Location: New York, NY
CIK: 0001856405 · Show all filings
Period: Q4 2023 (← Previous) (Next →)
Filing Date: Feb 13, 2024
Total Value: $3.059B (65.8% shares, 34.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| HYG | ISHARES TR | 25,173,600 | $1.948B | 63.7% | — | — | Put | 464288513 |
| — | APOLLO GLOBAL MGMT INC | 5,000,000 | $278M | 9.1% | $54.37 | — | SER A MAND CNV | 03769M304 |
| — | ROYAL CARIBBEAN GROUP | 30,000,000 | $79.93M | 2.6% | $2.52 | — | NOTE 6.000% 8/1 | 780153BQ4 |
| — | UNITED STATES STL CORP | 13,000,000 | $47.29M | 1.5% | $3.64 | — | NOTE 5.000%11/0 | 912909AT5 |
| — | INSIGHT ENTERPRISES INC | 16,895,000 | $43.88M | 1.4% | $0.99 | — | NOTE 0.750% 2/1 | 45765UAB9 |
| — | PDD HOLDINGS INC | 40,000,000 | $41.32M | 1.4% | $1.02 | — | NOTE12/0 | 722304AC6 |
| — | RAPID7 INC | 43,000,000 | $38.81M | 1.3% | $0.87 | — | NOTE 0.250% 3/1 | 753422AF1 |
| — | NCL CORP LTD | 40,000,000 | $37.44M | 1.2% | $0.88 | — | NOTE 2.500% 2/1 | 62886HBK6 |
| — | WAYFAIR INC | 30,000,000 | $37.06M | 1.2% | $1.24 | — | NOTE 3.250% 9/1 | 94419LAP6 |
| — | BIOMARIN PHARMACEUTICAL INC | 35,000,000 | $34.57M | 1.1% | $0.98 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | JAZZ INVESTMENTS I LTD | 35,000,000 | $34.08M | 1.1% | $0.97 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | SEA LTD | 35,000,000 | $33.39M | 1.1% | $0.97 | — | NOTE 2.375%12/0 | 81141RAF7 |
| — | WAYFAIR INC | 32,500,000 | $28.65M | 0.9% | $0.82 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | AKAMAI TECHNOLOGIES INC | 22,000,000 | $27.94M | 0.9% | $1.27 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | WOLFSPEED INC | 23,900,000 | $27.35M | 0.9% | $1.14 | — | NOTE 1.750% 5/0 | 225447AD3 |
| GFR | GREENFIRE RES LTD NEW | 4,966,102 | $24.14M | 0.8% | $9.98 | -42.6% | COM SHS | 39525U107 |
| — | NEUROCRINE BIOSCIENCES INC | 12,100,000 | $21.01M | 0.7% | $0.64 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | SEA LTD | 25,000,000 | $20.63M | 0.7% | $0.58 | — | NOTE 0.250% 9/1 | 81141RAG5 |
| — | LUMENTUM HLDGS INC | 19,600,000 | $19.73M | 0.6% | $1.01 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | DROPBOX INC | 20,000,000 | $19.69M | 0.6% | $0.49 | — | NOTE3/0 | 26210CAC8 |
| — | AMERICAN AIRLINES GROUP INC | 17,000,000 | $18.95M | 0.6% | $1.07 | — | NOTE 6.500% 7/0 | 02376RAF9 |
| — | SOUTHWEST AIRLS CO | 16,500,000 | $16.74M | 0.5% | $1.01 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | DROPBOX INC | 16,024,000 | $16.09M | 0.5% | $0.94 | — | NOTE3/0 | 26210CAD6 |
| — | FIVE9 INC | 16,000,000 | $15.42M | 0.5% | $0.96 | — | NOTE 0.500% 6/0 | 338307AD3 |
| — | JAZZ INVESTMENTS I LTD | 14,000,000 | $14.13M | 0.5% | $1.01 | — | NOTE 2.000% 6/1 | 472145AF8 |
