Location: New York, NY
CIK: 0001856405 · Show all filings
Period: Q3 2023 (← Previous) (Next →)
Filing Date: Nov 14, 2023
Total Value: $2.424B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| HYG | ISHARES TR | 22,173,600 | $1.635B | 67.4% | — | — | Put | 464288513 |
| — | APOLLO GLOBAL MGMT INC | 5,000,000 | $272M | 11.2% | $54.37 | — | SER A MAND CNV | 03769M304 |
| — | INSIGHT ENTERPRISES INC | 16,895,000 | $36.08M | 1.5% | $0.99 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| — | NCL CORP LTD | 38,500,000 | $33.01M | 1.4% | $0.88 | — | NOTE 2.500% 2/1 | 62886HBK6 |
| — | RAPID7 INC | 37,000,000 | $31.57M | 1.3% | $0.86 | — | NOTE 0.250% 3/1 | 753422AF1 |
| TLT | ISHARES TR | 350,000 | $31.04M | 1.3% | — | — | Call | 464287432 |
| GFR | GREENFIRE RES LTD NEW | 5,682,541 | $28.65M | 1.2% | $9.98 | 0.0% | COM SHS | 39525U107 |
| — | NEUROCRINE BIOSCIENCES INC | 17,500,000 | $26.32M | 1.1% | $0.64 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | DROPBOX INC | 25,024,000 | $23.81M | 1.0% | $0.94 | — | NOTE3/0 | 26210CAD6 |
| — | BIOMARIN PHARMACEUTICAL INC | 23,125,000 | $22.45M | 0.9% | $0.97 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | DROPBOX INC | 23,500,000 | $22.26M | 0.9% | $0.49 | — | NOTE3/0 | 26210CAC8 |
| — | SEA LTD | 22,440,000 | $21.49M | 0.9% | $0.97 | — | NOTE 2.375%12/0 | 81141RAF7 |
| — | MONGODB INC | 12,000,000 | $20.8M | 0.9% | $1.73 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | SEA LTD | 26,000,000 | $20.8M | 0.9% | $0.58 | — | NOTE 0.250% 9/1 | 81141RAG5 |
| — | AMERICAN AIRLINES GROUP INC | 18,000,000 | $19.18M | 0.8% | $1.07 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | BLACKLINE INC | 20,000,000 | $17.23M | 0.7% | $0.85 | — | NOTE3/1 | 09239BAD1 |
| — | VERADIGM INC | 12,500,000 | $14.19M | 0.6% | $0.29 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | WAYFAIR INC | 15,000,000 | $12.26M | 0.5% | $0.74 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | ROYAL CARIBBEAN GROUP | 6,000,000 | $11.79M | 0.5% | $1.96 | — | NOTE 6.000% 8/1 | 780153BQ4 |
| — | PDD HOLDINGS INC | 11,050,000 | $10.93M | 0.5% | $0.98 | — | NOTE12/0 | 722304AC6 |
| — | THE REALREAL INC | 22,700,000 | $10.44M | 0.4% | $0.08 | — | NOTE 1.000% 3/0 | 88339PAD3 |
| VCLT | VANGUARD SCOTTSDALE FDS | 140,000 | $10.03M | 0.4% | $71.62 | — | LG-TERM COR BD | 92206C813 |
| — | ALARM COM HLDGS INC | 10,200,000 | $8.88M | 0.4% | $0.85 | — | NOTE1/1 | 011642AB1 |
