CIK: 0001783139 · Show all filings
Period: Q3 2022 (← Previous) (Next →)
Filing Date: Nov 14, 2022
Total Value ($000): $1,042,816 (10.0% shares, 90.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | PALO ALTO NETWORKS INC | 54,911,000 | $101,853 | 9.8% | $1.86 | — | NOTE 0.750% 07/01/23 | 697435AD7 |
| — | LIVE NATION ENTERTAINMENT IN | 38,059,000 | $45,036 | 4.3% | $1.39 | — | NOTE 2.500% 03/15/23 | 538034AQ2 |
| — | FTI CONSULTING INC | 26,920,000 | $44,444 | 4.3% | $1.46 | — | NOTE 2.000% 08/15/23 | 302941AP4 |
| — | WORKIVA INC | 36,994,000 | $43,771 | 4.2% | $1.50 | — | NOTE 1.125% 08/15/26 | 98139AAB1 |
| — | CNX RES CORP | 31,368,000 | $43,589 | 4.2% | $1.39 | — | NOTE 2.250% 05/01/26 | 12653CAG3 |
| — | ZSCALER INC | 33,941,000 | $43,477 | 4.2% | $1.28 | — | NOTE 0.125% 07/01/25 | 98980GAB8 |
| — | ZENDESK INC | 40,500,000 | $39,832 | 3.8% | $1.02 | — | NOTE 0.625% 06/15/25 | 98936JAD3 |
| — | OMNICELL COM | 32,000,000 | $34,042 | 3.3% | $1.52 | — | NOTE 0.250% 09/15/25 | 68213NAD1 |
| — | ALLSCRIPTS HEALTHCARE SOLUTI | 25,871,000 | $33,089 | 3.2% | $1.27 | — | NOTE 0.875% 01/01/27 | 01988PAF5 |
| — | BLACKLINE INC | 31,797,000 | $33,010 | 3.2% | $1.47 | — | NOTE 0.125% 08/01/24 | 09239BAB5 |
| — | SNAP INC | 33,529,000 | $30,871 | 3.0% | $0.96 | — | NOTE 0.250% 05/01/25 | 83304AAD8 |
| — | PALO ALTO NETWORKS INC | 17,500,000 | $29,617 | 2.8% | $1.69 | — | NOTE 0.375% 06/01/25 | 697435AF2 |
| — | GRANITE CONSTR INC | 24,000,000 | $24,649 | 2.4% | $1.32 | — | NOTE 2.750% 11/01/24 | 387328AB3 |
| — | RAPID7 INC | 24,250,000 | $24,386 | 2.3% | $1.62 | — | NOTE 2.250% 05/01/25 | 753422AD6 |
| — | INSIGHT ENTERPRISES INC | 18,795,000 | $24,177 | 2.3% | $1.51 | — | NOTE 0.750% 02/15/25 | 45765UAB9 |
| — | DISH NETWORK CORPORATION | 35,000,000 | $23,042 | 2.2% | $0.83 | — | NOTE 0.000% 12/15/25 | 25470MAF6 |
| — | ENVISTA HOLDINGS CORPORATION | 13,700,000 | $22,617 | 2.2% | $1.80 | — | NOTE 2.375% 06/01/25 | 29415FAB0 |
| — | WINNEBAGO INDS INC | 21,002,000 | $22,060 | 2.1% | $1.19 | — | NOTE 1.500% 04/01/25 | 974637AB6 |
| — | PURE STORAGE INC | 19,050,000 | $21,569 | 2.1% | $1.13 | — | NOTE 0.125% 04/15/23 | 74624MAB8 |
| — | ZILLOW GROUP INC | 21,500,000 | $21,406 | 2.1% | $1.00 | — | NOTE 0.750% 09/01/24 | 98954MAE1 |
| — | MONGODB INC | 16,903,000 | $19,743 | 1.9% | $2.10 | — | NOTE 0.250% 01/15/26 | 60937PAD8 |
