOTECH | 62,500 | $66 | 0.0% | $1.02 | — | *W EXP 06/15/202 | L01800116 |
| ORGNW | ORIGIN MATERIALS INC | 76,667 | $66 | 0.0% | $0.97 | — | *W EXP 06/25/202 | 68622D114 |
| — | ARES ACQUISITION CORPORATION | 80,000 | $38 | 0.0% | $1.25 | — | *W EXP 02/02/202 | G33032122 |
| JOBY/WS | JOBY AVIATION INC | 75,000 | $36 | 0.0% | $1.05 | — | *W EXP 08/10/202 | G65163118 |
| BKSY/WS | BLACKSKY TECHNOLOGY INC | 265,081 | $33 | 0.0% | $0.36 | — | *W EXP 09/09/202 | 09263B116 |
| SSTPW | SYSTEM1 INC | 56,666 | $24 | 0.0% | $0.71 | — | *W EXP 99/99/999 | 87200P117 |
| — | SCREAMING EAGLE ACQUISITN CO | 83,333 | $21 | 0.0% | $0.38 | — | *W EXP 01/05/202 | G79407121 |
| — | JATT ACQUISITION CORP | 187,500 | $18 | 0.0% | $0.17 | — | *W EXP 07/19/202 | G50752123 |
| SLDPW | SOLID POWER INC | 45,387 | $17 | 0.0% | $1.10 | — | *W EXP 12/08/202 | 83422N113 |
| — | GORES HOLDINGS IX INC | 74,461 | $14 | 0.0% | $0.50 | — | *W EXP 01/14/202 | 38287A119 |
| LANV/WS | LANVIN GROUP HOLDINGS LIMITE | 62,500 | $14 | 0.0% | $0.22 | — | *W EXP 99/99/999 | G5380J118 |
| FLDDW | FTAC EMERALD ACQUISITION COR | 275,000 | $14 | 0.0% | $0.16 | — | *W EXP 10/19/202 | 29103K118 |
| — | JAWS HURRICANE ACQUISITN COR | 62,500 | $11 | 0.0% | $0.38 | — | *W EXP 03/26/202 | 47201B111 |
| — | BLEUACACIA LTD | 225,000 | $10 | 0.0% | $0.12 | — | RIGHT 10/30/2026 | G11728139 |
| SKILW | SKILLSOFT CORP | 58,207 | $7 | 0.0% | $0.55 | — | *W EXP 06/11/202 | 83066P119 |
| JWSWF | JAWS MUSTANG ACQUISITION COR | 100,000 | $6 | 0.0% | $1.26 | — | *W EXP 01/30/202 | G50737124 |
| — | ELLIOTT OPPORTUNITY II CORP | 62,500 | $6 | 0.0% | $0.37 | — | *W EXP 03/02/202 | G30092111 |
| — | L CATTERTON ASIA ACQUISITION | 116,666 | $5 | 0.0% | $0.10 | — | *W EXP 03/08/202 | G5346G117 |
| — | THUNDER BRIDGE CAP PRTNRS II | 60,000 | $5 | 0.0% | $1.30 | — | *W EXP 02/01/202 | 88605T118 |
| — | GLOBAL TECHNOLGY ACQSTN CORP | 112,500 | $5 | 0.0% | $0.12 | — | *W EXP 10/19/202 | G3934N115 |
| — | FTAC ZEUS ACQUISITION COR | 75,000 | $4 | 0.0% | $0.16 | — | *W EXP 04/15/202 | 30320F114 |
| — | ALLEGO N V | 30,000 | $3 | 0.0% | $0.43 | — | *W EXP 03/16/202 | N0796A118 |
| — | MOTIVE CAPITAL CORP II | 66,666 | $3 | 0.0% | $0.26 | — | *W EXP 99/99/999 | G6293R114 |
| — | WORLD QUANTUM GROWTH ACQUISI | 249,999 | $3 | 0.0% | $0.17 | — | *W EXP 08/04/202 | G5596W127 |
| — | FATHOM DIGITAL MFG CORP | 25,000 | $2 | 0.0% | $0.36 | — | *W EXP 12/22/202 | 31189Y111 |
| — | FTAC HERA ACQUISITION CORP | 75,000 | $2 | 0.0% | $0.24 | — | *W EXP 02/28/202 | G3728Y111 |
| — | CONCORD ACQUISITION CORP III | 25,000 | $2 | 0.0% | $0.20 | — | *W EXP 99/99/999 | 20607V114 |
| — | SLAM CORP | 31,250 | $2 | 0.0% | $0.26 | — | *W EXP 02/23/202 | G8210L121 |
| BLEUW | BLEUACACIA LTD | 112,500 | $2 | 0.0% | $0.10 | — | *W EXP 10/30/202 | G11728113 |
| — | SILVER SPIKE ACQUISITN CORP | 75,000 | $2 | 0.0% | $0.07 | — | *W EXP 02/26/202 | G8201H113 |
| — | DIAMONDHEAD HOLDINGS CORP | 12,500 | $1 | 0.0% | $1.04 | — | *W EXP 01/28/202 | 25278L113 |
| — | CHURCHILL CAPITAL CORP VII | 15,638 | $1 | 0.0% | $0.32 | — | *W EXP 02/29/202 | 17144M110 |
| — | CC NEUBERGER PRINCIPAL HOLDN | 11,480 | $1 | 0.0% | $1.31 | — | *W EXP 02/05/202 | G1992N126 |
| — | TALON 1 ACQUISITION CORP | 50,000 | $1 | 0.0% | $0.16 | — | *W EXP 07/30/202 | G86656116 |
| — | BULLPEN PARLAY ACQUISITION C | 10,000 | $0 | 0.0% | $0.10 | — | *W EXP 12/03/202 | G1792A118 |