CIK: 0001614986 · Show all filings
Period: Q1 2023 (← Previous) (Next →)
Filing Date: May 11, 2023
Total Value ($000): $1,063,189 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | KBR INC | 30,064 | $65,184 | 6.1% | $1724.32 | — | NOTE 2.500%11/0 | 48242WAB2 |
| — | HORIZON THERAPEUTICS PUB L | 563,706 | $61,450 | 5.8% | $109.01 | — | SHS | G46188101 |
| — | ON SEMICONDUCTOR CORP | 27,950 | $45,512 | 4.3% | $1336.64 | — | NOTE 5/0 | 682189AS4 |
| — | NATIONAL INSTRS CORP | 848,480 | $44,188 | 4.2% | $52.08 | — | COM | 636518102 |
| — | ACTIVISION BLIZZARD INC | 416,763 | $35,315 | 3.3% | $80.67 | — | COM | 00507V109 |
| — | ETSY INC | 23,640 | $33,672 | 3.2% | $1447.26 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | UNITED STATES STL CORP | 15,000 | $31,010 | 2.9% | $2067.36 | — | NOTE 5.000%11/0 | 912909AT5 |
| — | BGC PARTNERS INC | 5,916,219 | $30,794 | 2.9% | $5.02 | — | CL A | 05541T101 |
| — | CNX RES CORP | 21,044 | $29,121 | 2.7% | $1431.05 | — | NOTE 2.250% 5/0 | 12653CAG3 |
| — | ON SEMICONDUCTOR CORP | 7,155 | $28,324 | 2.7% | $3043.50 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | ALTAIR ENGR INC | 17,243 | $26,706 | 2.5% | $1431.51 | — | NOTE 0.250% 6/0 | 021369AA1 |
| — | ZSCALER INC | 25,000 | $26,155 | 2.5% | $1168.27 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | ENVISTA HOLDINGS CORPORATION | 12,500 | $24,649 | 2.3% | $1695.44 | — | NOTE 2.375% 6/0 | 29415FAB0 |
| — | LUMENTUM HLDGS INC | 23,409 | $24,540 | 2.3% | $1429.72 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | FTI CONSULTING INC | 12,190 | $23,665 | 2.2% | $1427.25 | — | NOTE 2.000% 8/1 | 302941AP4 |
| FIS | FIDELITY NATL INFORMATION SV | 430,320 | $22,510 | 2.1% | $60.38 | 0.0% | COM | 31620M106 |
| OSG | AMBAC FINL GROUP INC | 1,429,791 | $21,147 | 2.0% | $14.73 | +9.9% | COM NEW | 023139884 |
| — | INSULET CORP | 13,790 | $20,411 | 1.9% | $1236.42 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| ACI | ALBERTSONS COS INC | 937,066 | $19,186 | 1.8% | $19.06 | 0.0% | COMMON STOCK | 013091103 |
| — | IONIS PHARMACEUTICALS INC | 21,000 | $18,982 | 1.8% | $917.19 | — | NOTE 4/0 | 462222AD2 |
| — | AKAMAI TECHNOLOGIES INC | 18,500 | $18,477 | 1.7% | $1030.95 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | HUBSPOT INC | 11,800 | $18,351 | 1.7% | $1555.15 | — | NOTE 0.375% 6/0 | 443573AD2 |
