CIK: 0001783139 · Show all filings
Period: Q2 2021 (← Previous) (Next →)
Filing Date: Aug 5, 2021
Total Value ($000): $1,261,666 (9.8% shares, 90.2% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | WORKDAY INC | 72,799,000 | $120,260 | 9.5% | $1.70 | — | NOTE 0.250% 10/01/22 | 98138HAF8 |
| — | CLOUDFLARE INC | 25,500,000 | $72,562 | 5.8% | $2.85 | — | NOTE 0.750% 05/15/25 | 18915MAB3 |
| — | AMERICAN AIRLS GROUP INC | 40,335,000 | $63,292 | 5.0% | $1.63 | — | NOTE 6.500% 07/01/25 | 02376RAF9 |
| — | DEXCOM INC | 21,777,000 | $56,718 | 4.5% | $2.36 | — | NOTE 0.750% 12/01/23 | 252131AH0 |
| — | ETSY INC | 21,654,000 | $51,919 | 4.1% | $2.25 | — | NOTE 0.125% 10/01/26 | 29786AAJ5 |
| — | REPLIGEN CORP | 25,291,000 | $45,406 | 3.6% | $1.77 | — | NOTE 0.375% 07/15/24 | 759916AB5 |
| — | WIX COM LTD | 21,307,000 | $44,125 | 3.5% | $2.00 | — | NOTE 0.000% 07/01/23 | 92940WAB5 |
| — | SABRE GLBL INC | 24,128,000 | $44,010 | 3.5% | $1.82 | — | NOTE 4.000% 04/15/25 | 78573NAE2 |
| — | SQUARE INC | 13,992,000 | $43,789 | 3.5% | $2.48 | — | NOTE 0.500% 05/15/23 | 852234AD5 |
| — | INSIGHT ENTERPRISES INC | 26,790,000 | $40,851 | 3.2% | $1.47 | — | NOTE 0.750% 02/15/25 | 45765UAB9 |
| — | NATIONAL VISION HLDGS INC | 22,800,000 | $40,250 | 3.2% | $1.77 | — | NOTE 2.500% 05/15/25 | 63845RAB3 |
| — | BLACKLINE INC | 24,374,000 | $39,179 | 3.1% | $1.68 | — | NOTE 0.125% 08/01/24 | 09239BAB5 |
| — | VIAVI SOLUTIONS INC | 27,393,000 | $38,823 | 3.1% | $1.35 | — | NOTE 1.000% 03/01/24 | 925550AB1 |
| — | DICKS SPORTING GOODS INC | 12,000,000 | $35,536 | 2.8% | $2.96 | — | NOTE 3.250% 04/15/25 | 253393AD4 |
| — | ALTAIR ENGR INC | 22,834,000 | $35,441 | 2.8% | $1.52 | — | NOTE 0.250% 06/01/24 | 021369AA1 |
| — | COLONY STARWOOD HOMES | 21,543,000 | $35,275 | 2.8% | $1.34 | — | NOTE 3.500% 01/15/22 | 19625XAB8 |
| — | LUMENTUM HLDGS INC | 21,964,000 | $32,082 | 2.5% | $1.46 | — | NOTE 0.250% 03/15/24 | 55024UAB5 |
| — | PIONEER NAT RES CO | 18,145,000 | $28,991 | 2.3% | $1.60 | — | NOTE 0.250% 05/15/25 | 723787AP2 |
| — | FTI CONSULTING INC | 18,850,000 | $27,036 | 2.1% | $1.33 | — | NOTE 2.000% 08/15/23 | 302941AP4 |
| — | SOUTHWEST AIRLS CO | 17,000,000 | $25,756 | 2.0% | $1.69 | — | NOTE 1.250% 05/01/25 | 844741BG2 |
| — | NUANCE COMMUNICATIONS INC | 10,209,000 | $22,993 | 1.8% | $2.12 | — | NOTE 1.000% 12/15/35 | 67020YAK6 |
| — | SAREPTA THERAPEUTICS INC | 16,600,000 | $21,935 | 1.7% | $1.30 | — | NOTE 1.500% 11/15/24 | 803607AB6 |
| — | PRICELINE GRP INC | 18,897,000 | $20,606 | 1.6% | $1.14 | — | NOTE 0.900% 09/15/21 | 741503AX4 |