| — | ENPHASE ENERGY INC | 17,000,000 | $19,652 | 1.9% | $1.16 | — | NOTE 0.000% 03/01/26 | 29355AAH0 |
| — | NATERA INC | 10,000,000 | $13,629 | 1.3% | $1.36 | — | NOTE 2.250% 05/01/27 | 632307AB0 |
| — | MIDDLEBY CORP | 11,750,000 | $13,447 | 1.3% | $1.39 | — | NOTE 1.000% 09/01/25 | 596278AB7 |
| — | DROPBOX INC | 15,142,000 | $12,977 | 1.2% | $0.93 | — | NOTE 0.000% 03/01/28 | 26210CAD6 |
| — | ETSY INC | 9,500,000 | $12,720 | 1.2% | $1.34 | — | NOTE 0.125% 10/01/26 | 29786AAJ5 |
| — | NRG ENERGY INC | 11,768,000 | $12,663 | 1.2% | $1.08 | — | NOTE 2.750% 06/01/48 | 629377CG5 |
| — | SILICON LABORATORIES INC | 10,216,000 | $12,130 | 1.2% | $1.36 | — | NOTE 0.625% 06/15/25 | 826919AD4 |
| — | RBC BEARINGS INC | 115,000 | $11,933 | 1.1% | $108.34 | — | 5% CNV PFD SR A | 75524B203 |
| — | UNDER ARMOUR INC | 12,000,000 | $11,663 | 1.1% | $1.04 | — | NOTE 1.500% 06/01/24 | 904311AC1 |
| — | BOX INC | 10,300,000 | $11,385 | 1.1% | $1.14 | — | NOTE 0.000% 01/15/26 | 10316TAB0 |
| — | ALGONQUIN PWR UTILS CORP | 274,510 | $10,310 | 1.0% | $49.53 | — | UNIT 06/15/2024 | 015857873 |
| — | ATI INC | 5,550,000 | $10,158 | 1.0% | $1.83 | — | NOTE 3.500% 06/15/25 | 01741RAK8 |
| BYND | BEYOND MEAT INC | 2,236 | $8,889 | 0.9% | $44.43 | -37.9% | Put | 08862E109 |
| — | SABRE GLBL INC | 9,265,000 | $8,852 | 0.8% | $1.70 | — | NOTE 4.000% 04/15/25 | 78573NAE2 |
| VCIT | VANGUARD SCOTTSDALE FDS | 112,000 | $8,476 | 0.8% | $75.68 | — | INT-TERM CORP | 92206C870 |
| — | AKAMAI TECHNOLOGIES INC | 8,000,000 | $8,161 | 0.8% | $1.02 | — | NOTE 0.125% 05/01/25 | 00971TAJ0 |
| — | CABLE ONE INC | 10,500,000 | $8,042 | 0.8% | $0.87 | — | NOTE 0.000% 03/15/26 | 12685JAE5 |
| — | PANDORA MEDIA INC | 7,000,000 | $7,384 | 0.7% | $1.10 | — | NOTE 1.750% 12/01/23 | 698354AD9 |
| — | BEYOND MEAT INC | 23,038,000 | $7,255 | 0.7% | $0.51 | — | NOTE 0.000% 03/15/27 | 08862EAB5 |
| — | INNOVIVA INC | 6,500,000 | $6,276 | 0.6% | $1.17 | — | NOTE 2.500% 08/15/25 | 45781MAB7 |
| — | DYNAVAX TECHNOLOGIES CORP | 4,000,000 | $5,063 | 0.5% | $1.27 | — | NOTE 2.500% 05/15/26 | 268158AD4 |
| — | REDFIN CORP | 8,500,000 | $4,983 | 0.5% | $0.68 | — | NOTE 0.000% 10/15/25 | 75737FAC2 |
| — | GROUPON INC | 6,500,000 | $4,177 | 0.4% | $0.64 | — | NOTE 1.125% 03/15/26 | 399473AF4 |
| — | Q2 HLDGS INC | 5,000,000 | $4,061 | 0.4% | $0.87 | — | NOTE 0.125% 11/15/25 | 74736LAF6 |
