CIK: 0001783139 · Show all filings
Period: Q4 2022 (← Previous) (Next →)
Filing Date: Feb 16, 2023
Total Value ($000): $820,193 (18.9% shares, 81.1% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | LIVE NATION ENTERTAINMENT IN | 53,059,000 | $56,659 | 6.9% | $1.30 | — | NOTE 2.500% 03/15/23 | 538034AQ2 |
| — | ENVISTA HOLDINGS CORPORATION | 29,576,000 | $49,902 | 6.1% | $1.74 | — | NOTE 2.375% 06/01/25 | 29415FAB0 |
| — | FTI CONSULTING INC | 26,495,000 | $41,881 | 5.1% | $1.46 | — | NOTE 2.000% 08/15/23 | 302941AP4 |
| SRLN | SSGA ACTIVE ETF TR | 996,000 | $40,736 | 5.0% | $40.90 | — | BLACKSTONE SENR | 78467V608 |
| — | VERADIGM INC | 27,871,000 | $39,790 | 4.9% | $1.28 | — | NOTE 0.875% 01/01/27 | 01988PAF5 |
| — | GRANITE CONSTR INC | 29,000,000 | $35,458 | 4.3% | $1.30 | — | NOTE 2.750% 11/01/24 | 387328AB3 |
| — | INSIGHT ENTERPRISES INC | 23,321,000 | $35,081 | 4.3% | $1.51 | — | NOTE 0.750% 02/15/25 | 45765UAB9 |
| — | WORKIVA INC | 28,150,000 | $34,803 | 4.2% | $1.50 | — | NOTE 1.125% 08/15/26 | 98139AAB1 |
| — | DISH NETWORK CORPORATION | 43,000,000 | $27,682 | 3.4% | $0.79 | — | NOTE 0.000% 12/15/25 | 25470MAF6 |
| — | SILICON LABORATORIES INC | 20,016,000 | $25,124 | 3.1% | $1.31 | — | NOTE 0.625% 06/15/25 | 826919AD4 |
| — | SNAP INC | 27,529,000 | $24,772 | 3.0% | $0.96 | — | NOTE 0.250% 05/01/25 | 83304AAD8 |
| — | ZILLOW GROUP INC | 18,500,000 | $19,215 | 2.3% | $1.00 | — | NOTE 0.750% 09/01/24 | 98954MAE1 |
| — | WINNEBAGO INDS INC | 18,061,000 | $19,016 | 2.3% | $1.19 | — | NOTE 1.500% 04/01/25 | 974637AB6 |
| — | PALO ALTO NETWORKS INC | 11,438,000 | $18,086 | 2.2% | $1.86 | — | NOTE 0.750% 07/01/23 | 697435AD7 |
| — | DYNAVAX TECHNOLOGIES CORP | 13,238,000 | $16,703 | 2.0% | $1.26 | — | NOTE 2.500% 05/15/26 | 268158AD4 |
| — | LUMENTUM HLDGS INC | 15,000,000 | $15,831 | 1.9% | $1.06 | — | NOTE 0.250% 03/15/24 | 55024UAB5 |
| — | ATI INC | 7,675,000 | $15,481 | 1.9% | $1.88 | — | NOTE 3.500% 06/15/25 | 01741RAK8 |
| — | VARONIS SYS INC | 14,575,000 | $15,343 | 1.9% | $1.05 | — | NOTE 1.250% 08/15/25 | 922280AB8 |
| — | BLACKLINE INC | 12,297,000 | $13,702 | 1.7% | $1.47 | — | NOTE 0.125% 08/01/24 | 09239BAB5 |
| — | DROPBOX INC | 15,036,000 | $13,465 | 1.6% | $0.93 | — | NOTE 0.000% 03/01/28 | 26210CAD6 |
| — | UNDER ARMOUR INC | 11,854,000 | $13,325 | 1.6% | $1.04 | — | NOTE 1.500% 06/01/24 | 904311AC1 |
| VCIT | VANGUARD SCOTTSDALE FDS | 168,300 | $13,044 | 1.6% | $76.29 | — | INT-TERM CORP | 92206C870 |
