CIK: 0001783139 · Show all filings
Period: Q1 2022 (← Previous) (Next →)
Filing Date: May 16, 2022
Total Value ($000): $1,146,259 (9.7% shares, 90.3% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | WORKDAY INC | 70,225,000 | $114,886 | 10.0% | $1.69 | — | NOTE 0.250% 10/01/22 | 98138HAF8 |
| — | DEXCOM INC | 22,608,000 | $70,485 | 6.1% | $2.92 | — | NOTE 0.750% 12/01/23 | 252131AH0 |
| — | ARCH RESOURCES INC | 15,000,000 | $56,982 | 5.0% | $2.64 | — | NOTE 5.250% 11/15/25 | 039389AB7 |
| — | INSIGHT ENTERPRISES INC | 33,000,000 | $53,251 | 4.6% | $1.51 | — | NOTE 0.750% 02/15/25 | 45765UAB9 |
| — | WORKIVA INC | 27,414,000 | $44,311 | 3.9% | $1.63 | — | NOTE 1.125% 08/15/26 | 98139AAB1 |
| — | MONGODB INC | 19,500,000 | $42,250 | 3.7% | $2.17 | — | NOTE 0.250% 01/15/26 | 60937PAD8 |
| — | SAILPOINT TECHNOLOGIES HLDGS | 22,605,000 | $41,972 | 3.7% | $1.86 | — | NOTE 0.125% 09/15/24 | 78781PAB1 |
| — | FTI CONSULTING INC | 22,770,000 | $36,185 | 3.2% | $1.39 | — | NOTE 2.000% 08/15/23 | 302941AP4 |
| — | OMNICELL COM | 23,600,000 | $33,418 | 2.9% | $1.68 | — | NOTE 0.250% 09/15/25 | 68213NAD1 |
| — | SOLAREDGE TECHNOLOGIES INC | 22,300,000 | $30,476 | 2.7% | $1.37 | — | NOTE 0.000% 09/15/25 | 83417MAD6 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 20,000,000 | $30,059 | 2.6% | $1.50 | — | NOTE 1.875% 06/01/24 | 049164BJ4 |
| — | BLACKLINE INC | 25,139,000 | $29,923 | 2.6% | $1.66 | — | NOTE 0.125% 08/01/24 | 09239BAB5 |
| — | EQT CORP | 12,444,000 | $29,585 | 2.6% | $2.38 | — | NOTE 1.750% 05/01/26 | 26884LAK5 |
| — | SABRE GLBL INC | 17,717,000 | $29,182 | 2.5% | $1.80 | — | NOTE 4.000% 04/15/25 | 78573NAE2 |
| — | RAPID7 INC | 15,005,000 | $28,527 | 2.5% | $2.00 | — | NOTE 2.250% 05/01/25 | 753422AD6 |
| — | GRANITE CONSTR INC | 22,500,000 | $26,880 | 2.3% | $1.34 | — | NOTE 2.750% 11/01/24 | 387328AB3 |
| — | MERITOR INC | 21,000,000 | $23,116 | 2.0% | $1.10 | — | NOTE 3.250% 10/15/37 | 59001KAF7 |
| — | CONMED CORP | 12,488,000 | $21,464 | 1.9% | $1.61 | — | NOTE 2.625% 02/01/24 | 207410AF8 |
| — | ZSCALER INC | 12,500,000 | $21,323 | 1.9% | $1.71 | — | NOTE 0.125% 07/01/25 | 98980GAB8 |
| — | MIDDLEBY CORP | 15,000,000 | $20,658 | 1.8% | $1.56 | — | NOTE 1.000% 09/01/25 | 596278AB7 |
| — | LIVE NATION ENTERTAINMENT IN | 10,259,000 | $18,126 | 1.6% | $1.77 | — | NOTE 2.500% 03/15/23 | 538034AQ2 |
| — | WINNEBAGO INDS INC | 14,960,000 | $16,372 | 1.4% | $1.27 | — | NOTE 1.500% 04/01/25 | 974637AB6 |
