Location: Mill Valley, CA
CIK: 0001728201 · Show all filings
Period: Q4 2021 (← Previous) (Next →)
Filing Date: Feb 9, 2022
Total Value: $3.204B (25.6% shares, 74.4% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SNAP INC | 79,329,000 | $177M | 5.5% | $3.07 | — | NOTE 0.250% 5/0 | 83304AAD8 |
| — | PG&E CORP | 1,370,100 | $158M | 4.9% | $108.47 | — | UNIT 99/99/9999 | 69331C140 |
| — | PALO ALTO NETWORKS INC | 70,000,000 | $147M | 4.6% | $1.62 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | ETSY INC | 57,500,000 | $147M | 4.6% | $2.41 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | NICE SYS INC | 38,163,000 | $139M | 4.3% | $2.33 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | LIBERTY MEDIA CORP DEL | 85,500,000 | $129M | 4.0% | $1.20 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | CLOUDFLARE INC | 36,770,000 | $129M | 4.0% | $2.89 | — | NOTE 0.750% 5/1 | 18915MAB3 |
| — | AKAMAI TECHNOLOGIES INC | 90,400,000 | $119M | 3.7% | $1.27 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | REPLIGEN CORP | 50,365,000 | $118M | 3.7% | $2.19 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | SOUTHWEST AIRLS CO | 79,950,000 | $107M | 3.3% | $1.43 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | FARFETCH LTD | 46,223,000 | $105M | 3.3% | $3.09 | — | NOTE 3.750% 5/0 | 30744WAD9 |
| — | CARNIVAL CORP | 42,737,000 | $90.22M | 2.8% | $2.11 | — | NOTE 5.750% 4/0 | 143658BE1 |
| EXEEW | CHESAPEAKE ENERGY CORP | 1,994,434 | $79.7M | 2.5% | $35.33 | — | *W EXP 99/99/999 | 165167164 |
| — | SAILPOINT TECHNOLOGIES HLDGS | 40,000,000 | $71.35M | 2.2% | $1.84 | — | NOTE 0.125% 9/1 | 78781PAB1 |
| — | AVANTOR INC | 528,000 | $68.22M | 2.1% | $129.21 | — | 6.25 PFD CNV SR | 05352A209 |
| — | MERCADOLIBRE INC | 21,000,000 | $65.23M | 2.0% | $3.02 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| CLVT 5.25 06/01/24 A | CLARIVATE PLC | 625,000 | $56.79M | 1.8% | $90.86 | — | 5.25% PFD CONV A | G21810208 |
| — | PEGASYSTEMS INC | 48,000,000 | $50.94M | 1.6% | $1.17 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | GUARDANT HEALTH INC | 50,000,000 | $50.83M | 1.6% | $1.02 | — | NOTE 11/1 | 40131MAB5 |
| — | UNITED STATES STL CORP | 25,000,000 | $50.47M | 1.6% | $1.50 | — | NOTE 5.000%11/0 | 912909AT5 |
| — | DISH NETWORK CORPORATION | 42,500,000 | $42.92M | 1.3% | $1.01 | — | NOTE 12/1 | 25470MAF6 |
| — | TWITTER INC | 38,000,000 | $41.5M | 1.3% | $1.34 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | VARONIS SYS INC | 23,000,000 | $39.57M | 1.2% | $1.95 | — | NOTE 1.250% 8/1 | 922280AB8 |
| — | ZILLOW GROUP INC | 25,000,000 | $38.91M | 1.2% | $2.13 | — | NOTE 0.750% 9/0 | 98954MAE1 |
| — | DATADOG INC | 17,800,000 | $35.76M | 1.1% | $1.53 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | SABRE CORP | 302,500 | $34.72M | 1.1% | $114.77 | — | 6.50% CONV PFD A | 78573M203 |
| — | OKTA INC | 29,000,000 | $34.66M | 1.1% | $1.24 | — | NOTE 0.375% 6/1 | 679295AF2 |
| — | UGI CORP NEW | 322,000 | $33.8M | 1.1% | $104.18 | — | UNIT 99/99/9999 | 902681113 |