| — | MICROSTRATEGY INC | 5,020,000 | $3,793 | 0.4% | $1.38 | — | NOTE 0.750% 12/15/25 | 594972AC5 |
| — | ZILLOW GROUP INC | 3,885,000 | $3,784 | 0.4% | $1.01 | — | NOTE 1.375% 09/01/26 | 98954MAG6 |
| — | LIBERTY MEDIA CORP DEL | 79,000 | $3,007 | 0.3% | $37.46 | — | COM A SIRIUSXM | 531229409 |
| GOOG | ALPHABET INC | 31,060 | $2,986 | 0.3% | $110.80 | +0.0% | CAP STK CL C | 02079K107 |
| — | SNAP INC | 4,000,000 | $2,779 | 0.3% | $0.71 | — | NOTE 0.000% 05/01/27 | 83304AAF3 |
| — | ACROPOLIS INFRASTRUCTURE ACQ | 269,475 | $2,635 | 0.3% | $9.98 | — | UNIT 99/99/9999 | 005029202 |
| — | SHYFT GROUP INC | 125,568 | $2,565 | 0.2% | $28.54 | — | COM | 825698103 |
| — | SHAKE SHACK INC | 3,500,000 | $2,359 | 0.2% | $0.79 | — | NOTE 0.000% 03/01/28 | 819047AB7 |
| ALNY | ALNYLAM PHARMACEUTICALS INC | 11,300 | $2,261 | 0.2% | $190.74 | 0.0% | COM | 02043Q107 |
| — | CABLE ONE INC | 3,010,000 | $2,183 | 0.2% | $0.90 | — | NOTE 1.125% 03/15/28 | 12685JAG0 |
| — | VERINT SYSTEMS INC | 2,500,000 | $2,095 | 0.2% | $0.84 | — | NOTE 0.250% 04/15/26 | 92343XAC4 |
| DAL | DELTA AIR LINES INC DEL | 74,519 | $2,091 | 0.2% | $36.54 | -15.5% | COM NEW | 247361702 |
| — | BLEUACACIA LTD | 200,000 | $1,992 | 0.2% | $10.05 | — | UNIT 10/30/2026 | G11728121 |
| MHO | M/I HOMES INC | 45,000 | $1,630 | 0.2% | $46.10 | -6.3% | COM | 55305B101 |
| — | ELLIOTT OPPORTUNITY II CORP | 160,305 | $1,582 | 0.2% | $10.01 | — | UNIT 99/99/9999 | G30092129 |
| — | AETHERIUM ACQUISITION CORP | 150,000 | $1,501 | 0.1% | $10.00 | — | UNIT 12/21/2026 | 00809J200 |
| — | BURTECH ACQUISITION CORP | 150,000 | $1,497 | 0.1% | $10.01 | — | UNIT 12/10/2026 | 123013203 |
| BYD | BOYD GAMING CORP | 27,000 | $1,286 | 0.1% | $62.37 | -17.2% | COM | 103304101 |
| BYND | BEYOND MEAT INC | 81,100 | $1,149 | 0.1% | $44.43 | -37.9% | COM | 08862E109 |
| — | WILLIAMS ROWLAND ACQUISITION | 110,000 | $1,111 | 0.1% | $10.14 | — | UNIT 99/99/9999 | 96951B201 |
| BKNG | BOOKING HOLDINGS INC | 650 | $1,068 | 0.1% | $1848.19 | 0.0% | COM | 09857L108 |
| — | OMNILIT ACQUISITION CORP | 105,000 | $1,060 | 0.1% | $10.04 | — | UNIT 11/08/2026 | 68218C207 |
| CAR | AVIS BUDGET GROUP | 7,000 | $1,039 | 0.1% | $171.08 | -8.7% | COM | 053774105 |
| VAC | MARRIOTT VACATIONS WORLDWIDE | 8,500 | $1,035 | 0.1% | $135.76 | 0.0% | COM | 57164Y107 |
| — | SHUAA PARTNERS ACQUISTN CORP | 100,000 | $1,015 | 0.1% | $10.02 | — | UNIT 02/24/2027 | G81173125 |