| — | ALGONQUIN PWR UTILS CORP | 400,000 | $19,811 | 1.6% | $49.53 | — | COM | 015857873 |
| — | INTEGRA LIFESCIENCES HLDGS C | 15,500,000 | $17,083 | 1.4% | $1.10 | — | NOTE 0.500% 08/15/25 | 457985AM1 |
| — | PACIRA BIOSCIENCES INC | 15,571,000 | $17,036 | 1.4% | $1.19 | — | NOTE 2.375% 04/01/22 | 695127AD2 |
| — | LYFT INC | 9,000,000 | $15,393 | 1.2% | $1.71 | — | NOTE 1.500% 05/15/25 | 55087PAB0 |
| — | NUANCE COMMUNICATIONS INC | 5,500,000 | $15,290 | 1.2% | $2.78 | — | NOTE 1.250% 04/01/25 | 67020YAN0 |
| — | ZYNGA INC | 8,384,000 | $11,600 | 0.9% | $1.38 | — | NOTE 0.250% 06/01/24 | 98986TAB4 |
| — | TWITTER INC | 8,000,000 | $11,011 | 0.9% | $1.34 | — | NOTE 0.250% 06/15/24 | 90184LAF9 |
| — | GUIDEWIRE SOFTWARE INC | 9,300,000 | $10,912 | 0.9% | $1.17 | — | NOTE 1.250% 03/15/25 | 40171VAA8 |
| — | MONGODB INC | 5,650,000 | $10,262 | 0.8% | $1.44 | — | NOTE 0.250% 01/15/26 | 60937PAD8 |
| — | DISH NETWORK CORPORATION | 9,891,000 | $10,118 | 0.8% | $0.96 | — | NOTE 3.375% 08/15/26 | 25470MAB5 |
| — | AKAMAI TECHNOLOGIES INC | 7,500,000 | $8,705 | 0.7% | $1.16 | — | NOTE 0.375% 09/01/27 | 00971TAL5 |
| NIO | NIO INC | 159,300 | $8,474 | 0.7% | $17.01 | — | COM | 62914V106 |
| — | PG&E CORP | 78,000 | $7,898 | 0.6% | $106.29 | — | COM | 69331C140 |
| ILMN | ILLUMINA INC | 13,500 | $6,388 | 0.5% | $407.75 | -1.2% | COM | 452327109 |
| — | INSULET CORP | 4,500,000 | $6,132 | 0.5% | $1.36 | — | NOTE 0.375% 09/01/26 | 45784PAK7 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 3,500,000 | $5,224 | 0.4% | $1.49 | — | NOTE 0.875% 01/01/27 | 01988PAF5 |
| — | INTERDIGITAL INC | 4,702,000 | $5,208 | 0.4% | $1.11 | — | NOTE 2.000% 06/01/24 | 45867GAB7 |
| — | SUNNOVA ENERGY INTL INC. | 134,500 | $5,065 | 0.4% | $37.66 | — | COM | 86745K104 |
| — | LIVONGO HEALTH INC | 3,000,000 | $4,762 | 0.4% | $1.59 | — | NOTE 0.875% 06/01/25 | 539183AA1 |
| — | NEXTERA ENERGY INC | 75,000 | $4,189 | 0.3% | $55.85 | — | COM | 65339F796 |
| DELL | DELL TECHNOLOGIES INC | 35,000 | $3,488 | 0.3% | $30.67 | +49.9% | COM | 24703L202 |
| BDX | BECTON DICKINSON & CO | 13,837 | $3,365 | 0.3% | $225.34 | -1.4% | COM | 075887109 |
| — | SOUTH JERSEY INDS INC | 60,000 | $3,321 | 0.3% | $49.97 | — | COM | 838518306 |
| META | FACEBOOK INC | 8,929 | $3,104 | 0.2% | $251.11 | +26.9% | COM | 30303M102 |
| — | ELLIOTT OPPORTUNITY II CORP | 300,000 | $3,003 | 0.2% | $10.01 | — | COM | G30092129 |
| — | LIBERTY MEDIA CORP DEL | 54,278 | $2,528 | 0.2% | $35.66 | — | COM | 531229409 |
| — | SKYDECK ACQUISITION CORP | 250,000 | $2,500 | 0.2% | $10.00 | — | COM | G82220107 |
| — | EG ACQUISITION CORP | 250,000 | $2,500 | 0.2% | $10.00 | — | COM | 26846A209 |
