Location: Mill Valley, CA
CIK: 0001728201 · Show all filings
Period: Q1 2020 (← Previous) (Next →)
Filing Date: May 15, 2020
Total Value: $604M (22.8% shares, 77.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | WRIGHT MED GROUP N V | 28,000,000 | $38.55M | 6.4% | $1.26 | — | NOTE 2.250%11/1 | 98236JAB4 |
| — | MICROCHIP TECHNOLOGY INC | 38,000,000 | $35.58M | 5.9% | $1.01 | — | NOTE 2.250% 2/1 | 595017AH7 |
| — | MICROCHIP TECHNOLOGY INC | 22,500,000 | $32.67M | 5.4% | $1.82 | — | NOTE 1.625% 2/1 | 595017AD6 |
| — | SERVICENOW INC | 15,000,000 | $31.97M | 5.3% | $1.47 | — | NOTE 6/0 | 81762PAC6 |
| — | NEUROCRINE BIOSCIENCES INC | 24,000,000 | $30.88M | 5.1% | $1.36 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | REALPAGE INC | 22,500,000 | $30.82M | 5.1% | $1.42 | — | NOTE 1.500%11/1 | 75606NAB5 |
| — | LIBERTY MEDIA CORP | 42,500,000 | $30.03M | 5.0% | $0.71 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | LIBERTY MEDIA CORP DEL | 30,000,000 | $28.43M | 4.7% | $1.02 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | CYPRESS SEMICONDUCTOR CORP | 16,000,000 | $27.23M | 4.5% | $1.71 | — | NOTE 4.500% 1/1 | 232806AM1 |
| — | J2 GLOBAL INC | 22,000,000 | $26.93M | 4.5% | $1.23 | — | NOTE 3.250% 6/1 | 48123VAC6 |
| — | NICE SYS INC | 14,500,000 | $25.62M | 4.2% | $1.61 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | INSULET CORP | 12,500,000 | $23.02M | 3.8% | $1.84 | — | NOTE 1.375%11/1 | 45784PAH4 |
| — | MERCADOLIBRE INC | 14,000,000 | $18.29M | 3.0% | $1.46 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| — | TELADOC HEALTH INC | 5,000,000 | $17.75M | 2.9% | $3.55 | — | NOTE 3.000%12/1 | 87918AAB1 |
| — | NEXTERA ENERGY INC | 400,000 | $17.64M | 2.9% | $44.09 | — | UNIT 99/99/9999 | 65339F770 |
| — | COLFAX CORP | 175,000 | $16.07M | 2.7% | $129.44 | — | UNIT 01/15/2022T | 194014205 |
| — | COUPA SOFTWARE INC | 5,000,000 | $15.55M | 2.6% | $3.28 | — | NOTE 0.375% 1/1 | 22266LAB2 |
| — | ATLASSIAN CORP PLC | 107,900 | $14.81M | 2.5% | $134.16 | — | CL A | G06242104 |
| — | CENTERPOINT ENERGY INC | 500,000 | $14.4M | 2.4% | $45.67 | — | DEP RP PFD CV B | 15189T503 |
| — | BECTON DICKINSON & CO | 275,000 | $14.38M | 2.4% | $52.28 | — | PFD SHS CONV A | 075887208 |
| — | Q2 HLDGS INC | 8,500,000 | $10.06M | 1.7% | $1.26 | — | NOTE 0.750% 2/1 | 74736LAB5 |
| MDB | MONGODB INC | 66,000 | $9.012M | 1.5% | $102.62 | +43.9% | CL A | 60937P106 |
| — | KNOWLES CORP | 8,000,000 | $8.255M | 1.4% | $1.20 | — | NOTE 3.250%11/0 | 49926DAB5 |
| — | NUANCE COMMUNICATIONS INC | 8,500,000 | $8.144M | 1.3% | $0.99 | — | DBCV 1.000%12/1 | 67020YAK6 |
| CLF | CLEVELAND CLIFFS INC | 1,352,100 | $5.341M | 0.9% | $7.72 | -19.8% | COM | 185899101 |
| — | PRA GROUP INC | 6,000,000 | $5.22M | 0.9% | $0.89 | — | NOTE 3.500% 6/0 | 69354NAB2 |
| — | TWITTER INC | 5,015,000 | $4.752M | 0.8% | $0.97 | — | NOTE 1.000% 9/1 | 90184LAD4 |
| — | DOMINION ENERGY INC | 50,000 | $4.601M | 0.8% | $105.76 | — | UNIT 99/99/9999 | 25746U133 |
| — | SOUTHERN CO | 100,000 | $4.44M | 0.7% | $44.40 | — | UNIT 08/01/2022 | 842587602 |
| RPD | RAPID7 INC | 96,200 | $4.168M | 0.7% | $48.07 | +9.1% | COM | 753422104 |