| — | MANDIANT INC | 14,610,000 | $16,133 | 1.4% | $1.10 | — | NOTE 0.875% 06/01/24 | 31816QAF8 |
| — | SILICON LABORATORIES INC | 11,500,000 | $15,854 | 1.4% | $1.38 | — | NOTE 0.625% 06/15/25 | 826919AD4 |
| — | GUIDEWIRE SOFTWARE INC | 15,000,000 | $15,729 | 1.4% | $1.16 | — | NOTE 1.250% 03/15/25 | 40171VAA8 |
| — | DISH NETWORK CORPORATION | 15,400,000 | $14,949 | 1.3% | $1.00 | — | NOTE 0.000% 12/15/25 | 25470MAF6 |
| — | WIX COM LTD | 13,000,000 | $13,579 | 1.2% | $1.27 | — | NOTE 0.000% 07/01/23 | 92940WAB5 |
| — | ALGONQUIN PWR UTILS CORP | 274,510 | $13,516 | 1.2% | $49.53 | — | UNIT 99/99/9999 | 015857873 |
| — | DROPBOX INC | 13,429,000 | $12,642 | 1.1% | $0.94 | — | NOTE 0.000% 03/01/28 | 26210CAD6 |
| — | RBC BEARINGS INC | 115,000 | $11,466 | 1.0% | $108.34 | — | 5% CNV PFD SR A | 75524B203 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 10,000,000 | $11,452 | 1.0% | $1.18 | — | NOTE 2.250% 06/01/22 | 049164BH8 |
| — | CARNIVAL CORP | 5,200,000 | $10,916 | 1.0% | $2.10 | — | NOTE 5.750% 04/01/23 | 143658BE1 |
| — | ZENDESK INC | 8,500,000 | $10,743 | 0.9% | $1.20 | — | NOTE 0.625% 06/15/25 | 98936JAD3 |
| — | MESA LABS INC | 10,000,000 | $10,725 | 0.9% | $1.23 | — | NOTE 1.375% 08/15/25 | 59064RAA7 |
| — | FORD MTR CO DEL | 9,000,000 | $10,663 | 0.9% | $1.18 | — | NOTE 0.000% 03/15/26 | 345370CZ1 |
| — | CABLE ONE INC | 10,500,000 | $9,269 | 0.8% | $0.88 | — | NOTE 0.000% 03/15/26 | 12685JAE5 |
| — | NATIONAL VISION HLDGS INC | 5,827,000 | $8,973 | 0.8% | $1.77 | — | NOTE 2.500% 05/15/25 | 63845RAB3 |
| — | BEYOND MEAT INC | 14,000,000 | $8,423 | 0.7% | $0.60 | — | NOTE 0.000% 03/15/27 | 08862EAB5 |
| — | MICROSTRATEGY INC | 5,679,000 | $7,944 | 0.7% | $1.56 | — | NOTE 0.750% 12/15/25 | 594972AC5 |
| — | ALTAIR ENGR INC | 5,084,000 | $7,382 | 0.6% | $1.52 | — | NOTE 0.250% 06/01/24 | 021369AA1 |
| — | ZYNGA INC | 5,000,000 | $6,099 | 0.5% | $1.22 | — | NOTE 0.250% 06/01/24 | 98986TAB4 |
| — | Q2 HLDGS INC | 7,000,000 | $6,074 | 0.5% | $0.87 | — | NOTE 0.125% 11/15/25 | 74736LAF6 |
| AEP | AMERICAN ELEC PWR CO INC | 57,000 | $5,686 | 0.5% | $79.21 | 0.0% | COM | 025537101 |
| — | INNOVIVA INC | 4,000,000 | $5,206 | 0.5% | $1.30 | — | NOTE 2.500% 08/15/25 | 45781MAB7 |
| GOOG | ALPHABET INC | 1,603 | $4,477 | 0.4% | $109.01 | +23.8% | CAP STK CL C | 02079K107 |
| BYND | BEYOND MEAT INC | 1,736 | $4,280 | 0.4% | $56.30 | -2.4% | Put | 08862E109 |
| — | REDFIN CORP | 5,000,000 | $3,720 | 0.3% | $0.74 | — | NOTE 0.000% 10/15/25 | 75737FAC2 |