| — | VERTEX ENERGY INC | 1,956,312 | $8.706M | 0.4% | $6.25 | — | COM | 92534K107 |
| — | WAYFAIR INC | 10,000,000 | $8.632M | 0.4% | $0.79 | — | NOTE 0.625%10/0 | 94419LAM3 |
| — | CLOUDFLARE INC | 10,000,000 | $8.512M | 0.4% | $0.85 | — | NOTE8/1 | 18915MAC1 |
| — | NCL CORP LTD | 7,000,000 | $8.098M | 0.3% | $1.16 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | VAIL RESORTS INC | 9,131,000 | $8.071M | 0.3% | $0.88 | — | NOTE1/0 | 91879QAN9 |
| — | TELADOC HEALTH INC | 10,000,000 | $8M | 0.3% | $0.79 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | FASTLY INC | 6,500,000 | $5.566M | 0.2% | $0.80 | — | NOTE3/1 | 31188VAB6 |
| — | ENPHASE ENERGY INC | 5,000,000 | $4.139M | 0.2% | $0.92 | — | NOTE3/0 | 29355AAK3 |
| BKNG | BOOKING HOLDINGS INC | 1,200 | $3.701M | 0.2% | — | — | Put | 09857L108 |
| EXPE | EXPEDIA GROUP INC | 30,000 | $3.092M | 0.1% | — | — | Put | 30212P303 |
| IHS | IHS HOLDING LIMITED | 513,508 | $2.85M | 0.1% | $8.34 | -11.1% | ORD SHS | G4701H109 |
| TTD | THE TRADE DESK INC | 35,000 | $2.735M | 0.1% | — | — | Put | 88339J105 |
| BUR | BURFORD CAP LTD | 187,500 | $2.625M | 0.1% | $13.37 | 0.0% | ORD SHS | G17977110 |
| MANU | MANCHESTER UTD PLC NEW | 124,374 | $2.461M | 0.1% | $17.63 | +23.4% | ORD CL A | G5784H106 |
| — | ENPHASE ENERGY INC | 2,500,000 | $2.205M | 0.1% | $0.88 | — | NOTE3/0 | 29355AAH0 |
| VFS | VINFAST AUTO LTD | 100,000 | $1.25M | 0.1% | — | — | Put | Y9390M103 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 13,100 | $1.166M | 0.0% | $88.98 | 0.0% | COM | 09061G101 |
| — | VROOM INC | 2,000,000 | $1.08M | 0.0% | $0.11 | — | NOTE 0.750% 7/0 | 92918VAB5 |
| — | TH INTERNATIONAL LIMITED | 500,000 | $905K | 0.0% | $2.78 | — | ORDINARY SHARES | G8656L106 |
| — | INTERPUBLIC GROUP COS INC | 5,600 | $160K | 0.0% | — | — | Put | 460690100 |
| — | ARES ACQUISITION CORPORATION | 126,433 | $86,499 | 0.0% | $5.66 | — | *W EXP 02/02/202 | G33032122 |
| — | JAGUAR GLOBAL GROWTH CORP I | 350,000 | $71,471 | 0.0% | $0.17 | — | RIGHT 01/01/2027 | G5S11A155 |
| — | FRONTIER INVESTMENT CORP | 266,666 | $31,147 | 0.0% | $0.39 | — | *W EXP 06/29/202 | G36816125 |
| — | CHURCHILL CAPITAL CORP VII | 97,525 | $30,038 | 0.0% | $0.73 | — | *W EXP 02/29/202 | 17144M110 |
| — | APOLLO STRATEGIC GRWT CPTL I | 298,275 | $23,415 | 0.0% | $0.60 | — | *W EXP 02/12/202 | G0412A128 |