| CRTUF | CARTICA ACQUISITION CORP | 100,000 | $1,014 | 0.1% | $10.10 | — | UNIT 04/30/2028 | G1995D125 |
| — | UTA ACQUISITION CORPORATION | 100,000 | $1,011 | 0.1% | $10.08 | — | UNIT 12/01/2026 | G9473A125 |
| — | NUBIA BRAND INTERNATIONAL CO | 100,000 | $1,011 | 0.1% | $9.99 | — | UNIT 11/16/2026 | 67022R202 |
| — | WORLD QUANTUM GROWTH ACQUISI | 100,000 | $1,005 | 0.1% | $10.05 | — | UNIT 99/99/9999 | G5596W119 |
| — | INFINITE ACQUISITION CORP | 100,000 | $1,003 | 0.1% | $10.07 | — | UNIT 99/99/9999 | G48028115 |
| EONR | HNR ACQUISITION CORP | 100,000 | $1,002 | 0.1% | $9.99 | +0.4% | COM | 40472A102 |
| — | OPY ACQUISITION CORP I | 100,000 | $994 | 0.1% | $10.00 | — | UNIT 09/22/2026 | 671005205 |
| CZR | CAESARS ENTERTAINMENT INC NE | 30,744 | $991 | 0.1% | $68.16 | -36.2% | COM | 12769G100 |
| AIMUF | AIMFINITY INVESTMENT CORP I | 100,000 | $990 | 0.1% | $9.86 | — | UNIT 02/01/2029 | G0135E100 |
| — | GSR II METEORA ACQUISITN COR | 90,000 | $927 | 0.1% | $10.06 | — | UNIT 02/24/2027 | 36263W204 |
| — | GOGREEN INVESTMENTS CORP | 90,000 | $916 | 0.1% | $10.11 | — | UNIT 99/99/9999 | G9461B127 |
| — | REALOGY GRP LLC/REALOGY CO | 1,250,000 | $878 | 0.1% | $0.74 | — | NOTE 0.250% 06/15/26 | 75606DAP6 |
| — | CORSAIR PARTNERING CORP | 81,628 | $804 | 0.1% | $9.71 | — | UNIT 99/99/9999 | G2540H124 |
| FTIIU | FUTURETECH II ACQUISITION CO | 80,000 | $803 | 0.1% | $10.01 | — | UNIT 12/23/2022 | 36119D202 |
| — | AURA FAT PROJS ACQUISITION C | 75,000 | $756 | 0.1% | $9.92 | — | UNIT 03/31/2027 | G06362118 |
| — | LAMF GLOBAL VENTURES CORP I | 75,000 | $756 | 0.1% | $10.04 | — | UNIT 11/05/2026 | G5338L116 |
| PFTAU | PORTAGE FINTECH ACQUISITN CO | 69,000 | $674 | 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 |
| — | PONO CAP TWO INC | 65,000 | $658 | 0.1% | $10.12 | — | UNIT 07/31/2027 | 73245B206 |
| — | JAWS HURRICANE ACQUISITN COR | 63,316 | $619 | 0.1% | $10.06 | — | UNIT 06/08/2026 | 47201B202 |
| LQD | ISHARES TR | 11,500 | $569 | 0.1% | — | — | Put | 464287242 |
| — | UNITI GROUP INC | 3,200 | $566 | 0.1% | — | — | Put | 91325V108 |
| — | ICONIC SPORTS ACQUISITION CO | 55,481 | $563 | 0.1% | $10.10 | — | UNIT 99/99/9999 | G4712C123 |
| RCL | ROYAL CARIBBEAN GROUP | 14,615 | $553 | 0.1% | $81.81 | -51.3% | COM | V7780T103 |
| — | JAWS JUGGERNAUT ACQUISITN CO | 54,355 | $535 | 0.1% | $10.06 | — | UNIT 06/17/2026 | G50735128 |