| — | SOFTWARE ACQUISITN GRP INC I | 350,000 | $3,535 | 0.3% | $10.10 | — | UNIT 03/01/2028 | 83407J202 |
| — | CABLE ONE INC | 3,678,000 | $3,325 | 0.3% | $0.90 | — | NOTE 1.125% 03/15/28 | 12685JAG0 |
| — | VIAVI SOLUTIONS INC | 2,500,000 | $3,255 | 0.3% | $1.30 | — | NOTE 1.000% 03/01/24 | 925550AB1 |
| — | LIBERTY MEDIA CORP DEL | 66,000 | $3,016 | 0.3% | $37.74 | — | COM A SIRIUSXM | 531229409 |
| — | ACROPOLIS INFRASTRUCTURE ACQ | 269,475 | $2,640 | 0.2% | $9.98 | — | UNIT 99/99/9999 | 005029202 |
| BYD | BOYD GAMING CORP | 38,000 | $2,499 | 0.2% | $62.37 | 0.0% | COM | 103304101 |
| — | SHAKE SHACK INC | 3,000,000 | $2,430 | 0.2% | $0.81 | — | NOTE 0.000% 03/01/28 | 819047AB7 |
| ILMN | ILLUMINA INC | 6,800 | $2,375 | 0.2% | $401.68 | -15.9% | COM | 452327109 |
| DAL | DELTA AIR LINES INC DEL | 58,519 | $2,315 | 0.2% | $37.45 | +1.1% | COM NEW | 247361702 |
| BYND | BEYOND MEAT INC | 45,600 | $2,202 | 0.2% | $56.30 | -2.4% | COM | 08862E109 |
| RCL | ROYAL CARIBBEAN GROUP | 24,615 | $2,062 | 0.2% | $81.81 | -5.4% | COM | V7780T103 |
| — | BLEUACACIA LTD | 200,000 | $2,000 | 0.2% | $10.05 | — | UNIT 10/30/2026 | G11728121 |
| — | SHYFT GROUP INC | 46,500 | $1,679 | 0.1% | $44.08 | — | COM | 825698103 |
| T | AT&T INC | 68,409 | $1,616 | 0.1% | $14.91 | 0.0% | COM | 00206R102 |
| — | ELLIOTT OPPORTUNITY II CORP | 160,305 | $1,580 | 0.1% | $10.01 | — | UNIT 99/99/9999 | G30092129 |
| PAAS | PAN AMERN SILVER CORP | 56,442 | $1,540 | 0.1% | $20.64 | +19.3% | COM | 697900108 |
| — | BURTECH ACQUISITION CORP | 150,000 | $1,501 | 0.1% | $10.01 | — | UNIT 12/10/2026 | 123013203 |
| — | AETHERIUM ACQUISITION CORP | 150,000 | $1,501 | 0.1% | $10.00 | — | UNIT 12/21/2026 | 00809J200 |
| EXPE | EXPEDIA GROUP INC | 7,000 | $1,369 | 0.1% | $168.61 | +10.1% | COM NEW | 30212P303 |
| — | WILLIAMS ROWLAND ACQUISITION | 110,000 | $1,108 | 0.1% | $10.14 | — | UNIT 99/99/9999 | 96951B201 |
| — | OMNILIT ACQUISITION CORP | 105,000 | $1,055 | 0.1% | $10.04 | — | UNIT 11/08/2026 | 68218C207 |
| — | GOGREEN INVESTMENTS CORP | 100,000 | $1,011 | 0.1% | $10.11 | — | UNIT 99/99/9999 | G9461B127 |
| CRTUF | CARTICA ACQUISITION CORP | 100,000 | $1,010 | 0.1% | $10.10 | — | UNIT 04/30/2028 | G1995D125 |
| — | GSR II METEORA ACQUISITN COR | 100,000 | $1,006 | 0.1% | $10.06 | — | UNIT 02/24/2027 | 36263W204 |
| — | WORLD QUANTUM GROWTH ACQUISI | 100,000 | $1,005 | 0.1% | $10.05 | — | UNIT 99/99/9999 | G5596W119 |