| — | CORNERSTONE BLDG BRANDS INC | 135,771 | $2,468 | 0.2% | $8.37 | — | COM | 21925D109 |
| — | NEXTERA ENERGY INC | 50,000 | $2,433 | 0.2% | $48.66 | — | COM | 65339F770 |
| — | GIGINTERNATIONAL1 INC | 240,000 | $2,409 | 0.2% | $10.04 | — | COM | 37518W205 |
| GOOG | ALPHABET INC | 807 | $2,022 | 0.2% | $81.00 | +46.0% | COM | 02079K107 |
| — | HUBSPOT INC | 925,000 | $1,961 | 0.2% | $2.12 | — | NOTE 0.375% 06/01/25 | 443573AD2 |
| TMUS | T-MOBILE US INC | 11,000 | $1,593 | 0.1% | $133.21 | 0.0% | COM | 872590104 |
| — | MOTIVE CAPITAL CORP | 148,350 | $1,489 | 0.1% | $10.21 | — | COM | G6293A129 |
| PAAS | PAN AMERN SILVER CORP | 48,301 | $1,379 | 0.1% | $18.94 | +70.1% | COM | 697900108 |
| — | SHIFT TECHNOLOGIES INC | 160,200 | $1,374 | 0.1% | $8.58 | — | COM | 82452T107 |
| PHM | PULTE GROUP INC | 24,000 | $1,309 | 0.1% | $34.56 | +54.6% | COM | 745867101 |
| — | ILLUMINA INC | 277 | $1,194 | 0.1% | — | — | Call | 452327909 |
| — | ALTIMAR ACQUISITION CORP III | 100,000 | $1,010 | 0.1% | $10.00 | — | COM | G0370U124 |
| — | JAWS HURRICANE ACQUISITN COR | 100,000 | $1,006 | 0.1% | $10.06 | — | COM | 47201B202 |
| — | JAWS JUGGERNAUT ACQUISITN CO | 100,000 | $1,006 | 0.1% | $10.06 | — | COM | G50735128 |
| — | DHC ACQUISITION CORP | 100,000 | $1,004 | 0.1% | $9.99 | — | COM | G2758T125 |
| — | BIG SKY GROWTH PARTNERS INC | 100,000 | $999 | 0.1% | $9.99 | — | COM | 08954L201 |
| — | TB SA ACQUISITION CORP | 100,000 | $997 | 0.1% | $9.85 | — | COM | G8657L113 |
| — | DYNAMICS SPECIAL PURPOSE COR | 100,000 | $994 | 0.1% | $9.94 | — | COM | 268010105 |
| Z | ZILLOW GROUP INC | 8,000 | $977 | 0.1% | $138.37 | -12.1% | COM | 98954M200 |
| — | PONTEM CORPORATION | 100,000 | $972 | 0.1% | $9.72 | — | COM | G71707106 |
| — | HH&L ACQUISITION CO | 100,000 | $970 | 0.1% | $9.70 | — | COM | G39714103 |
| — | L BRANDS INC | 13,050 | $940 | 0.1% | $67.68 | — | COM | 501797104 |
| DAL | DELTA AIR LINES INC DEL | 20,000 | $865 | 0.1% | $35.38 | +27.3% | COM | 247361702 |
| — | ALIBABA GROUP HLDG LTD | 650 | $810 | 0.1% | — | — | Call | 01609W902 |
| KMX | CARMAX INC | 6,000 | $774 | 0.1% | $121.72 | +1.6% | COM | 143130102 |
| RCL | ROYAL CARIBBEAN GROUP | 9,000 | $767 | 0.1% | $85.65 | 0.0% | COM | V7780T103 |
| — | VIRGIN GROUP ACQUISIT CORP I | 75,000 | $751 | 0.1% | $9.92 | — | COM | G9460K110 |
| — | GORES GUGGENHEIM INC | 75,000 | $751 | 0.1% | $9.92 | — | COM | 38286Q206 |
| — | ESM ACQUISITION CORPORATION | 75,000 | $750 | 0.1% | $9.93 | — | COM | G3195H120 |
| — | MAGNUM OPUS ACQUISITION LTD | 75,000 | $750 | 0.1% | $9.88 | — | COM | G5S70A120 |