| EXEEZ | CHESAPEAKE ENERGY CORP | 938,965 | $33.72M | 1.1% | $33.66 | — | *W EXP 99/99/999 | 165167172 |
| — | EXACT SCIENCES CORP | 23,000,000 | $29.53M | 0.9% | $1.84 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | SPLUNK INC | 27,500,000 | $29.48M | 0.9% | $1.20 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | GUIDEWIRE SOFTWARE INC | 23,900,000 | $27.88M | 0.9% | $1.16 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| CNX | CNX RES CORP | 1,986,000 | $27.31M | 0.9% | $10.10 | +39.3% | COM | 12653C108 |
| — | LYFT INC | 20,000,000 | $26.74M | 0.8% | $1.71 | — | NOTE 1.500% 5/1 | 55087PAB0 |
| — | NUANCE COMMUNICATIONS INC | 11,000,000 | $25.19M | 0.8% | $1.18 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | INTEGRA LIFESCIENCES HLDGS C | 23,065,000 | $25.1M | 0.8% | $1.10 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | BILL COM HLDGS INC | 14,500,000 | $24.84M | 0.8% | $1.71 | — | NOTE 12/0 | 090043AB6 |
| F | FORD MTR CO DEL | 1,183,000 | $24.57M | 0.8% | $9.18 | +52.5% | COM | 345370860 |
| EQT | EQT CORP | 1,120,000 | $24.43M | 0.8% | $13.66 | +43.9% | COM | 26884L109 |
| — | PINDUODUO INC | 25,393,000 | $22.99M | 0.7% | $1.20 | — | NOTE 12/0 | 722304AC6 |
| — | SOUTH JERSEY INDS INC | 400,000 | $22.32M | 0.7% | $54.88 | — | UNIT 04/01/2024 | 838518306 |
| — | CHENIERE ENERGY INC | 22,930,000 | $19.41M | 0.6% | $0.85 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | WIX COM LTD | 15,000,000 | $19.24M | 0.6% | $1.63 | — | NOTE 7/0 | 92940WAB5 |
| — | RAPID7 INC | 9,500,000 | $19.07M | 0.6% | $1.97 | — | NOTE 2.250% 5/0 | 753422AD6 |
| — | RBC BEARINGS INC | 175,000 | $18.35M | 0.6% | $104.86 | — | 5% CNV PFD SR A | 75524B203 |
| — | NEXTERA ENERGY INC | 250,000 | $17.02M | 0.5% | $54.58 | — | UNIT 09/01/2022S | 65339F796 |
| SWK | STANLEY BLACK & DECKER INC | 90,000 | $16.98M | 0.5% | $173.73 | -8.7% | COM | 854502101 |
| KKR | KKR & CO INC | 220,000 | $16.39M | 0.5% | $71.22 | 0.0% | COM | 48251W104 |
| SHOP | SHOPIFY INC | 11,850 | $16.32M | 0.5% | $116.31 | +25.6% | CL A | 82509L107 |
| — | Q2 HLDGS INC | 17,500,000 | $16.12M | 0.5% | $0.92 | — | NOTE 0.125%11/1 | 74736LAF6 |
| — | COUPA SOFTWARE INC | 12,500,000 | $15.34M | 0.5% | $1.85 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | CYBERARK SOFTWARE LTD | 12,000,000 | $15.18M | 0.5% | $1.11 | — | NOTE 11/1 | 23248VAB1 |
| CNK | CINEMARK HLDGS INC | 926,700 | $14.94M | 0.5% | $12.37 | +49.5% | COM | 17243V102 |
| EXEEL | CHESAPEAKE ENERGY CORP | 452,218 | $14.64M | 0.5% | $21.79 | — | *W EXP 09/02/202 | 165167180 |
| — | PROS HOLDINGS INC | 15,000,000 | $14M | 0.4% | $1.03 | — | NOTE 1.000% 5/1 | 74346YAH6 |
| — | COUPA SOFTWARE INC | 14,717,000 | $13.98M | 0.4% | $1.12 | — | NOTE 0.375% 6/1 | 22266LAF3 |
| — | DISH NETWORK CORPORATION | 14,404,000 | $13.67M | 0.4% | $0.99 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | THERAVANCE BIOPHARMA INC | 13,920,000 | $13.51M | 0.4% | $0.95 | — | NOTE 3.250%11/0 | 88339KAA0 |