| — | LIONHEART III CORP | 100,000 | $1,004 | 0.1% | $10.10 | — | UNIT 11/03/2026 | 536262207 |
| — | HNR ACQUISITION CORP | 100,000 | $1,004 | 0.1% | $10.04 | — | UNIT 99/99/9999 | 40472A201 |
| — | INFINITE ACQUISITION CORP | 100,000 | $1,003 | 0.1% | $10.07 | — | UNIT 99/99/9999 | G48028115 |
| — | SHUAA PARTNERS ACQUISTN CORP | 100,000 | $1,002 | 0.1% | $10.02 | — | UNIT 02/24/2027 | G81173125 |
| — | UTA ACQUISITION CORPORATION | 100,000 | $1,001 | 0.1% | $10.08 | — | UNIT 12/01/2026 | G9473A125 |
| — | NUBIA BRAND INTERNATIONAL CO | 100,000 | $999 | 0.1% | $9.99 | — | UNIT 11/16/2026 | 67022R202 |
| — | OPY ACQUISITION CORP I | 100,000 | $996 | 0.1% | $10.00 | — | UNIT 09/22/2026 | 671005205 |
| — | PERCEPTION CAPITAL CORP II | 99,254 | $993 | 0.1% | $10.15 | — | UNIT 10/25/2026 | G7007D128 |
| CZR | CAESARS ENTERTAINMENT INC NE | 11,744 | $908 | 0.1% | $97.67 | -17.8% | COM | 12769G100 |
| TMUS | T-MOBILE US INC | 7,063 | $906 | 0.1% | $115.07 | 0.0% | COM | 872590104 |
| — | SIX FLAGS ENTMT CORP NEW | 20,000 | $870 | 0.1% | $43.50 | — | COM | 83001A102 |
| UBER | UBER TECHNOLOGIES INC | 23,000 | $820 | 0.1% | $35.96 | 0.0% | COM | 90353T100 |
| — | CORSAIR PARTNERING CORP | 81,628 | $808 | 0.1% | $9.71 | — | UNIT 99/99/9999 | G2540H124 |
| FTIIU | FUTURETECH II ACQUISITION CO | 80,000 | $801 | 0.1% | $10.01 | — | UNIT 12/23/2022 | 36119D202 |
| HTZ | HERTZ GLOBAL HLDGS INC | 35,000 | $775 | 0.1% | $21.01 | 0.0% | COM NEW | 42806J700 |
| — | LAMF GLOBAL VENTURES CORP I | 75,000 | $750 | 0.1% | $10.04 | — | UNIT 11/05/2026 | G5338L116 |
| MHO | M/I HOMES INC | 16,000 | $709 | 0.1% | $50.99 | 0.0% | COM | 55305B101 |
| — | AP ACQUISITION CORP | 70,000 | $705 | 0.1% | $10.13 | — | UNIT 99/99/9999 | G04058122 |
| PFTAU | PORTAGE FINTECH ACQUISITN CO | 69,000 | $685 | 0.1% | $10.00 | — | UNIT 07/08/2026 | G7185D122 |
| — | GENESIS UNICORN CAPITAL CORP | 66,400 | $664 | 0.1% | $10.00 | — | UNIT 06/30/2026 | 37187C209 |
| — | JAWS HURRICANE ACQUISITN COR | 63,316 | $631 | 0.1% | $10.06 | — | UNIT 06/08/2026 | 47201B202 |
| LTH | LIFE TIME GROUP HOLDINGS INC | 42,000 | $610 | 0.1% | $15.19 | 0.0% | COMMON STOCK | 53190C102 |
| — | ICONIC SPORTS ACQUISITION CO | 55,481 | $558 | 0.0% | $10.10 | — | UNIT 99/99/9999 | G4712C123 |
| — | JAWS JUGGERNAUT ACQUISITN CO | 54,355 | $537 | 0.0% | $10.06 | — | UNIT 06/17/2026 | G50735128 |
| — | BILANDER ACQUISITION CORP | 53,895 | $533 | 0.0% | $10.00 | — | UNIT 05/19/2026 | 09001T205 |