| — | AMERICAN AIRLINES GROUP INC | 15,247 | $17,747 | 1.7% | $1142.92 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| CLVT 5.25 06/01/24 A | CLARIVATE PLC | 424,125 | $17,571 | 1.7% | $50.52 | — | 5.25% PFD CONV A | G21810208 |
| — | LIBERTY MEDIA CORP DEL | 615,091 | $16,792 | 1.6% | $41.31 | — | COM C SIRIUSXM | 531229607 |
| — | MONGODB INC | 13,423 | $16,695 | 1.6% | $1201.47 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | CHART INDS INC | 7,000 | $14,947 | 1.4% | $2135.28 | — | NOTE 1.000%11/1 | 16115QAE0 |
| — | INSIGHT ENTERPRISES INC | 7,000 | $14,422 | 1.4% | $1819.96 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| TMUS | T-MOBILE US INC | 97,614 | $14,107 | 1.3% | $134.48 | +4.1% | COM | 872590104 |
| — | PALO ALTO NETWORKS INC | 7,000 | $13,752 | 1.3% | $1635.17 | — | NOTE 0.375% 6/0 | 697435AF2 |
| — | PENN ENTERTAINMENT INC | 9,540 | $13,675 | 1.3% | $1437.05 | — | NOTE 2.750% 5/1 | 707569AU3 |
| — | DYNAVAX TECHNOLOGIES CORP | 10,500 | $12,620 | 1.2% | $1201.91 | — | NOTE 2.500% 5/1 | 268158AD4 |
| — | CATALENT INC | 175,283 | $11,472 | 1.1% | $65.45 | — | COM | 148806102 |
| MANU | MANCHESTER UTD PLC NEW | 481,321 | $10,974 | 1.0% | $22.68 | 0.0% | ORD CL A | G5784H106 |
| — | PTC THERAPEUTICS INC | 8,527 | $9,707 | 0.9% | $1138.44 | — | NOTE 1.500% 9/1 | 69366JAD3 |
| — | SOLAREDGE TECHNOLOGIES INC | 7,463 | $9,650 | 0.9% | $1293.00 | — | NOTE 9/1 | 83417MAD6 |
| — | VMWARE INC | 72,675 | $9,017 | 0.8% | $124.07 | — | CL A COM | 928563402 |
| — | MIDDLEBY CORP | 7,300 | $8,973 | 0.8% | $1229.22 | — | NOTE 1.000% 9/0 | 596278AB7 |
| — | CINEMARK HLDGS INC | 7,000 | $8,806 | 0.8% | $1146.80 | — | NOTE 4.500% 8/1 | 17243VAB8 |
| — | FOOT LOCKER INC | 183,774 | $7,481 | 0.7% | $40.71 | — | COM | 344849104 |
| — | PARSONS CORP DEL | 6,307 | $6,947 | 0.7% | $1116.05 | — | NOTE 0.250% 8/1 | 70202LAB8 |
| — | WORKIVA INC | 4,687 | $6,524 | 0.6% | $1792.49 | — | NOTE 1.125% 8/1 | 98139AAB1 |
| — | ARRAY TECHNOLOGIES INC | 6,000 | $6,289 | 0.6% | $1048.13 | — | NOTE 1.000%12/0 | 04271TAB6 |
| — | BOX INC | 5,500 | $6,283 | 0.6% | $1130.53 | — | NOTE 1/1 | 10316TAB0 |
| — | REVANCE THERAPEUTICS INC | 5,000 | $6,146 | 0.6% | $1229.24 | — | NOTE 1.750% 2/1 | 761330AB5 |
| LBRDK | LIBERTY BROADBAND CORP | 75,709 | $6,085 | 0.6% | $120.64 | -33.0% | COM SER C | 530307305 |
| SPB | SPECTRUM BRANDS HLDGS INC NE | 93,245 | $6,055 | 0.6% | $59.30 | +6.5% | COM | 84790A105 |
| — | GREEN PLAINS INC | 5,000 | $6,003 | 0.6% | $1192.02 | — | NOTE 2.250% 3/1 | 393222AK0 |