| — | CNX RES CORP | 8,693,000 | $12,790 | 1.6% | $1.39 | — | NOTE 2.250% 05/01/26 | 12653CAG3 |
| — | DEXCOM INC | 4,442,000 | $12,252 | 1.5% | $2.76 | — | NOTE 0.750% 12/01/23 | 252131AH0 |
| — | REDFIN CORP | 20,087,000 | $11,871 | 1.4% | $0.63 | — | NOTE 0.000% 10/15/25 | 75737FAC2 |
| — | RBC BEARINGS INC | 115,000 | $11,865 | 1.4% | $108.34 | — | 5% CNV PFD SR A | 75524B203 |
| — | AKAMAI TECHNOLOGIES INC | 11,160,000 | $10,824 | 1.3% | $0.97 | — | NOTE 0.375% 09/01/27 | 00971TAL5 |
| — | PANDORA MEDIA INC | 10,000,000 | $10,257 | 1.3% | $1.08 | — | NOTE 1.750% 12/01/23 | 698354AD9 |
| — | PURE STORAGE INC | 8,999,000 | $9,739 | 1.2% | $1.13 | — | NOTE 0.125% 04/15/23 | 74624MAB8 |
| — | BEYOND MEAT INC | 223,600 | $9,410 | 1.1% | — | — | Put | 08862E959 |
| — | BEYOND MEAT INC | 34,588,000 | $9,117 | 1.1% | $0.43 | — | NOTE 0.000% 03/15/27 | 08862EAB5 |
| — | ALGONQUIN PWR UTILS CORP | 353,591 | $8,374 | 1.0% | $43.75 | — | UNIT 06/15/2024 | 015857873 |
| — | RAPID7 INC | 8,500,000 | $8,170 | 1.0% | $1.62 | — | NOTE 2.250% 05/01/25 | 753422AD6 |
| — | INNOVIVA INC | 6,500,000 | $6,660 | 0.8% | $1.17 | — | NOTE 2.500% 08/15/25 | 45781MAB7 |
| — | MICROSTRATEGY INC | 10,158,000 | $4,798 | 0.6% | $0.92 | — | NOTE 0.750% 12/15/25 | 594972AC5 |
| — | AMYRIS INC | 15,000,000 | $4,757 | 0.6% | $0.32 | — | NOTE 1.500% 11/15/26 | 03236MAJ0 |
| — | LIBERTY MEDIA CORP DEL | 118,500 | $4,658 | 0.6% | $38.08 | — | COM A SIRIUSXM | 531229409 |
| BKNG | BOOKING HOLDINGS INC | 2,050 | $4,131 | 0.5% | $1861.41 | +0.3% | COM | 09857L108 |
| — | NRG ENERGY INC | 4,000,000 | $3,971 | 0.5% | $1.08 | — | NOTE 2.750% 06/01/48 | 629377CG5 |
| — | GROUPON INC | 6,500,000 | $3,839 | 0.5% | $0.64 | — | NOTE 1.125% 03/15/26 | 399473AF4 |
| — | TRAVERE THERAPEUTICS INC | 4,193,000 | $3,825 | 0.5% | $0.91 | — | NOTE 2.250% 03/01/29 | 89422GAA5 |
| — | PROGRESS SOFTWARE CORP | 3,500,000 | $3,590 | 0.4% | $1.03 | — | NOTE 1.000% 04/15/26 | 743312AB6 |
| GOOG | ALPHABET INC | 38,825 | $3,444 | 0.4% | $107.59 | -12.0% | CAP STK CL C | 02079K107 |
| — | SHYFT GROUP INC | 138,210 | $3,435 | 0.4% | $28.21 | — | COM | 825698103 |
| DAL | DELTA AIR LINES INC DEL | 93,149 | $3,060 | 0.4% | $35.68 | -9.6% | COM NEW | 247361702 |
| BYD | BOYD GAMING CORP | 55,500 | $3,026 | 0.4% | $58.33 | -6.6% | COM | 103304101 |
| — | SNAP INC | 4,000,000 | $2,805 | 0.3% | $0.71 | — | NOTE 0.000% 05/01/27 | 83304AAF3 |
| — | ACROPOLIS INFRASTRUCTURE ACQ | 269,475 | $2,686 | 0.3% | $9.98 | — | UNIT 99/99/9999 | 005029202 |
