CIK: 0001754535 · Show all filings
Period: Q2 2020 (← Previous) (Next →)
Filing Date: Aug 14, 2020
Total Value ($000): $2,734,071 (9.4% shares, 90.6% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | ETSY INC | 86,934,000 | $255,261 | 9.3% | $1.64 | — | NOTE 3/0 | 29786AAC0 |
| — | TESLA INC | 82,103,000 | $246,413 | 9.0% | $1.06 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | DOCUSIGN INC | 76,345,000 | $186,854 | 6.8% | $1.70 | — | NOTE 0.500% 9/1 | 256163AB2 |
| — | WAYFAIR INC | 88,123,000 | $167,874 | 6.1% | $1.06 | — | NOTE 0.375% 9/0 | 94419LAB7 |
| — | SAREPTA THERAPEUTICS INC | 61,662,000 | $141,593 | 5.2% | $1.87 | — | DBCV 1.500%11/1 | 803607AB6 |
| — | RESTORATION HARDWARE HLDGS I | 69,837,000 | $135,826 | 5.0% | $1.20 | — | DBCV 7/1 | 761283AC4 |
| — | BILIBILI INC | 49,450,000 | $94,573 | 3.5% | $1.91 | — | NOTE 1.375% 4/0 | 090040AB2 |
| — | TWILIO INC | 29,840,000 | $92,728 | 3.4% | $2.03 | — | NOTE 0.250% 6/0 | 90138FAB8 |
| — | LENDINGTREE INC NEW | 51,956,000 | $77,857 | 2.8% | $1.32 | — | NOTE 0.625% 6/0 | 52603BAA5 |
| — | DEXCOM INC | 29,338,000 | $72,933 | 2.7% | $1.85 | — | NOTE 0.750%12/0 | 252131AH0 |
| — | IQIYI INC | 61,505,000 | $67,980 | 2.5% | $1.10 | — | NOTE 3.750%12/0 | 46267XAB4 |
| — | PACIRA BIOSCIENCES | 58,406,000 | $63,593 | 2.3% | $1.00 | — | NOTE 2.375% 4/0 | 695127AD2 |
| — | NUTANIX INC | 71,025,000 | $63,417 | 2.3% | $0.96 | — | NOTE 1/1 | 67059NAB4 |
| — | SQUARE INC | 12,987,000 | $58,977 | 2.2% | $2.29 | — | NOTE 0.375% 3/0 | 852234AB9 |
| — | TESLA INC | 16,500,000 | $54,716 | 2.0% | $1.56 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | COUPA SOFTWARE INC | 24,264,000 | $43,996 | 1.6% | $1.81 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | WIX COM LTD | 22,228,000 | $41,326 | 1.5% | $1.77 | — | NOTE 7/0 | 92940WAB5 |
| — | CREE INC | 32,939,000 | $38,833 | 1.4% | $0.95 | — | NOTE 0.875% 9/0 | 225447AB7 |
| — | CHEGG INC | 15,084,000 | $37,804 | 1.4% | $1.30 | — | NOTE 0.250% 5/1 | 163092AB5 |
| — | SEA LTD | 6,911,000 | $37,439 | 1.4% | $2.66 | — | NOTE 2.250% 7/0 | 81141RAB6 |
| — | REPLIGEN CORP | 27,289,000 | $34,311 | 1.3% | $1.02 | — | NOTE 0.375% 7/1 | 759916AB5 |
| FXI | ISHARES TR | 793,600 | $31,505 | 1.2% | $37.54 | — | Put | 464287184 |
| — | KARYOPHARM THERAPEUTICS INC | 21,530,000 | $30,786 | 1.1% | $1.42 | — | NOTE 3.000%10/1 | 48576UAA4 |
| — | INFINERA CORP | 32,858,000 | $28,366 | 1.0% | $0.90 | — | NOTE 2.125% 9/0 | 45667GAC7 |
| — | PTC THERAPEUTICS INC | 23,704,000 | $27,518 | 1.0% | $1.13 | — | NOTE 3.000% 8/1 | 69366JAB7 |
| — | CHEGG INC | 18,414,000 | $26,122 | 1.0% | $1.42 | — | NOTE 0.125% 3/1 | 163092AD1 |
| VIAV | VIAVI SOLUTIONS INC | 1,908,580 | $24,315 | 0.9% | $12.37 | -3.0% | COM | 925550105 |