| IVCWF | INVESTCORP EUROPE ACQUISITIO | 75,000 | $18,004 | 0.0% | $0.18 | — | *W EXP 12/15/202 | G4923T113 |
| — | SCREAMING EAGLE ACQUISITN CO | 100,000 | $17,000 | 0.0% | $0.32 | — | *W EXP 01/05/202 | G79407121 |
| CNXXW | CONX CORP | 104,203 | $15,631 | 0.0% | $6.45 | — | *W EXP 10/30/202 | 212873111 |
| — | JAGUAR GLOBAL GROWTH CORP I | 175,000 | $15,400 | 0.0% | $0.07 | — | *W EXP 11/23/202 | G5S11A130 |
| PNSWQ | BANYAN ACQUISITION CORPORATI | 75,000 | $13,612 | 0.0% | $0.14 | — | *W EXP 09/30/202 | 06690B115 |
| — | PERCEPTION CAPITAL CORP II | 125,000 | $12,563 | 0.0% | $0.12 | — | *W EXP 10/25/202 | G7007D110 |
| — | KENSINGTON CAPITAL ACQUISITI | 100,000 | $11,560 | 0.0% | $0.17 | — | *W EXP 99/99/999 | G5251K129 |
| — | BYTE ACQUISITION CORP | 50,000 | $11,225 | 0.0% | $0.40 | — | *W EXP 03/18/202 | G1R25Q113 |
| VGASW | VERDE CLEAN FUELS INC | 54,101 | $10,620 | 0.0% | $0.19 | — | *W EXP 02/15/202 | 923372114 |
| — | ROSE HILL ACQUISITION CORP | 200,000 | $10,000 | 0.0% | $0.32 | — | *W EXP 10/07/202 | G7637J123 |
| — | MARBLEGATE ACQUISITION CORP | 200,000 | $10,000 | 0.0% | $0.32 | — | *W EXP 08/31/202 | 56608A113 |
| PIIIW | P3 HEALTH PARTNERS INC | 53,809 | $9,148 | 0.0% | $0.68 | — | *W EXP 11/19/202 | 744413113 |
| — | CSLM ACQUISITION CORP | 110,000 | $8,800 | 0.0% | $0.08 | — | RIGHT 07/01/2023 | G2365L127 |
| BKSY/WS | BLACKSKY TECHNOLOGY INC | 109,410 | $8,753 | 0.0% | $0.40 | — | *W EXP 09/09/202 | 09263B116 |
| MAQCW | MAQUIA CAPITAL ACQUISITION C | 136,155 | $8,646 | 0.0% | $0.33 | — | *W EXP 05/05/202 | 56564V119 |
| MMVXF | MULTIMETAVERSE HOLDINGS LTD | 199,979 | $8,349 | 0.0% | $0.05 | — | *W EXP 01/04/202 | G6360J136 |
| PUCKW | GOAL ACQUISITIONS CORP | 294,771 | $8,165 | 0.0% | $0.34 | — | *W EXP 02/11/202 | 38021H115 |
| — | NABORS ENERGY TRANSITION COR | 37,500 | $7,594 | 0.0% | $0.24 | — | *W EXP 11/17/202 | 629567116 |
| PRENW | PRENETICS GLOBAL LTD | 186,538 | $7,461 | 0.0% | $0.27 | — | *W EXP 05/18/202 | G72245114 |
| — | FAT PROJECTS ACQUISITION COR | 200,000 | $6,850 | 0.0% | $0.23 | — | *W EXP 08/31/202 | G3400W110 |
| BRLSW | OXUS ACQUISITION CORP | 45,052 | $6,760 | 0.0% | $0.42 | — | *W EXP 99/99/999 | G6859L121 |
| — | THUNDER BRIDGE CAP PRTNRS II | 94,555 | $6,619 | 0.0% | $0.53 | — | *W EXP 02/01/202 | 88605T118 |
| IMAQW | INTERNATIONAL MEDIA ACQUISIT | 302,128 | $6,043 | 0.0% | $0.20 | — | *W EXP 07/21/202 | 459867115 |
