Location: Chicago, IL
CIK: 0001900923 · Show all filings
Period: Q4 2022 (Next →)
Filing Date: Feb 14, 2023
Total Value: $408M (27.3% shares, 72.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| VCIT | VANGUARD SCOTTSDALE FDS | 300,000 | $23.25M | 5.7% | $77.51 | — | INT-TERM CORP | 92206C870 |
| — | ETSY INC | 14,500,000 | $22.47M | 5.5% | $1.55 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| IWM | ISHARES TR | 116,400 | $20.3M | 5.0% | — | — | Call | 464287655 |
| — | NATERA INC | 15,000,000 | $19.16M | 4.7% | $1.28 | — | NOTE 2.250% 5/0 | 632307AB0 |
| — | ARRAY TECHNOLOGIES INC | 16,000,000 | $16.34M | 4.0% | $1.02 | — | NOTE 1.000%12/0 | 04271TAB6 |
| — | AIRBNB INC | 19,000,000 | $15.68M | 3.8% | $0.83 | — | NOTE3/1 | 009066AB7 |
| — | IRONWOOD PHARMACEUTICALS INC | 12,500,000 | $13.7M | 3.4% | $1.10 | — | NOTE 1.500% 6/1 | 46333XAH1 |
| — | INFINERA CORP | 10,500,000 | $13.07M | 3.2% | $1.24 | — | DEBT 3.750% 8/0 | 45667GAF0 |
| — | DYNAVAX TECHNOLOGIES CORP | 9,000,000 | $11.36M | 2.8% | $1.26 | — | NOTE 2.500% 5/1 | 268158AD4 |
| — | MONGODB INC | 9,500,000 | $11.17M | 2.7% | $1.18 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | SAREPTA THERAPEUTICS INC | 9,000,000 | $10.42M | 2.6% | $1.16 | — | DEBT 1.250% 9/1 | 803607AC4 |
| — | SOLAREDGE TECHNOLOGIES INC | 7,500,000 | $9.349M | 2.3% | $1.25 | — | NOTE9/1 | 83417MAD6 |
| LUV | SOUTHWEST AIRLS CO | 274,508 | $9.243M | 2.3% | $33.54 | 0.0% | COM | 844741108 |
| — | BILL COM HLDGS INC | 8,500,000 | $8.738M | 2.1% | $1.03 | — | NOTE12/0 | 090043AB6 |
| — | EXACT SCIENCES CORP | 10,500,000 | $8.715M | 2.1% | $0.83 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | INNOVIVA INC | 8,500,000 | $8.7M | 2.1% | $1.02 | — | NOTE 2.500% 8/1 | 45781MAB7 |
| — | BURLINGTON STORES INC | 7,500,000 | $8.662M | 2.1% | $1.16 | — | NOTE 2.250% 4/1 | 122017AB2 |
| — | BENTLEY SYS INC | 10,500,000 | $8.6M | 2.1% | $0.82 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | IMAX CORP | 10,000,000 | $8.484M | 2.1% | $0.85 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| — | PAR TECHNOLOGY CORP | 11,500,000 | $8.315M | 2.0% | $0.72 | — | NOTE 1.500%10/1 | 698884AE3 |
| — | TRAVERE THERAPEUTICS INC | 9,000,000 | $8.235M | 2.0% | $0.92 | — | NOTE 2.250% 3/0 | 89422GAA5 |
| — | SHAKE SHACK INC | 12,000,000 | $8.018M | 2.0% | $0.67 | — | NOTE3/0 | 819047AB7 |
| — | PERFICIENT INC | 9,500,000 | $7.386M | 1.8% | $0.78 | — | NOTE 0.125%11/1 | 71375UAF8 |
| — | INSMED INC | 8,500,000 | $7.055M | 1.7% | $0.83 | — | NOTE 0.750% 6/0 | 457669AB5 |
| XLY | SELECT SECTOR SPDR TR | 53,000 | $6.845M | 1.7% | $129.16 | — | Call | 81369Y407 |