| — | OKTA INC | 6,500 | $5,873 | 0.6% | $903.55 | — | NOTE 0.125% 9/0 | 679295AD7 |
| FLD | FTAC EMERALD ACQUISITION COR | 550,000 | $5,621 | 0.5% | $9.79 | +3.5% | CLASS A COM | 29103K100 |
| — | PROGRESS SOFTWARE CORP | 5,000 | $5,445 | 0.5% | $1089.10 | — | NOTE 1.000% 4/1 | 743312AB6 |
| NWSA | NEWS CORP NEW | 304,442 | $5,214 | 0.5% | $17.83 | 0.0% | CL A | 65249B109 |
| SIMO | SILICON MOTION TECHNOLOGY CO | 79,146 | $5,186 | 0.5% | $65.52 | — | SPONSORED ADR | 82706C108 |
| — | TOPGOLF CALLAWAY BRANDS C | 3,560 | $4,877 | 0.5% | $1304.09 | — | NOTE 2.750% 5/0 | 131193AE4 |
| GMED | GLOBUS MED INC | 81,157 | $4,506 | 0.4% | $64.12 | 0.0% | CL A | 379577208 |
| BURL | BURLINGTON STORES INC | 22,443 | $4,467 | 0.4% | $218.50 | 0.0% | COM | 122017106 |
| TJX | TJX COS INC NEW | 56,309 | $4,341 | 0.4% | $72.82 | +3.9% | COM | 872540109 |
| — | SPLUNK INC | 5,000 | $4,299 | 0.4% | $844.99 | — | NOTE 1.125% 6/1 | 848637AF1 |
| — | VEECO INSTRS INC DEL | 3,747 | $4,154 | 0.4% | $1108.75 | — | NOTE 3.500% 1/1 | 922417AG5 |
| — | ARES ACQUISITION CORPORATION | 400,000 | $4,132 | 0.4% | $9.77 | — | COM CL A | G33032106 |
| — | PATRICK INDS INC | 4,500 | $4,108 | 0.4% | $912.97 | — | NOTE 1.750%12/0 | 703343AG8 |
| FERG1GBX | FERGUSON PLC NEW | 30,723 | $4,077 | 0.4% | $132.36 | — | SHS | G3421J106 |
| ROST | ROSS STORES INC | 38,780 | $4,020 | 0.4% | $102.95 | +5.7% | COM | 778296103 |
| JWSMF | JAWS MUSTANG ACQUISITION COR | 400,000 | $4,012 | 0.4% | $9.86 | +2.1% | SHS CL A | G50737108 |
| — | L CATTERTON ASIA ACQUISITION | 350,000 | $3,574 | 0.3% | $9.84 | — | CLASS A ORD SHS | G5346G125 |
| BTE | BAYTEX ENERGY CORP | 871,138 | $3,275 | 0.3% | $3.90 | 0.0% | COM | 07317Q105 |
| — | SCREAMING EAGLE ACQUISITN CO | 275,800 | $2,802 | 0.3% | $9.60 | — | CLASS A ORD SHS | G79407105 |
| — | ELLIOTT OPPORTUNITY II CORP | 250,000 | $2,558 | 0.2% | $9.74 | — | SHS CL A | G30092103 |
| — | JAWS HURRICANE ACQUISITN COR | 250,000 | $2,540 | 0.2% | $9.71 | — | CLASS A COM | 47201B103 |
| GTAC | GLOBAL TECHNOLGY ACQSTN CORP | 225,000 | $2,354 | 0.2% | $9.97 | — | CLASS A ORD | G3934N107 |
| FTAI | FTAI AVIATION LTD | 86,124 | $2,344 | 0.2% | $15.67 | +42.1% | SHS | G3730V105 |
| — | BLEUACACIA LTD | 225,000 | $2,300 | 0.2% | $9.73 | — | CLASS A ORD SHS | G11728105 |
| — | GORES HOLDINGS IX INC | 223,383 | $2,247 | 0.2% | $9.64 | — | CLASS A COM | 38287A101 |