| — | PONTEM CORPORATION | 54,000 | $529 | 0.0% | $9.72 | — | SHS CL A | G71707106 |
| — | HH&L ACQUISITION CO | 54,000 | $528 | 0.0% | $9.70 | — | SHS CL A | G39714103 |
| — | TALON 1 ACQUISITION CORP | 50,000 | $507 | 0.0% | $10.08 | — | UNIT 11/02/2026 | G86656124 |
| IVCUF | INVESTCORP EUROPE ACQUISITIO | 50,000 | $505 | 0.0% | $10.08 | — | UNIT 12/15/2026 | G4923T121 |
| CTSUF | CACTUS ACQUISITION CORP 1 LT | 49,990 | $504 | 0.0% | $10.08 | — | UNIT 08/17/2028 | G1745A116 |
| — | LF CAPITAL ACQUISITION CORP | 50,000 | $504 | 0.0% | $10.02 | — | UNIT 05/15/2028 | 50202D201 |
| — | VMG CONSUMER ACQUISITION COR | 50,000 | $502 | 0.0% | $10.14 | — | UNIT 11/08/2026 | 91842V201 |
| — | PROOF ACQUISITION CORP I | 50,000 | $501 | 0.0% | $10.00 | — | UNIT 99/99/9999 | 74349W203 |
| EVCOU | EVEREST CONSOLIDATOR ACQ COR | 50,000 | $501 | 0.0% | $10.04 | — | UNIT 99/99/9999 | 29978K201 |
| — | JACKSON ACQUISITION CO | 50,000 | $500 | 0.0% | $9.96 | — | UNIT 99/99/9999 | 46653C205 |
| — | APX ACQUISITION CORP I | 50,000 | $500 | 0.0% | $10.06 | — | UNIT 12/07/2026 | G0440J117 |
| PCRX | PACIRA BIOSCIENCES INC | 6,243 | $476 | 0.0% | $66.66 | 0.0% | COM | 695127100 |
| — | BANYAN ACQUISITION CORPORATI | 45,000 | $450 | 0.0% | $10.00 | — | UNIT 09/30/2028 | 06690B206 |
| — | COUNTER PRESS ACQUISITION CO | 39,300 | $396 | 0.0% | $10.08 | — | UNIT 02/07/2027 | G2542B109 |
| PHM | PULTE GROUP INC | 7,476 | $313 | 0.0% | $38.20 | +25.2% | COM | 745867101 |
| HOV | HOVNANIAN ENTERPRISES INC | 5,000 | $295 | 0.0% | $96.98 | -6.7% | CL A NEW | 442487401 |
| — | SKYDECK ACQUISITION CORP | 27,585 | $271 | 0.0% | $10.00 | — | UNIT 05/13/2026 | G82220107 |
| — | EG ACQUISITION CORP | 27,597 | $270 | 0.0% | $10.00 | — | UNIT 99/99/9999 | 26846A209 |
| VICI | VICI PPTYS INC | 9,176 | $261 | 0.0% | $16.04 | +41.4% | COM | 925652109 |
| DXCM | DEXCOM INC | 493 | $252 | 0.0% | $109.39 | 0.0% | COM | 252131107 |
| — | 7 ACQUISITION CORPORATION | 25,000 | $252 | 0.0% | $10.04 | — | UNIT 11/05/2026 | G80694121 |
| AOGOU | AROGO CAPITAL ACQUISITION CO | 25,000 | $251 | 0.0% | $10.00 | — | UNIT 99/99/9999 | 042644203 |
| — | ALTIMAR ACQUISITION CORP III | 25,394 | $250 | 0.0% | $10.00 | — | UNIT 99/99/9999 | G0370U124 |
| — | TB SA ACQUISITION CORP | 24,987 | $244 | 0.0% | $9.85 | — | UNIT 03/25/2028 | G8657L113 |
| DXCM | DEXCOM INC | 75 | $225 | 0.0% | $109.39 | 0.0% | Call | 252131107 |
| BBWI | BATH & BODY WORKS INC | 4,459 | $213 | 0.0% | $57.14 | -14.7% | COM | 070830104 |