| — | GOLDEN ARROW MERGER CORP | 75,000 | $745 | 0.1% | $9.95 | — | COM | 380799205 |
| VICI | VICI PPTYS INC | 21,844 | $677 | 0.1% | $16.04 | +50.9% | COM | 925652109 |
| RUN | SUNRUN INC | 12,000 | $669 | 0.1% | $48.29 | 0.0% | COM | 86771W105 |
| — | NEXTGEN ACQUISITION CORP II | 50,000 | $540 | 0.0% | $9.89 | — | COM | G65317110 |
| — | UPHEALTH INC | 75,000 | $505 | 0.0% | $6.73 | — | COM | 91532B101 |
| — | SILVER SPIKE ACQUISITN CORP | 50,000 | $505 | 0.0% | $9.94 | — | COM | G8201H121 |
| — | H I G ACQUISITION CORP | 50,000 | $502 | 0.0% | $10.43 | — | COM | G44898115 |
| — | FTAC HERA ACQUISITION CORP | 50,000 | $502 | 0.0% | $9.98 | — | COM | G3728Y129 |
| — | NOBLE ROCK ACQUISITION CORP | 50,000 | $500 | 0.0% | $9.88 | — | COM | G6546R127 |
| — | KISMET ACQUISITION THREE COR | 50,000 | $499 | 0.0% | $9.88 | — | COM | G5276C128 |
| — | SUPERNOVA PARTN ACQ CO III L | 50,000 | $498 | 0.0% | $10.00 | — | COM | G8T90F110 |
| — | DISRUPTIVE ACQUISITION CORP | 50,000 | $498 | 0.0% | $9.88 | — | COM | G2770Y110 |
| — | LEAD EDGE GROWTH OPRTUNTS LT | 40,000 | $400 | 0.0% | $9.95 | — | COM | G54085124 |
| — | BOSTON SCIENTIFIC CORP | 1,000 | $372 | 0.0% | — | — | Call | 101137907 |
| — | FRONTIER ACQUISITION CORP | 35,000 | $350 | 0.0% | $9.91 | — | COM | G36826116 |
| — | ORION ACQUISITION CORP | 35,000 | $347 | 0.0% | $10.00 | — | COM | 68626A207 |
| — | ROSECLIFF ACQUISITION CORP I | 30,000 | $300 | 0.0% | $9.90 | — | COM | 77732R202 |
| — | EUROPEAN BIOTECH ACQUTN CORP | 30,000 | $299 | 0.0% | $10.03 | — | COM | G3167F110 |
| — | ATLANTIC COASTAL ACQUISTN CO | 30,000 | $298 | 0.0% | $9.83 | — | COM | 048453203 |
| — | WALDENCAST ACQUISITION CORP | 29,095 | $298 | 0.0% | $9.97 | — | COM | G9460C126 |
| — | KERNEL GROUP HOLDINGS INC | 25,000 | $255 | 0.0% | $9.96 | — | COM | G5259L111 |
| — | GLASS HOUSES ACQUISITION COR | 25,000 | $252 | 0.0% | $10.00 | — | COM | 37714P202 |
| — | MASON INDUSTRIAL TECHNOLGY I | 25,000 | $251 | 0.0% | $9.92 | — | COM | 57520Y205 |
| — | MDH ACQUISITION CORP | 25,000 | $250 | 0.0% | $9.92 | — | COM | 55283P205 |
| — | L CATTERTON ASIA ACQUISITION | 25,000 | $250 | 0.0% | $9.92 | — | COM | G5346G109 |
| — | INDEPENDENCE HOLDINGS CORP | 25,000 | $249 | 0.0% | $10.00 | — | COM | G4761A119 |
| — | TCW SPECIAL PURPOSE ACQU COR | 25,000 | $249 | 0.0% | $9.92 | — | COM | 87301L205 |
| — | VECTOR ACQUISITION CORP II | 25,000 | $248 | 0.0% | $9.88 | — | COM | G9460A104 |
| IONS | IONIS PHARMACEUTICALS INC | 6,000 | $239 | 0.0% | $39.17 | 0.0% | COM | 462222100 |
| — | POST HOLDINGS PARTNERING COR | 20,000 | $207 | 0.0% | $10.35 | — | COM | 737465203 |