| — | JAZZ INVESTMENTS I LTD | 2,670,000 | $2,635 | 0.3% | $0.99 | — | NOTE 1.500% 08/15/24 | 472145AD3 |
| MHO | M/I HOMES INC | 56,250 | $2,597 | 0.3% | $45.47 | -5.5% | COM | 55305B101 |
| — | PERFICIENT INC | 2,829,000 | $2,188 | 0.3% | $0.77 | — | NOTE 0.125% 11/15/26 | 71375UAF8 |
| — | BLEUACACIA LTD | 200,000 | $2,036 | 0.2% | $10.05 | — | UNIT 10/30/2026 | G11728121 |
| — | VIAVI SOLUTIONS INC | 2,000,000 | $2,001 | 0.2% | $1.00 | — | NOTE 1.750% 06/01/23 | 925550AE5 |
| — | AMYRIS INC | 500,000 | $1,925 | 0.2% | — | — | Put | 03236M950 |
| CZR | CAESARS ENTERTAINMENT INC NE | 43,116 | $1,793 | 0.2% | $61.38 | -27.5% | COM | 12769G100 |
| — | MIDDLEBY CORP | 1,500,000 | $1,765 | 0.2% | $1.39 | — | NOTE 1.000% 09/01/25 | 596278AB7 |
| — | MARATHON DIGITAL HOLDINGS IN | 7,000,000 | $1,653 | 0.2% | $0.24 | — | NOTE 1.000% 12/01/26 | 565788AB2 |
| — | 2U INC | 2,500,000 | $1,627 | 0.2% | $0.65 | — | NOTE 2.250% 05/01/25 | 90214JAB7 |
| — | ELLIOTT OPPORTUNITY II CORP | 160,305 | $1,617 | 0.2% | $10.01 | — | UNIT 99/99/9999 | G30092129 |
| — | BURTECH ACQUISITION CORP | 150,000 | $1,527 | 0.2% | $10.01 | — | UNIT 12/10/2026 | 123013203 |
| — | AETHERIUM ACQUISITION CORP | 150,000 | $1,518 | 0.2% | $10.00 | — | UNIT 12/21/2026 | 00809J200 |
| — | LUCID GROUP INC | 600,000 | $1,510 | 0.2% | — | — | Put | 549498953 |
| VAC | MARRIOTT VACATIONS WORLDWIDE | 10,625 | $1,430 | 0.2% | $136.49 | +2.2% | COM | 57164Y107 |
| — | UNITI GROUP INC | 820,000 | $1,353 | 0.2% | — | — | Put | 91325V958 |
| RCL | ROYAL CARIBBEAN GROUP | 25,769 | $1,273 | 0.2% | $68.70 | -25.0% | COM | V7780T103 |
| — | THE REALREAL INC | 2,000,000 | $1,214 | 0.1% | $0.61 | — | NOTE 3.000% 06/15/25 | 88339PAB7 |
| — | THE REALREAL INC | 3,000,000 | $1,100 | 0.1% | $0.37 | — | NOTE 1.000% 03/01/28 | 88339PAD3 |
| — | NUBIA BRAND INTERNATIONAL CO | 100,000 | $1,076 | 0.1% | $9.99 | — | UNIT 11/16/2026 | 67022R202 |
| CRTUF | CARTICA ACQUISITION CORP | 100,000 | $1,030 | 0.1% | $10.10 | — | UNIT 04/30/2028 | G1995D125 |
| — | SHUAA PARTNERS ACQUISTN CORP | 100,000 | $1,023 | 0.1% | $10.02 | — | UNIT 02/24/2027 | G81173125 |
| EONR | HNR ACQUISITION CORP | 100,000 | $1,023 | 0.1% | $9.99 | +1.3% | COM | 40472A102 |
| — | INFINITE ACQUISITION CORP | 100,000 | $1,020 | 0.1% | $10.07 | — | UNIT 99/99/9999 | G48028115 |
| — | UTA ACQUISITION CORPORATION | 100,000 | $1,012 | 0.1% | $10.08 | — | UNIT 12/01/2026 | G9473A125 |
| AIMUF | AIMFINITY INVESTMENT CORP I | 100,000 | $1,007 | 0.1% | $9.86 | — | UNIT 02/01/2029 | G0135E100 |