| EVCOW | EVEREST CONSOLIDATOR ACQ COR | 25,000 | $6,000 | 0.0% | $0.18 | — | *W EXP 99/99/999 | 29978K110 |
| LOCLW | LOCAL BOUNTI CORP | 200,000 | $6,000 | 0.0% | $1.06 | — | *W EXP 99/99/999 | 53960E114 |
| — | HH&L ACQUISITION CO | 200,000 | $5,900 | 0.0% | $0.35 | — | *W EXP 02/04/202 | G39714129 |
| HAIWF | HEALTHCARE AI ACQUISITION CO | 125,000 | $5,500 | 0.0% | $0.09 | — | *W EXP 12/07/202 | G4373K117 |
| OCEAW | OCEAN BIOMEDICAL INC | 35,200 | $5,330 | 0.0% | $0.23 | — | *W EXP 02/14/202 | 67644C112 |
| — | TWIN RIDGE CAPITAL ACQUIS CO | 66,666 | $5,007 | 0.0% | $0.38 | — | *W EXP 03/07/202 | G9151L120 |
| CSTWF | CONSTELLATION ACQUISITN CORP | 179,388 | $4,826 | 0.0% | $0.34 | — | *W EXP 01/29/202 | G2R18K113 |
| — | ENERGEM CORP | 100,000 | $4,751 | 0.0% | $0.08 | — | *W EXP 11/15/202 | G30449121 |
| SOARW | PROOF ACQUISITION CORP I | 37,500 | $4,618 | 0.0% | $0.10 | — | *W EXP 99/99/999 | 74349W112 |
| — | FOCUS IMPACT ACQUISITION COR | 50,000 | $4,538 | 0.0% | $0.32 | — | *W EXP 10/28/202 | 34417L117 |
| — | ACCRETION ACQUISITION CORP | 200,000 | $4,520 | 0.0% | $0.25 | — | *W EXP 03/01/202 | 00438Y115 |
| MAPSW | WM TECHNOLOGY INC | 32,021 | $4,403 | 0.0% | $1.10 | — | *W EXP 06/16/202 | 92971A117 |
| — | ABRI SPAC I INC | 100,000 | $4,210 | 0.0% | $0.38 | — | *W EXP 09/18/202 | 00085X113 |
| KITTW | NAUTICUS ROBOTICS INC | 18,439 | $4,057 | 0.0% | $0.26 | — | *W EXP 03/15/202 | 63911H116 |
| — | SOCIAL LEVERAGE ACQUISN CORP | 75,000 | $3,844 | 0.0% | $0.51 | — | *W EXP 02/17/202 | 83363K110 |
| — | RIGEL RESOURCE ACQ CORP | 25,000 | $3,797 | 0.0% | $0.18 | — | *W EXP 99/99/999 | G7573M114 |
| — | ARTEMIS STRATEGIC INVT CORP | 100,000 | $3,775 | 0.0% | $0.32 | — | *W EXP 09/30/202 | 04303A111 |
| — | LANDCADIA HOLDINGS IV INC | 25,000 | $3,500 | 0.0% | $0.66 | — | *W EXP 03/29/202 | 51477A112 |
| — | NEAR INTELLIGENCE INC | 138,701 | $3,412 | 0.0% | $0.07 | — | *W EXP 03/22/202 | 639494111 |
| BLUAW | BLUERIVER ACQUISITION CORP | 50,000 | $3,378 | 0.0% | $0.33 | — | *W EXP 01/04/202 | G1261Q115 |
| JWSWF | JAWS MUSTANG ACQUISITION COR | 75,000 | $3,000 | 0.0% | $0.63 | — | *W EXP 01/30/202 | G50737124 |
| — | HHG CAPITAL CORPORATION | 48,264 | $2,915 | 0.0% | $0.23 | — | *W EXP 02/25/202 | G4R23P129 |
| — | ESGEN ACQUISITION CORP | 50,000 | $2,770 | 0.0% | $0.12 | — | *W EXP 10/18/202 | G3R95N111 |
| — | ACCRETION ACQUISITION CORP | 40,000 | $2,726 | 0.0% | $0.23 | — | RIGHT 03/01/2028 | 00438Y123 |