| — | WAYFAIR INC | 13,207,000 | $23,607 | 0.9% | $0.70 | — | NOTE 1.125%11/0 | 94419LAD3 |
| — | RETROPHIN INC | 27,841,000 | $23,595 | 0.9% | $0.81 | — | NOTE 2.500% 9/1 | 761299AB2 |
| — | PURE STORAGE INC | 23,784,000 | $23,484 | 0.9% | $0.87 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | CHINA LODGING GROUP LTD | 22,998,000 | $23,131 | 0.8% | $0.95 | — | NOTE 0.375%11/0 | 16949NAC3 |
| — | GOSSAMER BIO INC | 22,850,000 | $23,123 | 0.8% | $1.01 | — | NOTE 5.000% 6/0 | 38341PAA0 |
| — | SYNAPTICS INC | 20,750,000 | $22,130 | 0.8% | $1.04 | — | NOTE 0.500% 6/1 | 87157DAD1 |
| — | NEW RELIC INC | 22,166,000 | $21,620 | 0.8% | $0.96 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | INTERCEPT PHARMACEUTICALS IN | 25,875,000 | $19,406 | 0.7% | $0.92 | — | NOTE 3.250% 7/0 | 45845PAA6 |
| JOYY | JOYY INC | 204,599 | $18,117 | 0.7% | $56.39 | — | ADS REPSTG COM A | 46591M109 |
| — | PLURALSIGHT INC | 18,642,000 | $16,519 | 0.6% | $0.89 | — | NOTE 0.375% 3/0 | 72941BAB2 |
| — | EXACT SCIENCES CORP | 10,909,000 | $14,908 | 0.5% | $1.44 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | CTRIP COM INTL LTD | 14,794,000 | $14,802 | 0.5% | $1.00 | — | DBCV 1.990% 7/0 | 22943FAH3 |
| — | NEVRO CORP | 10,250,000 | $14,005 | 0.5% | $1.37 | — | NOTE 2.750% 4/0 | 64157FAC7 |
| — | INCYTE CORP | 6,882,000 | $13,755 | 0.5% | $1.71 | — | NOTE 1.250%11/1 | 45337CAN2 |
| VIAV | VIAVI SOLUTIONS INC | 1,050,000 | $13,377 | 0.5% | $12.37 | -3.0% | Call | 925550105 |
| CNMD | CONMED CORP | 183,203 | $13,189 | 0.5% | $84.54 | -21.7% | COM | 207410101 |
| — | GUESS INC | 18,636,000 | $12,689 | 0.5% | $0.68 | — | NOTE 2.000% 4/1 | 401617AD7 |
| — | EVOLENT HEALTH INC | 17,426,000 | $11,224 | 0.4% | $0.67 | — | NOTE 1.500%10/1 | 30050BAD3 |
| EXAS | EXACT SCIENCES CORP | 113,323 | $9,852 | 0.4% | $81.02 | -1.4% | COM | 30063P105 |
| PSTG | PURE STORAGE INC | 500,000 | $8,665 | 0.3% | — | — | Put | 74624M102 |
| — | VEONEER INC | 10,050,000 | $8,278 | 0.3% | $0.76 | — | NOTE 4.000% 6/0 | 92336XAA7 |
| BKNG | BOOKING HOLDINGS INC | 5,000 | $7,962 | 0.3% | $1786.43 | -16.2% | Call | 09857L108 |
| — | THERAVANCE BIOPHARMA INC | 7,723,000 | $7,636 | 0.3% | $1.01 | — | NOTE 3.250%11/0 | 88339KAA0 |
| CSCO | CISCO SYS INC | 162,700 | $7,589 | 0.3% | — | — | Put | 17275R102 |
| CSCO | CISCO SYS INC | 162,700 | $7,589 | 0.3% | — | — | Call | 17275R102 |
| — | THERAVANCE INC | 7,500,000 | $7,449 | 0.3% | $0.93 | — | NOTE 2.125% 1/1 | 88338TAB0 |
| VSH | VISHAY INTERTECHNOLOGY INC | 481,286 | $7,349 | 0.3% | $16.31 | -15.0% | COM | 928298108 |
| — | MERCADOLIBRE INC | 3,000,000 | $6,873 | 0.3% | $1.30 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 54,500 | $6,722 | 0.2% | $83.97 | +18.4% | Call | 09061G101 |