| — | BILANDER ACQUISITION CORP | 53,895 | $525 | 0.1% | $10.00 | — | UNIT 05/19/2026 | 09001T205 |
| — | APX ACQUISITION CORP I | 50,000 | $506 | 0.0% | $10.06 | — | UNIT 12/07/2026 | G0440J117 |
| IVCUF | INVESTCORP EUROPE ACQUISITIO | 50,000 | $506 | 0.0% | $10.08 | — | UNIT 12/15/2026 | G4923T121 |
| CTSUF | CACTUS ACQUISITION CORP 1 LT | 49,990 | $503 | 0.0% | $10.08 | — | UNIT 08/17/2028 | G1745A116 |
| EVCOU | EVEREST CONSOLIDATOR ACQ COR | 50,000 | $503 | 0.0% | $10.04 | — | UNIT 99/99/9999 | 29978K201 |
| — | PROOF ACQUISITION CORP I | 50,000 | $503 | 0.0% | $10.00 | — | UNIT 99/99/9999 | 74349W203 |
| — | LF CAPITAL ACQUISITION CORP | 50,000 | $503 | 0.0% | $10.02 | — | UNIT 05/15/2028 | 50202D201 |
| — | VMG CONSUMER ACQUISITION COR | 50,000 | $500 | 0.0% | $10.14 | — | UNIT 11/08/2026 | 91842V201 |
| — | JACKSON ACQUISITION CO | 50,000 | $499 | 0.0% | $9.96 | — | UNIT 99/99/9999 | 46653C205 |
| — | VISCOGLIOSI BROS ACQUISTN CO | 50,000 | $497 | 0.0% | $9.90 | — | UNIT 03/18/2027 | 92838K209 |
| DKNG | DRAFTKINGS INC NEW | 30,000 | $454 | 0.0% | $15.89 | 0.0% | COM CL A | 26142V105 |
| — | DENALI CAPITAL ACQUISITN COR | 45,000 | $452 | 0.0% | $9.96 | — | UNIT 03/28/2027 | G6256B122 |
| — | BANYAN ACQUISITION CORPORATI | 45,000 | $450 | 0.0% | $10.00 | — | UNIT 09/30/2028 | 06690B206 |
| LUV | SOUTHWEST AIRLS CO | 14,000 | $431 | 0.0% | $34.85 | 0.0% | COM | 844741108 |
| ASO | ACADEMY SPORTS & OUTDOORS IN | 10,200 | $430 | 0.0% | $35.54 | +20.0% | COM | 00402L107 |
| TOL | TOLL BROTHERS INC | 10,000 | $420 | 0.0% | $46.79 | -0.9% | COM | 889478103 |
| — | COUNTER PRESS ACQUISITION CO | 39,300 | $395 | 0.0% | $10.08 | — | UNIT 02/07/2027 | G2542B109 |
| PHM | PULTE GROUP INC | 9,476 | $355 | 0.0% | $38.73 | +5.3% | COM | 745867101 |
| GPRO | GOPRO INC | 70,000 | $345 | 0.0% | $5.94 | 0.0% | CL A | 38268T103 |
| — | SKYDECK ACQUISITION CORP | 27,585 | $273 | 0.0% | $10.00 | — | UNIT 05/13/2026 | G82220107 |
| — | EG ACQUISITION CORP | 27,597 | $270 | 0.0% | $10.00 | — | UNIT 99/99/9999 | 26846A209 |
| BKNG | BOOKING HOLDINGS INC | 45 | $262 | 0.0% | $1848.19 | 0.0% | Call | 09857L108 |
| — | AP ACQUISITION CORP | 25,800 | $262 | 0.0% | $10.13 | — | UNIT 99/99/9999 | G04058122 |
| — | 7 ACQUISITION CORPORATION | 25,000 | $253 | 0.0% | $10.04 | — | UNIT 11/05/2026 | G80694121 |