| — | NEUROCRINE BIOSCIENCES INC | 1,600 | $2,138 | 0.2% | $1570.53 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | MOTIVE CAPITAL CORP II | 200,000 | $2,089 | 0.2% | $9.88 | — | CL A ORD | G6293R106 |
| — | FTAC ZEUS ACQUISITION COR | 150,000 | $1,541 | 0.1% | $9.89 | — | CLASS A COM | 30320F106 |
| — | MANCHESTER UTD PLC NEW | 8,596 | $1,494 | 0.1% | — | — | Put | G5784H956 |
| SLAMF | SLAM CORP | 125,000 | $1,293 | 0.1% | $9.80 | +4.2% | CL A SHS | G8210L105 |
| — | LIBERTY MEDIA CORP DEL | 40,974 | $1,124 | 0.1% | $27.44 | — | COM A SIRIUSXM | 531229409 |
| — | TALON 1 ACQUISITION CORP | 100,000 | $1,056 | 0.1% | $10.07 | — | CLASS A ORD | G86656108 |
| — | AMC ENTMT HLDGS INC | 10,676 | $891 | 0.1% | — | — | Put | 00165C954 |
| — | UPWORK INC | 1,000 | $794 | 0.1% | $726.00 | — | NOTE 0.250% 8/1 | 91688FAB0 |
| — | CHURCHILL CAPITAL CORP VII | 78,191 | $793 | 0.1% | $9.78 | — | COM CL A | 17144M102 |
| — | CC NEUBERGER PRINCIPAL HOLDN | 57,400 | $592 | 0.1% | $9.76 | — | SHS CL A | G1992N100 |
| — | CONCORD ACQUISITION CORP III | 50,000 | $519 | 0.0% | $9.94 | — | COM CL A | 20607V106 |
| HALO | HALOZYME THERAPEUTICS INC | 12,956 | $480 | 0.0% | $46.91 | 0.0% | COM | 40637H109 |
| GEO | GEO GROUP INC NEW | 51,400 | $406 | 0.0% | $9.81 | 0.0% | COM | 36162J106 |
| — | SPECTRUM BRANDS HLDGS INC NE | 1,068 | $256 | 0.0% | — | — | Put | 84790A955 |
| — | BULLPEN PARLAY ACQUISITION C | 22,814 | $237 | 0.0% | $9.91 | — | CLASS A ORD SHS | G1792A100 |
| — | HAMMERHEAD ENERGY INC | 149,999 | $172 | 0.0% | $1.15 | — | *W EXP 02/23/202 | 408302115 |
| ALVOW | ALVOTECH | 62,500 | $140 | 0.0% | $1.02 | — | *W EXP 06/15/202 | L01800116 |
| — | GORES HOLDINGS IX INC | 12,764 | $131 | 0.0% | $9.87 | — | UNIT 01/14/2029 | 38287A200 |
| — | ARES ACQUISITION CORPORATION | 80,000 | $71 | 0.0% | $1.25 | — | *W EXP 02/02/202 | G33032122 |
| — | L CATTERTON ASIA ACQUISITION | 116,666 | $61 | 0.0% | $0.10 | — | *W EXP 03/08/202 | G5346G117 |
| ORGNW | ORIGIN MATERIALS INC | 76,667 | $51 | 0.0% | $0.97 | — | *W EXP 06/25/202 | 68622D114 |
| BKSY/WS | BLACKSKY TECHNOLOGY INC | 265,081 | $48 | 0.0% | $0.36 | — | *W EXP 09/09/202 | 09263B116 |
| — | ZURA BIO LTD | 187,500 | $47 | 0.0% | $0.25 | — | *W EXP 03/20/202 | G9TY5A119 |
| JOBY/WS | JOBY AVIATION INC | 75,000 | $47 | 0.0% | $1.05 | — | *W EXP 08/10/202 | G65163118 |
| EVTWF | VERTICAL AEROSPACE LTD | 240,000 | $42 | 0.0% | $0.38 | — | *W EXP 09/15/202 | G9471C115 |