| APTV 5.5 06/15/23 A | APTIV PLC | 70,000 | $12.89M | 0.4% | $184.09 | — | 5.5% CNV PFD A | G6095L117 |
| — | MESA LABS INC | 9,000,000 | $11.51M | 0.4% | $1.28 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| COIN | COINBASE GLOBAL INC | 45,600 | $11.51M | 0.4% | $254.47 | +14.3% | COM CL A | 19260Q107 |
| BURL | BURLINGTON STORES INC | 39,400 | $11.48M | 0.4% | $249.38 | +12.7% | COM | 122017106 |
| — | II-VI INC | 40,000 | $11.32M | 0.4% | $283.02 | — | 6% CONV PFD A | 902104306 |
| BDX | BECTON DICKINSON & CO | 42,900 | $10.79M | 0.3% | $226.65 | -1.4% | COM | 075887109 |
| — | INSMED INC | 9,000,000 | $9.797M | 0.3% | $1.09 | — | NOTE 0.750% 6/0 | 457669AB5 |
| TDOC | TELADOC HEALTH INC | 96,901 | $8.897M | 0.3% | $188.94 | -36.7% | COM | 87918A105 |
| — | NEVRO CORP | 7,300,000 | $8.125M | 0.3% | $1.35 | — | NOTE 2.750% 4/0 | 64157FAC7 |
| ZD | ZIFF DAVIS INC | 63,235 | $7.01M | 0.2% | $85.96 | +37.9% | COM | 48123V102 |
| — | ZOGENIX INC | 6,900,000 | $6.833M | 0.2% | $0.99 | — | NOTE 2.750%10/0 | 98978LAB1 |
| — | APOLLO COML REAL ESTATE FIN | 6,750,000 | $6.809M | 0.2% | $0.99 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | CENTENNIAL RESOURCE DEV INC | 1,098,900 | $6.571M | 0.2% | $5.06 | — | CL A | 15136A102 |
| — | 1LIFE HEALTHCARE INC | 6,157,000 | $5.565M | 0.2% | $0.90 | — | NOTE 3.000% 6/1 | 68269GAB3 |
| — | VIACOMCBS INC | 180,000 | $5.432M | 0.2% | $43.95 | — | CL B | 92556H206 |
| BKNG | BOOKING HOLDINGS INC | 2,190 | $5.254M | 0.2% | $1994.13 | +16.9% | COM | 09857L108 |
| OXY/WS | OCCIDENTAL PETE CORP | 362,853 | $4.576M | 0.1% | $12.41 | — | *W EXP 08/03/202 | 674599162 |
| MP | MP MATERIALS CORP | 96,000 | $4.36M | 0.1% | $31.08 | +26.8% | COM CL A | 553368101 |
| — | RINGCENTRAL INC | 4,129,000 | $3.9M | 0.1% | $0.94 | — | NOTE 3/0 | 76680RAF4 |
| — | DISH NETWORK CORPORATION | 4,047,000 | $3.89M | 0.1% | $0.91 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | NOVA LTD | 1,925,000 | $3.826M | 0.1% | $1.99 | — | NOTE 10/1 | 66980MAB2 |
| — | LIVEPERSON INC | 4,500,000 | $3.816M | 0.1% | $0.85 | — | NOTE 12/1 | 538146AD3 |
| UBER | UBER TECHNOLOGIES INC | 86,400 | $3.623M | 0.1% | $48.11 | -10.4% | COM | 90353T100 |
| — | CHEGG INC | 4,000,000 | $3.33M | 0.1% | $0.83 | — | NOTE 9/0 | 163092AF6 |
| EXPE | EXPEDIA GROUP INC | 18,100 | $3.271M | 0.1% | $161.61 | +4.3% | COM NEW | 30212P303 |
| — | AIR TRANSPORT SERVICES GRP I | 108,100 | $3.176M | 0.1% | $22.03 | — | COM | 00922R105 |
| — | REDWOOD TRUST INC | 3,065,000 | $3.159M | 0.1% | $1.01 | — | NOTE 4.750% 8/1 | 758075AC9 |
| POST | POST HLDGS INC | 27,500 | $3.1M | 0.1% | $57.07 | +20.2% | COM | 737446104 |
| — | APOLLO COML REAL ESTATE FIN | 3,000,000 | $3.068M | 0.1% | $0.85 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | SIXTH STREET SPECIALTY LENDN | 2,100,000 | $2.621M | 0.1% | $0.93 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| DCH | AMERICAN AXLE & MFG HLDGS IN | 254,000 | $2.37M | 0.1% | $7.45 | +28.4% | COM | 024061103 |
| — | PTC THERAPEUTICS INC | 2,000,000 | $2.1M | 0.1% | $1.16 | — | NOTE 3.000% 8/1 | 69366JAB7 |