| — | MESA LABS INC | 7,500,000 | $6.772M | 1.7% | $0.90 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| — | VERADIGM INC | 4,400,000 | $6.289M | 1.5% | $1.43 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| AAL | AMERICAN AIRLS GROUP INC | 430,000 | $5.47M | 1.3% | — | — | Put | 02376R102 |
| — | GOPRO INC | 6,000,000 | $5.454M | 1.3% | $0.91 | — | NOTE 1.250%11/1 | 38268TAD5 |
| DHI | D R HORTON INC | 60,000 | $5.348M | 1.3% | — | — | Put | 23331A109 |
| — | COUPA SOFTWARE INC | 5,000,000 | $4.856M | 1.2% | $0.97 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | 1LIFE HEALTHCARE INC | 5,000,000 | $4.845M | 1.2% | $0.97 | — | NOTE 3.000% 6/1 | 68269GAB3 |
| HD | HOME DEPOT INC | 15,000 | $4.738M | 1.2% | — | — | Put | 437076102 |
| — | PROS HOLDINGS INC | 5,000,000 | $4.407M | 1.1% | $0.88 | — | NOTE 2.250% 9/1 | 74346YAG8 |
| — | WINNEBAGO INDS INC | 4,000,000 | $4.215M | 1.0% | $1.05 | — | NOTE 1.500% 4/0 | 974637AB6 |
| — | MITEK SYS INC | 5,000,000 | $4.15M | 1.0% | $0.83 | — | NOTE 0.750% 2/0 | 606710AA9 |
| — | EXACT SCIENCES CORP | 4,000,000 | $3.155M | 0.8% | $0.79 | — | NOTE 0.375% 3/0 | 30063PAC9 |
| — | COHERUS BIOSCIENCES INC | 4,500,000 | $2.959M | 0.7% | $0.66 | — | NOTE 1.500% 4/1 | 19249HAB9 |
| — | VMWARE INC | 23,778 | $2.919M | 0.7% | $122.76 | — | CL A COM | 928563402 |
| XLY | SELECT SECTOR SPDR TR | 20,542 | $2.653M | 0.6% | $129.16 | — | SBI CONS DISCR | 81369Y407 |
| XLY | SELECT SECTOR SPDR TR | 20,300 | $2.622M | 0.6% | $129.16 | — | Put | 81369Y407 |
| — | HAEMONETICS CORP MASS | 3,000,000 | $2.494M | 0.6% | $0.83 | — | NOTE3/0 | 405024AB6 |
| BLDR | BUILDERS FIRSTSOURCE INC | 35,000 | $2.271M | 0.6% | — | — | Put | 12008R107 |
| — | ENVESTNET INC | 2,500,000 | $2.269M | 0.6% | $0.91 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| — | ARTIVION INC | 2,550,000 | $2.228M | 0.5% | $0.87 | — | NOTE 4.250% 7/0 | 228903AB6 |
| — | ACTIVISION BLIZZARD INC | 28,000 | $2.143M | 0.5% | $76.55 | — | COM | 00507V109 |
| — | RH | 1,422,000 | $1.966M | 0.5% | $1.38 | — | NOTE9/1 | 74967XAD5 |
| — | GUIDEWIRE SOFTWARE INC | 2,000,000 | $1.861M | 0.5% | $0.93 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | BENTLEY SYS INC | 2,000,000 | $1.834M | 0.4% | $0.92 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | ENPHASE ENERGY INC | 1,500,000 | $1.762M | 0.4% | $1.17 | — | NOTE3/0 | 29355AAK3 |
| OPTU | ALTICE USA INC | 357,386 | $1.644M | 0.4% | $4.91 | 0.0% | CL A | 02156K103 |
| — | SPOTIFY USA INC | 2,000,000 | $1.62M | 0.4% | $0.81 | — | NOTE3/1 | 84921RAB6 |
| PENN | PENN ENTERTAINMENT INC | 53,927 | $1.602M | 0.4% | $32.44 | 0.0% | COM | 707569109 |