| FXI | ISHARES TR | 550,000 | $13.22M | 0.4% | — | — | Call | 464287184 |
| — | WAYFAIR INC | 13,502,000 | $12.27M | 0.4% | $0.82 | — | NOTE 0.625%10/0 | 94419LAM3 |
| — | BLOCK INC | 10,000,000 | $9.825M | 0.3% | $0.98 | — | NOTE 0.125% 3/0 | 852234AF0 |
| AX | AXOS FINANCIAL INC | 175,000 | $9.555M | 0.3% | — | — | Put | 05465C100 |
| — | NCL CORP LTD | 7,000,000 | $9.001M | 0.3% | $1.16 | — | NOTE 5.375% 8/0 | 62886HAX9 |
| — | BLACKLINE INC | 10,000,000 | $8.869M | 0.3% | $0.85 | — | NOTE3/1 | 09239BAD1 |
| — | THE REALREAL INC | 24,200,000 | $8.591M | 0.3% | $0.10 | — | NOTE 1.000% 3/0 | 88339PAD3 |
| — | FASTLY INC | 9,500,000 | $8.324M | 0.3% | $0.83 | — | NOTE3/1 | 31188VAB6 |
| — | VAIL RESORTS INC | 9,131,000 | $8.121M | 0.3% | $0.88 | — | NOTE1/0 | 91879QAN9 |
| — | ALARM COM HLDGS INC | 7,700,000 | $6.871M | 0.2% | $0.85 | — | NOTE1/1 | 011642AB1 |
| — | ZILLOW GROUP INC | 5,000,000 | $5.542M | 0.2% | $1.11 | — | NOTE 2.750% 5/1 | 98954MAH4 |
| — | CLOUDFLARE INC | 6,000,000 | $5.434M | 0.2% | $0.85 | — | NOTE8/1 | 18915MAC1 |
| — | VERTEX ENERGY INC | 1,400,000 | $4.746M | 0.2% | $6.25 | — | COM | 92534K107 |
| — | THE REALREAL INC | 6,000,000 | $4.44M | 0.1% | $0.74 | — | NOTE 3.000% 6/1 | 88339PAB7 |
| FLR | FLUOR CORP NEW | 89,900 | $3.521M | 0.1% | $36.95 | 0.0% | COM | 343412102 |
| — | WOLFSPEED INC | 4,000,000 | $2.7M | 0.1% | $0.67 | — | NOTE 1.875%12/0 | 977852AD4 |
| — | LIVE NATION ENTERTAINMENT IN | 2,500,000 | $2.642M | 0.1% | $1.06 | — | NOTE 2.000% 2/1 | 538034AU3 |
| REAL | THE REALREAL INC | 1,300,000 | $2.613M | 0.1% | — | — | Put | 88339P101 |
| IHS | IHS HOLDING LIMITED | 513,508 | $2.362M | 0.1% | $8.34 | -40.6% | ORD SHS | G4701H109 |
| THC | TENET HEALTHCARE CORP | 20,000 | $1.511M | 0.0% | $63.39 | 0.0% | COM NEW | 88033G407 |
| — | VROOM INC | 2,000,000 | $1.08M | 0.0% | $0.11 | — | NOTE 0.750% 7/0 | 92918VAB5 |
| NVO | NOVO-NORDISK A S | 10,000 | $1.034M | 0.0% | $103.45 | — | ADR | 670100205 |
| — | TH INTERNATIONAL LIMITED | 500,000 | $875K | 0.0% | $2.78 | — | ORDINARY SHARES | G8656L106 |
| PLUG | PLUG POWER INC | 100,000 | $450K | 0.0% | — | — | Put | 72919P202 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 3,300 | $318K | 0.0% | $88.98 | -0.6% | COM | 09061G101 |
| PRENW | PRENETICS GLOBAL LTD | 186,538 | $1,865 | 0.0% | $0.27 | — | *W EXP 05/18/202 | G72245114 |
| PUCKW | GOAL ACQUISITIONS CORP | 276,070 | $1,022 | 0.0% | $0.34 | — | *W EXP 02/11/202 | 38021H115 |
| WGSWW | GENEDX HOLDINGS CORP | 51,582 | $515 | 0.0% | $0.59 | — | *W EXP 07/22/202 | 81663L119 |
| — | PHP VENTURES ACQUISITION COR | 31,600 | $221 | 0.0% | $0.28 | — | *W EXP 08/16/202 | 69291C114 |