| — | ESM ACQUISITION CORPORATION | 18,740 | $185 | 0.0% | $9.93 | — | UNIT 99/99/9999 | G3195H120 |
| — | GOLDEN ARROW MERGER CORP | 18,740 | $183 | 0.0% | $9.95 | — | UNIT 07/31/2026 | 380799205 |
| — | DRAFTKINGS INC | 9,000 | $175 | 0.0% | $19.44 | — | COM CL A | 26142R104 |
| — | THRIVE ACQUISITION CORPORATI | 15,000 | $151 | 0.0% | $10.07 | — | UNIT 10/31/2028 | G7158C127 |
| — | KISMET ACQUISITION THREE COR | 13,519 | $132 | 0.0% | $9.88 | — | UNIT 99/99/9999 | G5276C128 |
| — | FTAC HERA ACQUISITION CORP | 12,697 | $125 | 0.0% | $9.98 | — | UNIT 02/28/2026 | G3728Y129 |
| — | DISRUPTIVE ACQUISITION CORP | 12,494 | $123 | 0.0% | $9.88 | — | UNIT 03/06/2026 | G2770Y110 |
| — | NOBLE ROCK ACQUISITION CORP | 10,920 | $107 | 0.0% | $9.88 | — | UNIT 01/31/2028 | G6546R127 |
| — | BIG SKY GROWTH PARTNERS INC | 10,000 | $98 | 0.0% | $9.99 | — | UNIT 04/01/2026 | 08954L201 |
| KWEB | KRANESHARES TR | 15,000 | $97 | 0.0% | — | — | Call | 500767306 |
| ILMN | ILLUMINA INC | 130 | $93 | 0.0% | $401.68 | -15.9% | Call | 452327109 |
| BBAI/WS | BIGBEAR AI HLDGS INC | 98,996 | $87 | 0.0% | $0.88 | — | *W EXP 12/31/28 | 08975B117 |
| AEO | AMERICAN EAGLE OUTFITTERS IN | 4,881 | $82 | 0.0% | $18.87 | 0.0% | COM | 02553E106 |
| VSCO | VICTORIAS SECRET AND CO | 1,486 | $76 | 0.0% | $60.70 | -10.4% | COMMON STOCK | 926400102 |
| AAL | AMERICAN AIRLS GROUP INC | 2,500 | $71 | 0.0% | — | — | Put | 02376R102 |
| EXPE | EXPEDIA GROUP INC | 200 | $68 | 0.0% | $168.61 | +10.1% | Call | 30212P303 |
| — | UNITI GROUP INC | 1,000 | $45 | 0.0% | — | — | Put | 91325V108 |
| INVH | INVITATION HOMES INC | 500 | $42 | 0.0% | — | — | Put | 46187W107 |
| XYZ | BLOCK INC | 200 | $29 | 0.0% | — | — | Call | 852234103 |
| EFTRW | EFFECTOR THERAPEUTICS INC | 41,795 | $16 | 0.0% | $0.97 | — | *W EXP 12/31/27 | 28202V116 |
| — | LIONHEART ACQUISITION CORP I | 32,338 | $14 | 0.0% | $0.88 | — | *W EXP 02/14/26 | 53625R112 |
| SABR | SABRE CORP | 3,000 | $9 | 0.0% | — | — | Put | 78573M104 |
| — | CRUCIBLE ACQUISITION CORP | 18,773 | $6 | 0.0% | $0.69 | — | *W EXP 12/26/25 | 22877P116 |
| UPHLW | UPHEALTH INC | 25,000 | $4 | 0.0% | $0.16 | — | *W EXP 07/01/24 | 91532B119 |
| — | ANZU SPECIAL ACQUISITIN CORP | 10,300 | $2 | 0.0% | $0.78 | — | *W EXP 12/31/27 | 03737A119 |
| MTN | VAIL RESORTS INC | 50 | $1 | 0.0% | — | — | Call | 91879Q109 |
| BABA | ALIBABA GROUP HLDG LTD | 100 | $0 | 0.0% | — | — | Call | 01609W102 |