| FLDDW | FTAC EMERALD ACQUISITION COR | 275,000 | $29 | 0.0% | $0.16 | — | *W EXP 10/19/202 | 29103K118 |
| — | VINTAGE WINE ESTATES INC | 415,253 | $27 | 0.0% | $1.40 | — | *W EXP 06/08/202 | 92747V114 |
| LANV/WS | LANVIN GROUP HOLDINGS LIMITE | 62,500 | $22 | 0.0% | $0.22 | — | *W EXP 01/14/202 | G5380J118 |
| SSTPW | SYSTEM1 INC | 56,666 | $22 | 0.0% | $0.71 | — | *W EXP 99/99/999 | 87200P117 |
| SLDPW | SOLID POWER INC | 45,387 | $20 | 0.0% | $1.10 | — | *W EXP 12/08/202 | 83422N113 |
| — | GORES HOLDINGS IX INC | 74,461 | $19 | 0.0% | $0.50 | — | *W EXP 01/14/202 | 38287A119 |
| — | SCREAMING EAGLE ACQUISITN CO | 83,333 | $18 | 0.0% | $0.38 | — | *W EXP 01/05/202 | G79407121 |
| SKILW | SKILLSOFT CORP | 58,207 | $15 | 0.0% | $0.55 | — | *W EXP 06/11/202 | 83066P119 |
| — | GLOBAL TECHNOLGY ACQSTN CORP | 112,500 | $10 | 0.0% | $0.12 | — | *W EXP 10/19/202 | G3934N115 |
| — | MOTIVE CAPITAL CORP II | 66,666 | $10 | 0.0% | $0.26 | — | *W EXP 99/99/999 | G6293R114 |
| — | JAWS HURRICANE ACQUISITN COR | 62,500 | $10 | 0.0% | $0.38 | — | *W EXP 03/26/202 | 47201B111 |
| — | BLEUACACIA LTD | 225,000 | $9 | 0.0% | $0.12 | — | RIGHT 10/30/2026 | G11728139 |
| — | THUNDER BRIDGE CAP PRTNRS II | 60,000 | $8 | 0.0% | $1.30 | — | *W EXP 02/01/202 | 88605T118 |
| JWSWF | JAWS MUSTANG ACQUISITION COR | 100,000 | $8 | 0.0% | $1.26 | — | *W EXP 01/30/202 | G50737124 |
| — | SLAM CORP | 31,250 | $6 | 0.0% | $0.26 | — | *W EXP 02/23/202 | G8210L121 |
| — | ALLEGO N V | 30,000 | $6 | 0.0% | $0.43 | — | *W EXP 03/16/202 | N0796A118 |
| — | ELLIOTT OPPORTUNITY II CORP | 62,500 | $5 | 0.0% | $0.37 | — | *W EXP 03/02/202 | G30092111 |
| BLEUW | BLEUACACIA LTD | 112,500 | $5 | 0.0% | $0.10 | — | *W EXP 10/30/202 | G11728113 |
| — | TALON 1 ACQUISITION CORP | 50,000 | $4 | 0.0% | $0.16 | — | *W EXP 07/30/202 | G86656116 |
| — | CC NEUBERGER PRINCIPAL HOLDN | 11,480 | $2 | 0.0% | $1.31 | — | *W EXP 02/05/202 | G1992N126 |
| — | FTAC ZEUS ACQUISITION COR | 75,000 | $2 | 0.0% | $0.16 | — | *W EXP 04/15/202 | 30320F114 |
| — | CONCORD ACQUISITION CORP III | 25,000 | $2 | 0.0% | $0.20 | — | *W EXP 99/99/999 | 20607V114 |
| — | CHURCHILL CAPITAL CORP VII | 15,638 | $2 | 0.0% | $0.32 | — | *W EXP 02/29/202 | 17144M110 |
| — | FATHOM DIGITAL MFG CORP | 25,000 | $1 | 0.0% | $0.36 | — | *W EXP 12/22/202 | 31189Y111 |
| — | BULLPEN PARLAY ACQUISITION C | 10,000 | $0 | 0.0% | $0.10 | — | *W EXP 12/03/202 | G1792A118 |