| GT | GOODYEAR TIRE & RUBR CO | 156,306 | $1.587M | 0.4% | $10.92 | 0.0% | COM | 382550101 |
| IHRT | IHEARTMEDIA INC | 211,639 | $1.297M | 0.3% | $7.70 | 0.0% | COM CL A | 45174J509 |
| TXG | 10X GENOMICS INC | 31,460 | $1.146M | 0.3% | $32.70 | 0.0% | CL A COM | 88025U109 |
| WGO | WINNEBAGO INDS INC | 20,000 | $1.054M | 0.3% | — | — | Put | 974637100 |
| AR | ANTERO RESOURCES CORP | 32,117 | $995K | 0.2% | $34.55 | 0.0% | COM | 03674X106 |
| — | SOUTHWESTERN ENERGY CO | 164,797 | $964K | 0.2% | $5.85 | — | COM | 845467109 |
| GM | GENERAL MTRS CO | 26,000 | $875K | 0.2% | $35.76 | 0.0% | COM | 37045V100 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 8,419 | $871K | 0.2% | $93.88 | 0.0% | COM | 09061G101 |
| SHOP | SHOPIFY INC | 24,958 | $866K | 0.2% | $34.15 | 0.0% | CL A | 82509L107 |
| UBER | UBER TECHNOLOGIES INC | 34,710 | $858K | 0.2% | $27.36 | 0.0% | COM | 90353T100 |
| — | PARAMOUNT GLOBAL | 49,475 | $835K | 0.2% | $16.88 | — | CLASS B COM | 92556H206 |
| GTLS | CHART INDS INC | 6,900 | $795K | 0.2% | $160.62 | 0.0% | COM | 16115Q308 |
| PATK | PATRICK INDS INC | 12,968 | $786K | 0.2% | $32.64 | 0.0% | COM | 703343103 |
| RRC | RANGE RES CORP | 24,900 | $623K | 0.2% | $27.38 | 0.0% | COM | 75281A109 |
| WBD | WARNER BROS DISCOVERY INC | 63,300 | $600K | 0.1% | $11.29 | 0.0% | COM SER A | 934423104 |
| BYND | BEYOND MEAT INC | 46,700 | $575K | 0.1% | — | — | Put | 08862E109 |
| THC | TENET HEALTHCARE CORP | 11,775 | $575K | 0.1% | $46.22 | 0.0% | COM NEW | 88033G407 |
| CLF | CLEVELAND-CLIFFS INC NEW | 34,600 | $557K | 0.1% | $15.06 | 0.0% | COM | 185899101 |
| — | REDFIN CORP | 127,346 | $540K | 0.1% | $4.24 | — | COM | 75737F108 |
| — | CALLON PETE CO DEL | 13,906 | $516K | 0.1% | $37.09 | — | COM | 13123X508 |
| — | NIKOLA CORP | 205,000 | $443K | 0.1% | — | — | Put | 654110105 |
| BHC | BAUSCH HEALTH COS INC | 70,000 | $440K | 0.1% | $6.98 | 0.0% | COM | 071734107 |
| DCH | AMERICAN AXLE & MFG HLDGS IN | 53,171 | $416K | 0.1% | $8.96 | 0.0% | COM | 024061103 |
| SWK | STANLEY BLACK & DECKER INC | 5,450 | $409K | 0.1% | $68.87 | 0.0% | COM | 854502101 |
| — | DESKTOP METAL INC | 300,000 | $408K | 0.1% | — | — | Call | 25058X105 |
| APA | APA CORPORATION | 8,545 | $399K | 0.1% | $40.05 | 0.0% | COM | 03743Q108 |
| SWK | STANLEY BLACK & DECKER INC | 5,000 | $376K | 0.1% | $68.87 | 0.0% | Call | 854502101 |
| SM | SM ENERGY CO | 7,920 | $276K | 0.1% | $38.51 | 0.0% | COM | 78454L100 |
| FIS | FIDELITY NATL INFORMATION SV | 3,800 | $258K | 0.1% | $65.44 | 0.0% | COM | 31620M106 |
| JELD | JELD-WEN HLDG INC | 19,737 | $190K | 0.0% | $9.70 | 0.0% | COM | 47580P103 |