| — | OPY ACQUISITION CORP I | 100,000 | $1,000 | 0.1% | $10.00 | — | UNIT 09/22/2026 | 671005205 |
| — | WILLIAMS ROWLAND ACQUISITION | 97,535 | $978 | 0.1% | $10.03 | — | COM | 96951B102 |
| — | OMNILIT ACQUISITION CORP | 93,697 | $933 | 0.1% | $10.04 | — | UNIT 11/08/2026 | 68218C207 |
| — | GSR II METEORA ACQUISITN COR | 81,799 | $829 | 0.1% | $10.06 | — | UNIT 02/24/2027 | 36263W204 |
| FTIIU | FUTURETECH II ACQUISITION CO | 80,000 | $820 | 0.1% | $10.01 | — | UNIT 12/23/2022 | 36119D202 |
| — | CORSAIR PARTNERING CORP | 81,628 | $806 | 0.1% | $9.71 | — | UNIT 99/99/9999 | G2540H124 |
| — | LAMF GLOBAL VENTURES CORP I | 75,000 | $768 | 0.1% | $10.04 | — | UNIT 11/05/2026 | G5338L116 |
| PFTAU | PORTAGE FINTECH ACQUISITN CO | 69,000 | $693 | 0.1% | $10.00 | — | UNIT 07/08/2026 | G7185D122 |
| — | DISH NETWORK CORPORATION | 925,000 | $691 | 0.1% | — | — | Put | 25470M959 |
| — | GENESIS UNICORN CAPITAL CORP | 66,400 | $671 | 0.1% | $10.00 | — | UNIT 06/30/2026 | 37187C209 |
| INVH | INVITATION HOMES INC | 22,500 | $666 | 0.1% | $29.31 | -3.5% | COM | 46187W107 |
| ABNB | AIRBNB INC | 7,500 | $641 | 0.1% | $101.00 | 0.0% | COM CL A | 009066101 |
| — | JAWS HURRICANE ACQUISITN COR | 63,316 | $635 | 0.1% | $10.06 | — | UNIT 06/08/2026 | 47201B202 |
| TOL | TOLL BROTHERS INC | 12,500 | $624 | 0.1% | $46.63 | -1.4% | COM | 889478103 |
| — | PONO CAP TWO INC | 55,787 | $588 | 0.1% | $10.12 | — | UNIT 07/31/2027 | 73245B206 |
| BYND | BEYOND MEAT INC | 46,100 | $567 | 0.1% | $44.43 | -68.7% | COM | 08862E109 |
| — | JAWS JUGGERNAUT ACQUISITN CO | 54,355 | $546 | 0.1% | $10.06 | — | UNIT 06/17/2026 | G50735128 |
| PHM | PULTE GROUP INC | 11,845 | $539 | 0.1% | $39.19 | +4.7% | COM | 745867101 |
| — | BILANDER ACQUISITION CORP | 53,895 | $533 | 0.1% | $10.00 | — | UNIT 05/19/2026 | 09001T205 |
| — | LF CAPITAL ACQUISITION CORP | 50,000 | $510 | 0.1% | $10.02 | — | UNIT 05/15/2028 | 50202D201 |
| EVCOU | EVEREST CONSOLIDATOR ACQ COR | 50,000 | $510 | 0.1% | $10.04 | — | UNIT 99/99/9999 | 29978K201 |
| — | PROOF ACQUISITION CORP I | 50,000 | $508 | 0.1% | $10.00 | — | UNIT 99/99/9999 | 74349W203 |
| — | VMG CONSUMER ACQUISITION COR | 50,000 | $508 | 0.1% | $10.14 | — | UNIT 11/08/2026 | 91842V201 |
| — | JACKSON ACQUISITION CO | 50,000 | $507 | 0.1% | $9.96 | — | UNIT 99/99/9999 | 46653C205 |
| CTSUF | CACTUS ACQUISITION CORP 1 LT | 49,990 | $505 | 0.1% | $10.08 | — | UNIT 08/17/2028 | G1745A116 |
| — | VISCOGLIOSI BROS ACQUISTN CO | 50,000 | $504 | 0.1% | $9.90 | — | UNIT 03/18/2027 | 92838K209 |