| SPWRW | COMPLETE SOLARIA INC | 14,200 | $2,326 | 0.0% | $0.16 | — | *W EXP 07/31/202 | 20460L112 |
| — | RCF ACQUISITION CORP | 25,000 | $2,185 | 0.0% | $0.19 | — | *W EXP 99/99/999 | G7330C110 |
| CTSWF | CACTUS ACQUISITION CORP 1 LT | 50,000 | $2,133 | 0.0% | $0.08 | — | *W EXP 08/17/202 | G1745A124 |
| — | INTERPRIVATE III FINANCIAL P | 40,000 | $2,058 | 0.0% | $0.87 | — | *W EXP 99/99/999 | 46064R114 |
| — | ONYX ACQUISITION CO I | 50,000 | $1,993 | 0.0% | $0.08 | — | *W EXP 11/30/202 | G6755Q117 |
| — | CSLM ACQUISITION CORP | 55,000 | $1,925 | 0.0% | $0.07 | — | *W EXP 06/01/202 | G2365L119 |
| — | PHP VENTURES ACQUISITION COR | 31,600 | $1,801 | 0.0% | $0.28 | — | *W EXP 08/16/202 | 69291C114 |
| — | GLOBAL TECHNOLGY ACQSTN CORP | 25,000 | $1,750 | 0.0% | $0.11 | — | *W EXP 10/19/202 | G3934N115 |
| — | MONEYLION INC | 37,485 | $1,724 | 0.0% | $0.51 | — | *W EXP 09/22/202 | 60938K114 |
| VEEAW | PLUM ACQUISITION CORP I | 20,000 | $1,600 | 0.0% | $0.43 | — | *W EXP 03/18/202 | G7134L118 |
| — | INFINITE ACQUISITION CORP | 40,000 | $1,600 | 0.0% | $0.17 | — | *W EXP 11/23/202 | G48028123 |
| — | BLACK MOUNTAIN ACQ CORP | 33,800 | $1,588 | 0.0% | $0.31 | — | *W EXP 10/15/202 | 09216A116 |
| — | AP ACQUISITION CORP | 25,000 | $1,563 | 0.0% | $0.11 | — | *W EXP 12/07/202 | G04058114 |
| WGSWW | GENEDX HOLDINGS CORP | 51,582 | $1,542 | 0.0% | $0.59 | — | *W EXP 07/22/202 | 81663L119 |
| — | M3 BRIGADE ACQUISITION II CO | 30,765 | $1,463 | 0.0% | $0.67 | — | *W EXP 03/09/202 | 553800111 |
| — | BIOPLUS ACQUISITION CORP | 25,000 | $1,400 | 0.0% | $0.10 | — | *W EXP 12/02/202 | G11217125 |
| CMCAW | CAPITALWORKS EMNG MKTS ACQST | 50,000 | $1,375 | 0.0% | $0.07 | — | *W EXP 11/19/202 | G1889L126 |
| — | STONEBRIDGE ACQUISITION CORP | 50,000 | $1,300 | 0.0% | $0.29 | — | *W EXP 03/31/202 | G85094129 |
| — | SHOULDERUP TECHNOLOGY ACQUIS | 37,500 | $938 | 0.0% | $0.09 | — | *W EXP 11/17/202 | 82537G112 |
| — | ATLANTIC COASTAL ACQUISTN CO | 33,333 | $933 | 0.0% | $0.37 | — | *W EXP 03/02/202 | 048453112 |
| — | BANNIX ACQUISITION CORP | 36,863 | $922 | 0.0% | $0.28 | — | *W EXP 07/31/202 | 066644113 |
| RBTCW | RUBICON TECHNOLOGIES INC | 50,000 | $813 | 0.0% | $0.03 | — | *W EXP 04/01/202 | 78112J117 |
| GETRW | GETAROUND INC | 40,000 | $640 | 0.0% | $0.03 | — | *W EXP 03/09/202 | 37427G119 |
| — | LF CAPITAL ACQUISITION CORP | 25,000 | $93 | 0.0% | $0.08 | — | *W EXP 02/19/202 | 50202D110 |