| — | BLACKSTONE MORTGAGE TRUST IN | 2,000,000 | $2.061M | 0.1% | $1.01 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | RWT HLDGS INC | 2,000,000 | $2.055M | 0.1% | $1.00 | — | NOTE 5.750%10/0 | 749772AD1 |
| — | REDWOOD TRUST INC | 1,943,000 | $1.97M | 0.1% | $1.01 | — | NOTE 5.625% 7/1 | 758075AD7 |
| — | POST HOLDINGS PARTNERING COR | 200,000 | $1.96M | 0.1% | $9.72 | — | COM SER A | 737465104 |
| CLF | CLEVELAND-CLIFFS INC NEW | 85,000 | $1.85M | 0.1% | $22.79 | -5.5% | COM | 185899101 |
| EEFT | EURONET WORLDWIDE INC | 15,300 | $1.823M | 0.1% | $128.57 | -7.6% | COM | 298736109 |
| RPAY | REPAY HLDGS CORP | 92,500 | $1.69M | 0.1% | $23.82 | -17.6% | COM CL A | 76029L100 |
| — | EVO ACQUISITION CORP | 150,000 | $1.455M | 0.0% | $9.70 | — | COM CL A | 30052G108 |
| CHGG | CHEGG INC | 42,100 | $1.292M | 0.0% | $40.56 | 0.0% | COM | 163092109 |
| ADNT | ADIENT PLC | 26,500 | $1.269M | 0.0% | $25.89 | +73.3% | ORD SHS | G0084W101 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 14,000 | $1.237M | 0.0% | $82.76 | -0.3% | COM | 09061G101 |
| — | IMMATICS N.V | 248,189 | $1.09M | 0.0% | $3.60 | — | *W EXP 07/01/202 | N44445117 |
| — | TENNECO INC | 90,100 | $1.018M | 0.0% | $11.00 | — | CL A VTG COM STK | 880349105 |
| — | SARISSA CAPITAL ACQUISITN CO | 100,000 | $990K | 0.0% | $9.90 | — | CL A | G7823W102 |
| — | SOCIAL CAP SUVRETTA HLD CRPI | 99,782 | $988K | 0.0% | $9.90 | — | CLASS A ORD SHS | G8253W109 |
| — | GO ACQUISITION CORP | 100,000 | $984K | 0.0% | $9.84 | — | COM | 362019101 |
| CNXX | CONX CORP | 100,070 | $983K | 0.0% | $9.82 | — | COM CL A | 212873103 |
| — | AVANTI ACQUISITION CORP | 100,000 | $982K | 0.0% | $9.82 | — | SHS CL A | G0682V109 |
| JWSMF | JAWS MUSTANG ACQUISITION COR | 100,000 | $975K | 0.0% | $9.79 | 0.0% | SHS CL A | G50737108 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 6,600 | $841K | 0.0% | $110.58 | +18.8% | SHS USD | G50871105 |
| BHC | BAUSCH HEALTH COS INC | 30,000 | $828K | 0.0% | $26.77 | 0.0% | COM | 071734107 |
| SATS | ECHOSTAR CORP | 30,000 | $791K | 0.0% | $30.37 | -13.1% | CL A | 278768106 |
| — | SOCIAL CAP SUVRETTA HLDS CRP | 77,900 | $770K | 0.0% | $9.88 | — | CLASS A ORD SHS | G8253U103 |
| GCMGW | GCM GROSVENOR INC | 193,290 | $290K | 0.0% | $1.17 | — | *W EXP 11/17/202 | 36831E116 |
| OI | O-I GLASS INC | 20,000 | $241K | 0.0% | $9.82 | +29.0% | COM | 67098H104 |
| — | YELLOWSTONE ACQUISITION CO | 150,000 | $123K | 0.0% | $0.91 | — | *W EXP 10/21/202 | 98566K113 |
| — | CANO HEALTH INC | 46,791 | $112K | 0.0% | $2.39 | — | *W EXP 06/03/202 | 13781Y111 |
| — | EVO ACQUISITION CORP | 150,000 | $72,000 | 0.0% | $0.65 | — | *W EXP 01/04/202 | 30052G116 |
| BFLYW | BUTTERFLY NETWORK INC | 49,393 | $63,000 | 0.0% | $6.45 | — | *W EXP 02/12/202 | 124155110 |
| KPLTW | KATAPULT HOLDINGS INC | 100,000 | $58,000 | 0.0% | $3.19 | — | *W EXP 06/09/202 | 485859110 |
| ASTLW | ALGOMA STL GROUP INC | 17,346 | $50,000 | 0.0% | $2.88 | — | *W EXP 10/19/202 | 015658115 |