| — | BANYAN ACQUISITION CORPORATI | 45,000 | $499 | 0.1% | $10.00 | — | UNIT 09/30/2028 | 06690B206 |
| VICI | VICI PPTYS INC | 15,000 | $486 | 0.1% | $26.97 | 0.0% | COM | 925652109 |
| — | DENALI CAPITAL ACQUISITN COR | 45,000 | $460 | 0.1% | $9.96 | — | UNIT 03/28/2027 | G6256B122 |
| GPRO | GOPRO INC | 83,135 | $414 | 0.1% | $5.83 | -10.1% | CL A | 38268T103 |
| ASO | ACADEMY SPORTS & OUTDOORS IN | 7,725 | $405 | 0.0% | $35.54 | +30.8% | COM | 00402L107 |
| — | SKYDECK ACQUISITION CORP | 27,585 | $277 | 0.0% | $10.00 | — | UNIT 05/13/2026 | G82220107 |
| BBWI | BATH & BODY WORKS INC | 6,460 | $272 | 0.0% | $50.60 | -32.4% | COM | 070830104 |
| IVAUF | INVESTCORP INDIA ACQUISTN CO | 25,000 | $257 | 0.0% | $10.04 | — | UNIT 06/01/2028 | G49219119 |
| — | BOOKING HOLDINGS INC | 1,500 | $222 | 0.0% | — | — | Call | 09857L908 |
| SABR | SABRE CORP | 32,000 | $197 | 0.0% | $5.58 | 0.0% | COM | 78573M104 |
| — | SPDR S&P 500 ETF TR | 200,000 | $193 | 0.0% | — | — | Put | 78462F953 |
| — | INVESCO EXCH TRADED FD TR II | 1,000,000 | $175 | 0.0% | — | — | Put | 46138E950 |
| WDC | WESTERN DIGITAL CORP. | 5,125 | $161 | 0.0% | $37.26 | -29.5% | COM | 958102105 |
| — | ARES CAPITAL CORP | 155,000 | $135 | 0.0% | — | — | Call | 04010L903 |
| — | WILLIAMS ROWLAND ACQUISITION | 12,465 | $124 | 0.0% | $10.14 | — | UNIT 99/99/9999 | 96951B201 |
| — | BIOMARIN PHARMACEUTICAL INC | 30,000 | $103 | 0.0% | — | — | Call | 09061G901 |
| — | INVESCO QQQ TR | 25,000 | $88 | 0.0% | — | — | Put | 46090E953 |
| — | SMILEDIRECTCLUB INC | 47,500 | $74 | 0.0% | — | — | Put | 83192H956 |
| VSCO | VICTORIAS SECRET AND CO | 1,858 | $66 | 0.0% | $56.50 | -29.7% | COMMON STOCK | 926400102 |
| — | INVITATION HOMES INC | 50,000 | $51 | 0.0% | — | — | Put | 46187W957 |
| SDCCQ | SMILEDIRECTCLUB INC | 47,500 | $16 | 0.0% | $1.21 | -45.7% | CL A COM | 83192H106 |
| — | SABRE CORP | 200,000 | $14 | 0.0% | — | — | Put | 78573M954 |
| EONR/WS | HNR ACQUISITION CORP | 100,000 | $9 | 0.0% | $0.11 | — | *W EXP 07/29/28 | 40472A128 |
| EFTRW | EFFECTOR THERAPEUTICS INC | 41,795 | $4 | 0.0% | $0.97 | — | *W EXP 12/31/27 | 28202V116 |
| BBAI/WS | BIGBEAR AI HLDGS INC | 98,996 | $3 | 0.0% | $0.88 | — | *W EXP 12/31/28 | 08975B117 |
| — | WILLIAMS ROWLAND ACQUISITION | 48,767 | $2 | 0.0% | $0.04 | — | *W EXP 12/11/26 | 96951B110 |
| UPHLW | UPHEALTH INC | 25,000 | $0 | 0.0% | $0.14 | — | *W EXP 07/01/24 | 91532B119 |
| — | ANZU SPECIAL ACQUISITIN CORP | 10,300 | $0 | 0.0% | $0.78 | — | *W EXP 12/31/27 | 03737A119 |