| — | NEOGENOMICS INC | 6,000,000 | $6,550 | 0.2% | $1.09 | — | NOTE 1.250% 5/0 | 64049MAA8 |
| — | NEW RELIC INC | 90,000 | $6,201 | 0.2% | — | — | Put | 64829B100 |
| — | XERIS PHARMACEUTICALS INC | 6,000,000 | $6,117 | 0.2% | $1.02 | — | NOTE 5.000% 7/1 | 98422LAA5 |
| EFA | ISHARES TR | 90,000 | $5,478 | 0.2% | $53.46 | — | Put | 464287465 |
| EFA | ISHARES TR | 90,000 | $5,478 | 0.2% | $53.46 | — | Call | 464287465 |
| — | IRONWOOD PHARMACEUTICALS INC | 5,056,000 | $5,306 | 0.2% | $1.16 | — | DBCV 2.250% 6/1 | 46333XAD0 |
| XLF | SELECT SECTOR SPDR TR | 225,200 | $5,212 | 0.2% | — | — | Put | 81369Y605 |
| LOW | LOWES COS INC | 36,900 | $4,986 | 0.2% | $103.31 | 0.0% | Call | 548661107 |
| LOW | LOWES COS INC | 36,900 | $4,986 | 0.2% | $103.31 | 0.0% | Put | 548661107 |
| — | II-VI INC | 102,400 | $4,836 | 0.2% | — | — | Put | 902104108 |
| — | Q2 HLDGS INC | 3,000,000 | $4,743 | 0.2% | $1.47 | — | NOTE 0.750% 2/1 | 74736LAB5 |
| GLD | SPDR GOLD TR | 27,877 | $4,665 | 0.2% | $167.34 | — | GOLD SHS | 78463V107 |
| — | SQUARE INC | 3,000,000 | $4,466 | 0.2% | $1.49 | — | NOTE 0.500% 5/1 | 852234AD5 |
| KBR | KBR INC | 183,681 | $4,142 | 0.2% | $22.92 | -11.0% | COM | 48242W106 |
| JNJ | JOHNSON & JOHNSON | 28,900 | $4,064 | 0.1% | $124.24 | 0.0% | Put | 478160104 |
| ILMN | ILLUMINA INC | 10,930 | $4,048 | 0.1% | $302.84 | +6.3% | COM | 452327109 |
| NSIT | INSIGHT ENTERPRISES INC | 80,354 | $3,954 | 0.1% | $60.13 | -18.1% | COM | 45765U103 |
| EEFT | EURONET WORLDWIDE INC | 37,134 | $3,558 | 0.1% | $143.22 | -35.5% | COM | 298736109 |
| — | VONAGE HLDGS CORP | 3,775,000 | $3,538 | 0.1% | $0.94 | — | NOTE 1.750% 6/0 | 92886TAJ1 |
| UAL | UNITED AIRLS HLDGS INC | 100,000 | $3,461 | 0.1% | — | — | Put | 910047109 |
| JNJ | JOHNSON & JOHNSON | 24,300 | $3,417 | 0.1% | $124.24 | 0.0% | Call | 478160104 |
| — | NEXTERA ENERGY INC | 75,000 | $3,197 | 0.1% | $44.08 | — | UNIT 99/99/9999 | 65339F770 |
| — | OMEROS CORP | 2,875,000 | $2,964 | 0.1% | $0.97 | — | NOTE 6.250%11/1 | 682143AE2 |
| JNJ | JOHNSON & JOHNSON | 20,484 | $2,880 | 0.1% | $124.24 | 0.0% | COM | 478160104 |
| — | COLLECTIVE GROWTH CORP | 256,968 | $2,444 | 0.1% | $9.51 | — | UNIT 04/29/2025 | 19424L200 |
| — | TILRAY INC | 5,737,000 | $2,386 | 0.1% | $0.53 | — | NOTE 5.000%10/0 | 88688TAB6 |
| ILMN | ILLUMINA INC | 6,000 | $2,222 | 0.1% | $302.84 | +6.3% | Call | 452327109 |
| — | CHP MERGER CORP | 204,864 | $2,020 | 0.1% | $10.17 | — | UNIT 11/22/2024 | 12558Y205 |
| — | OASIS PETROLEUM INC | 12,000,000 | $1,957 | 0.1% | $0.75 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | SPLUNK INC | 9,154 | $1,819 | 0.1% | $128.73 | — | COM | 848637104 |
| IDCC | INTERDIGITAL INC | 31,275 | $1,771 | 0.1% | $53.93 | -1.4% | COM | 45867G101 |
| NRG | NRG ENERGY INC | 52,002 | $1,693 | 0.1% | $32.97 | -15.5% | COM NEW | 629377508 |