| IVAUF | INVESTCORP INDIA ACQUISTN CO | 25,000 | $252 | 0.0% | $10.04 | — | UNIT 06/01/2028 | G49219119 |
| EMCUF | EMBRACE CHANGE ACQUISITN COR | 24,000 | $242 | 0.0% | $10.08 | — | UNIT 03/17/2027 | G3034H133 |
| — | GOLDEN ARROW MERGER CORP | 18,740 | $183 | 0.0% | $9.95 | — | UNIT 07/31/2026 | 380799205 |
| RWT | REDWOOD TR INC | 30,000 | $172 | 0.0% | $5.73 | — | COM | 758075402 |
| INVH | INVITATION HOMES INC | 5,000 | $168 | 0.0% | $32.87 | 0.0% | COM | 46187W107 |
| BBWI | BATH & BODY WORKS INC | 5,168 | $168 | 0.0% | $54.70 | -41.2% | COM | 070830104 |
| ARCC | ARES CAPITAL CORP | 2,500 | $156 | 0.0% | $13.84 | +0.6% | Call | 04010L103 |
| — | DISH NETWORK CORPORATION | 1,500 | $153 | 0.0% | — | — | Put | 25470M109 |
| IEF | ISHARES TR | 1,000 | $143 | 0.0% | — | — | Call | 464287440 |
| WDC | WESTERN DIGITAL CORP. | 4,100 | $133 | 0.0% | $40.01 | -17.3% | COM | 958102105 |
| RWT | REDWOOD TR INC | 2,500 | $106 | 0.0% | $5.73 | — | Put | 758075402 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 400 | $101 | 0.0% | — | — | Call | 09061G101 |
| AAL | AMERICAN AIRLS GROUP INC | 2,500 | $73 | 0.0% | $16.62 | -16.1% | Put | 02376R102 |
| SDCCQ | SMILEDIRECTCLUB INC | 500 | $67 | 0.0% | $1.21 | 0.0% | Put | 83192H106 |
| INVH | INVITATION HOMES INC | 500 | $58 | 0.0% | $32.87 | 0.0% | Put | 46187W107 |
| LUV | SOUTHWEST AIRLS CO | 1,050 | $55 | 0.0% | $34.85 | 0.0% | Call | 844741108 |
| SDCCQ | SMILEDIRECTCLUB INC | 50,000 | $45 | 0.0% | $1.21 | 0.0% | CL A COM | 83192H106 |
| VSCO | VICTORIAS SECRET AND CO | 1,486 | $43 | 0.0% | $60.70 | -44.5% | COMMON STOCK | 926400102 |
| AAL | AMERICAN AIRLS GROUP INC | 3,044 | $36 | 0.0% | $16.62 | -16.1% | COM | 02376R102 |
| BBAI/WS | BIGBEAR AI HLDGS INC | 98,996 | $14 | 0.0% | $0.88 | — | *W EXP 12/31/28 | 08975B117 |
| EONR/WS | HNR ACQUISITION CORP | 100,000 | $11 | 0.0% | $0.11 | — | *W EXP 07/29/28 | 40472A128 |
| EFTRW | EFFECTOR THERAPEUTICS INC | 41,795 | $7 | 0.0% | $0.97 | — | *W EXP 12/31/27 | 28202V116 |
| UPHLW | UPHEALTH INC | 32,500 | $2 | 0.0% | $0.14 | — | *W EXP 07/01/24 | 91532B119 |
| — | SOCIAL CAPITAL HEDOSOPHA HLD | 41,783 | $0 | 0.0% | $0.48 | — | *W EXP 10/14/25 | G8251L113 |
| WDAY | WORKDAY INC | 3 | $0 | 0.0% | $156.53 | 0.0% | CL A | 98138H101 |
| — | ANZU SPECIAL ACQUISITIN CORP | 10,300 | $0 | 0.0% | $0.78 | — | *W EXP 12/31/27 | 03737A119 |