| EMPW/U | EMPOWER LTD | 15,673 | $166 | 0.0% | $10.39 | — | COM | G3R39W128 |
| — | VPC IMPACT ACQU HOLDI III IN | 15,000 | $154 | 0.0% | $9.87 | — | COM | 91835J207 |
| — | MICROCHIP TECHNOLOGY INC. | 460 | $147 | 0.0% | — | — | Call | 595017904 |
| — | REINVENT TECHNOLOGY PARTNERS | 69,592 | $136 | 0.0% | $2.03 | — | *W EXP 09/16/25 | G7483N103 |
| — | WARBURG PINCUS CAPTAL CORP I | 10,000 | $101 | 0.0% | $10.00 | — | COM | G9461D123 |
| — | WARBURG PINCUS CAPTAL CORP I | 10,000 | $100 | 0.0% | $9.90 | — | COM | G9460M116 |
| — | ROCKET INTERNET GRWT OPRT CO | 10,000 | $100 | 0.0% | $10.00 | — | COM | G7613T111 |
| — | VPC IMPACT ACQUISITION HLDG | 10,000 | $100 | 0.0% | $9.80 | — | COM | G9460L100 |
| — | TWIN RIDGE CAPITAL ACQUIS CO | 10,000 | $99 | 0.0% | $9.90 | — | COM | G9151L112 |
| — | ADVANCED MERGER PARTNERS INC | 10,000 | $99 | 0.0% | $10.00 | — | COM | 00777J208 |
| — | KHOSLA VENTURES ACQUT CO III | 10,000 | $98 | 0.0% | $9.90 | — | COM | 482506102 |
| — | BEYOND MEAT INC | 1,800 | $75 | 0.0% | — | — | Put | 08862E959 |
| — | AMERICAN AIRLS GROUP INC | 9,000 | $67 | 0.0% | — | — | Put | 02376R952 |
| — | CORAZON CAPITAL V838 MONOCER | 5,000 | $50 | 0.0% | $9.80 | — | COM | G24237110 |
| — | NORTHERN STAR INVEST CORP II | 5,000 | $50 | 0.0% | $9.80 | — | COM | 66574L209 |
| — | NORTHERN STAR INVEST CORP IV | 5,000 | $50 | 0.0% | $9.80 | — | COM | 66575B200 |
| — | TCV ACQUISITION CORP | 5,000 | $49 | 0.0% | $9.80 | — | COM | G8704C124 |
| — | KISMET ACQUISITION TWO CORP | 5,000 | $49 | 0.0% | $9.80 | — | COM | G52807123 |
| — | COLONNADE ACQUISITION CORP I | 5,000 | $49 | 0.0% | $9.80 | — | COM | G2284B127 |
| — | DRAGONEER GROWTH OPT CORP II | 4,796 | $47 | 0.0% | $10.00 | — | COM | G28315102 |
| — | KHOSLA VENTURES ACQUSTN CO I | 4,100 | $40 | 0.0% | $10.00 | — | COM | 482505104 |
| — | HAYMAKER ACQUISITION CORP II | 4,000 | $40 | 0.0% | $9.75 | — | COM | 42087R207 |
| — | IONIS PHARMACEUTICALS INC | 802 | $30 | 0.0% | — | — | Put | 462222950 |
| — | UBER TECHNOLOGIES INC | 400 | $30 | 0.0% | — | — | Call | 90353T900 |
| — | JOYY INC | 1,031 | $24 | 0.0% | — | — | Put | 46591M959 |
| — | NIO INC | 1,675 | $10 | 0.0% | — | — | Put | 62914V956 |
| — | SANDBRIDGE X2 CORP | 1,000 | $10 | 0.0% | $9.00 | — | COM | 799792205 |
| UPHLW | UPHEALTH INC | 7,500 | $6 | 0.0% | $0.80 | — | *W EXP 07/01/24 | 91532B119 |
| — | DRAFTKINGS INC | 129 | $6 | 0.0% | $46.51 | — | COM | 26142R104 |
| — | PINDUODUO INC | 238 | $1 | 0.0% | — | — | Put | 722304952 |
| AMPY | AMPLIFY ENERGY CORP NEW | 129 | $0 | 0.0% | $1.20 | +177.6% | COM | 03212B103 |