| — | INTERPRIVATE ACQUISITION COR | 162,236 | $1,648 | 0.1% | $9.89 | — | UNIT 10/29/2024 | 46064A202 |
| — | YUNHONG INTL | 159,500 | $1,603 | 0.1% | $10.05 | — | CL A SHS | G98882106 |
| — | CYBERARK SOFTWARE LTD | 15,000 | $1,489 | 0.1% | $85.54 | — | Call | M2682V108 |
| — | SCVX CORP | 142,292 | $1,381 | 0.1% | $9.97 | — | UNIT 99/99/9999 | G79448109 |
| — | CITIC CAPITAL ACQUISITION CO | 125,000 | $1,267 | 0.0% | $9.86 | — | UNIT 99/99/9999 | G21513125 |
| — | KENSINGTON CAP ACQUISITION C | 125,000 | $1,253 | 0.0% | $10.02 | — | UNIT 07/01/2027 | 490073202 |
| — | DEXCOM INC | 250,000 | $1,021 | 0.0% | $1.60 | — | NOTE 0.750% 5/1 | 252131AF4 |
| — | HEALTHCARE MERGER CORP | 88,628 | $913 | 0.0% | $10.35 | — | UNIT 12/17/2021 | 42227L201 |
| — | AMPLITUDE HLTHCRE AQUSTIN CO | 84,800 | $865 | 0.0% | $10.07 | — | UNIT 12/01/2026 | 03212A204 |
| — | INTERCEPT PHARMACEUTICALS IN | 17,600 | $843 | 0.0% | — | — | Put | 45845P108 |
| — | TILRAY INC | 116,900 | $831 | 0.0% | $15.56 | — | Put | 88688T100 |
| — | JUNIPER INDL HLDGS INC | 77,635 | $799 | 0.0% | $10.20 | — | UNIT 11/13/2026 | 48205G205 |
| — | CIIG MERGER CORP | 77,764 | $797 | 0.0% | $10.16 | — | UNIT 12/31/2026 | 12559C202 |
| BKNG | BOOKING HOLDINGS INC | 475 | $757 | 0.0% | $1786.43 | -16.2% | COM | 09857L108 |
| — | LEXICON PHARMACEUTICALS INC | 1,000,000 | $495 | 0.0% | $1.16 | — | NOTE 5.250%12/0 | 528872AB0 |
| FXI | ISHARES TR | 10,340 | $410 | 0.0% | $37.54 | — | CHINA LG-CAP ETF | 464287184 |
| VTOL | BRISTOW GROUP INC | 28,630 | $399 | 0.0% | $10.68 | 0.0% | COM | 11040G103 |
| WDC | WESTERN DIGITAL CORP. | 8,043 | $355 | 0.0% | $32.27 | 0.0% | COM | 958102105 |
| LOW | LOWES COS INC | 1,514 | $205 | 0.0% | $103.31 | 0.0% | COM | 548661107 |
| — | GLOBAL EAGLE ENTMT INC | 2,000,000 | $191 | 0.0% | $0.75 | — | NOTE 2.750% 2/1 | 37951DAB8 |
| — | GORES HLDGS IV INC | 15,700 | $164 | 0.0% | $10.14 | — | UNIT 02/01/2023 | 382865202 |
| — | FINSERV ACQUISITION CORP | 7,700 | $81 | 0.0% | $10.52 | — | UNIT 12/31/2026 | 318085206 |
| — | DISH NETWORK CORPORATION | 1,736 | $60 | 0.0% | $34.56 | — | CL A | 25470M109 |
| — | NUANCE COMMUNICATIONS INC | 2,181 | $55 | 0.0% | $25.22 | — | COM | 67020Y100 |
| CAT | CATERPILLAR INC DEL | 233 | $29 | 0.0% | $106.19 | 0.0% | COM | 149123101 |
| FXI | ISHARES TR | 400 | $16 | 0.0% | $37.54 | — | Call | 464287184 |
| — | DFP HEALTHCARE ACQUISITNS CO | 1,400 | $15 | 0.0% | $9.84 | — | UNIT 03/31/2025 | 23343Q209 |
| — | DMY TECHNOLOGY GROUP INC | 687 | $7 | 0.0% | $9.84 | — | UNIT 99/99/9999 | 233253202 |
| RTX | RAYTHEON TECHNOLOGIES CORP | 23 | $1 | 0.0% | $54.61 | 0.0% | COM | 75513E101 |
| — | T-MOBILE US INC | 4,850 | $1 | 0.0% | $0.21 | — | RIGHT 07/27/2020 | 872590112 |