| — | NUTANIX INC | 5,000,000 | $4.084M | 0.7% | $0.94 | — | NOTE 1/1 | 67059NAB4 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 44,000 | $3.718M | 0.6% | $83.72 | +2.9% | COM | 09061G101 |
| RH | RH | 35,000 | $3.516M | 0.6% | $136.91 | +36.1% | COM | 74967X103 |
| — | NUVASIVE INC | 3,250,000 | $3.415M | 0.6% | $1.05 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | ENERGIZER HLDGS INC NEW | 50,000 | $3.395M | 0.6% | $94.68 | — | 7.5 MCNV PFD A | 29272W208 |
| CHGG | CHEGG INC | 78,800 | $2.819M | 0.5% | $37.72 | +3.6% | COM | 163092109 |
| — | ZILLOW GROUP INC | 2,500,000 | $2.522M | 0.4% | $1.01 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | STANLEY BLACK & DECKER INC | 35,000 | $2.449M | 0.4% | $108.96 | — | UNIT 11/15/2022 | 854502846 |
| — | AVANTOR INC | 50,000 | $2.168M | 0.4% | $53.70 | — | 6.25 PFD CNV SR | 05352A209 |
| — | ON SEMICONDUCTOR CORP | 2,000,000 | $1.992M | 0.3% | $1.24 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | AIR TRANSPORT SERVICES GRP I | 108,100 | $1.976M | 0.3% | $22.03 | — | COM | 00922R105 |
| — | TPG SPECIALTY LENDING INC | 2,100,000 | $1.953M | 0.3% | $0.93 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| ECPG | ENCORE CAP GROUP INC | 68,500 | $1.602M | 0.3% | $29.21 | +15.2% | COM | 292554102 |
| — | INVITAE CORP | 116,000 | $1.586M | 0.3% | $15.35 | — | COM | 46185L103 |
| — | NABORS INDS INC NEW | 6,500,000 | $1.268M | 0.2% | $0.75 | — | NOTE 0.750% 1/1 | 62957HAB1 |
| — | HOSTESS BRANDS INC | 2,097,875 | $1.196M | 0.2% | $0.57 | — | *W EXP 11/04/202 | 44109J114 |
| — | MARRIOTT VACTINS WORLDWID CO | 1,500,000 | $1.175M | 0.2% | $0.78 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| DCH | AMERICAN AXLE & MFG HLDGS IN | 300,000 | $1.083M | 0.2% | $7.43 | 0.0% | COM | 024061103 |
| — | MERITOR INC | 77,800 | $1.031M | 0.2% | $16.67 | — | COM | 59001K100 |
| NIO | NIO INC | 369,900 | $1.028M | 0.2% | $2.76 | — | SPON ADS | 62914V106 |
| OI | O-I GLASS INC | 120,000 | $853K | 0.1% | $10.91 | 0.0% | COM | 67098H104 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 46,400 | $835K | 0.1% | $39.52 | -46.8% | COM | 868459108 |
| LNG | CHENIERE ENERGY INC | 24,900 | $834K | 0.1% | $61.55 | -16.7% | COM NEW | 16411R208 |
| EEFT | EURONET WORLDWIDE INC | 7,300 | $626K | 0.1% | $152.87 | -13.3% | COM | 298736109 |
| — | BERRY GLOBAL GROUP INC | 16,250 | $548K | 0.1% | $33.72 | — | COM | 08579W103 |
| — | CARDTRONICS PLC | 17,800 | $372K | 0.1% | $30.24 | — | SHS CL A | G1991C105 |
| — | TENNECO INC | 103,200 | $372K | 0.1% | $3.60 | — | CL A VTG COM STK | 880349105 |
| — | CONSOLIDATED COMM HLDGS INC | 48,102 | $219K | 0.0% | $4.35 | — | COM | 209034107 |
| BHC | BAUSCH HEALTH COS INC | 13,000 | $202K | 0.0% | $24.11 | 0.0% | COM | 071734107 |
| ON | ON SEMICONDUCTOR CORP | 10,000 | $124K | 0.0% | $19.56 | 0.0% | COM | 682189105 |
| — | CHESAPEAKE ENERGY CORP | 2,200,000 | $121K | 0.0% | $0.49 | — | NOTE 5.500% 9/1 | 165167CY1 |
| — | DONNELLEY R R & SONS CO | 102,500 | $98,000 | 0.0% | $2.99 | — | COM | 257867200 |
| — | PYXUS INTL INC | 15,000 | $47,000 | 0.0% | $13.07 | — | COM | 74737V106 |