Location: Mill Valley, CA
CIK: 0001728201 · Show all filings
Period: Q1 2022 (← Previous) (Next →)
Filing Date: May 10, 2022
Total Value: $3.799B (32.7% shares, 67.3% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | PALO ALTO NETWORKS INC | 75,000,000 | $176M | 4.6% | $1.67 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | PG&E CORP | 1,470,100 | $165M | 4.4% | $108.74 | — | UNIT 99/99/9999 | 69331C140 |
| — | SNAP INC | 85,000,000 | $151M | 4.0% | $2.98 | — | NOTE 0.250% 5/0 | 83304AAD8 |
| — | ETSY INC | 89,500,000 | $144M | 3.8% | $2.13 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| EXEEW | CHESAPEAKE ENERGY CORP | 2,075,762 | $133M | 3.5% | $36.46 | — | *W EXP 02/09/202 | 165167164 |
| — | LIBERTY MEDIA CORP DEL | 85,500,000 | $121M | 3.2% | $1.20 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | AKAMAI TECHNOLOGIES INC | 90,400,000 | $119M | 3.1% | $1.27 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | CLOUDFLARE INC | 36,770,000 | $119M | 3.1% | $2.89 | — | NOTE 0.750% 5/1 | 18915MAB3 |
| EXEEZ | CHESAPEAKE ENERGY CORP | 1,952,448 | $116M | 3.1% | $47.09 | — | *W EXP 02/09/202 | 165167172 |
| — | SOUTHWEST AIRLS CO | 81,950,000 | $112M | 2.9% | $1.43 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | REPLIGEN CORP | 62,500,000 | $108M | 2.8% | $2.10 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | NICE SYS INC | 38,163,000 | $100M | 2.6% | $2.33 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | CARNIVAL CORP | 43,437,000 | $91.11M | 2.4% | $2.11 | — | NOTE 5.750% 4/0 | 143658BE1 |
| — | ZILLOW GROUP INC | 70,000,000 | $89.56M | 2.4% | $1.58 | — | NOTE 0.750% 9/0 | 98954MAE1 |
| OXY/WS | OCCIDENTAL PETE CORP | 2,157,924 | $76.02M | 2.0% | $31.39 | — | *W EXP 08/03/202 | 674599162 |
| — | UNITED STATES STL CORP | 25,000,000 | $73.16M | 1.9% | $1.50 | — | NOTE 5.000%11/0 | 912909AT5 |
| — | COUPA SOFTWARE INC | 69,000,000 | $67.34M | 1.8% | $1.13 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | PEGASYSTEMS INC | 70,000,000 | $66.11M | 1.7% | $1.10 | — | NOTE 0.750% 3/0 | 705573AB9 |
| EQT | EQT CORP | 1,897,800 | $65.3M | 1.7% | $17.48 | +31.5% | COM | 26884L109 |
| — | NISOURCE INC | 540,000 | $64.25M | 1.7% | $118.98 | — | UNIT 12/01/2023 | 65473P121 |
| — | SAILPOINT TECHNOLOGIES HLDGS | 34,000,000 | $63.04M | 1.7% | $1.84 | — | NOTE 0.125% 9/1 | 78781PAB1 |
| — | PELOTON INTERACTIVE INC | 73,500,000 | $61.1M | 1.6% | $0.83 | — | NOTE 2/1 | 70614WAB6 |
| CLVT 5.25 06/01/24 A | CLARIVATE PLC | 900,000 | $61.08M | 1.6% | $83.84 | — | 5.25% PFD CONV A | G21810208 |
| — | MERCADOLIBRE INC | 22,000,000 | $60.88M | 1.6% | $3.01 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| — | TWITTER INC | 58,750,000 | $59.92M | 1.6% | $1.23 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| CNX | CNX RES CORP | 2,803,701 | $58.09M | 1.5% | $12.01 | +38.6% | COM | 12653C108 |
| — | DATADOG INC | 31,800,000 | $56.45M | 1.5% | $1.64 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | AVANTOR INC | 528,000 | $54.66M | 1.4% | $129.21 | — | 6.25 PFD CNV SR | 05352A209 |
| — | SPOTIFY USA INC | 60,400,000 | $51.77M | 1.4% | $0.86 | — | NOTE 3/1 | 84921RAB6 |
| — | GUARDANT HEALTH INC | 64,000,000 | $51.65M | 1.4% | $0.97 | — | NOTE 11/1 | 40131MAB5 |
| — | SABRE CORP | 302,500 | $43.93M | 1.2% | $114.77 | — | 6.50% CONV PFD A | 78573M203 |
| EXEEL | CHESAPEAKE ENERGY CORP | 768,962 | $42.81M | 1.1% | $35.75 | — | *W EXP 02/09/202 | 165167180 |
| — | DISH NETWORK CORPORATION | 42,500,000 | $41.44M | 1.1% | $1.01 | — | NOTE 12/1 | 25470MAF6 |
| — | VARONIS SYS INC | 23,000,000 | $38.41M | 1.0% | $1.95 | — | NOTE 1.250% 8/1 | 922280AB8 |
| — | SPLUNK INC | 27,500,000 | $31.4M | 0.8% | $1.20 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | SOUTH JERSEY INDS INC | 435,000 | $30.25M | 0.8% | $56.06 | — | UNIT 04/01/2024 | 838518306 |
| — | UGI CORP NEW | 322,000 | $28.98M | 0.8% | $104.18 | — | UNIT 99/99/9999 | 902681113 |
| — | EXACT SCIENCES CORP | 23,000,000 | $27.95M | 0.7% | $1.84 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | ALARM COM HLDGS INC | 32,500,000 | $27.63M | 0.7% | $0.85 | — | NOTE 1/1 | 011642AB1 |
| — | BLACKLINE INC | 31,500,000 | $26.77M | 0.7% | $0.85 | — | NOTE 3/1 | 09239BAD1 |
| — | GUIDEWIRE SOFTWARE INC | 23,900,000 | $25.11M | 0.7% | $1.16 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | INTEGRA LIFESCIENCES HLDGS C | 23,065,000 | $24.32M | 0.6% | $1.10 | — | NOTE 0.500% 8/1 | 457985AM1 |
| BDX | BECTON DICKINSON & CO | 82,850 | $22.04M | 0.6% | $233.58 | +3.2% | COM | 075887109 |
| F | FORD MTR CO DEL | 1,183,000 | $20M | 0.5% | $9.18 | +58.5% | COM | 345370860 |
| — | RBC BEARINGS INC | 200,000 | $19.94M | 0.5% | $104.22 | — | 5% CNV PFD SR A | 75524B203 |
| — | FASTLY INC | 24,500,000 | $18.41M | 0.5% | $0.75 | — | NOTE 3/1 | 31188VAB6 |
| — | WIX COM LTD | 17,500,000 | $18.22M | 0.5% | $1.55 | — | NOTE 7/0 | 92940WAB5 |
| — | RAPID7 INC | 9,500,000 | $18.02M | 0.5% | $1.97 | — | NOTE 2.250% 5/0 | 753422AD6 |
| — | II-VI INC | 60,000 | $17.71M | 0.5% | $287.06 | — | 6% CONV PFD A | 902104306 |
| DHR | DANAHER CORPORATION | 59,500 | $17.45M | 0.5% | $245.73 | 0.0% | COM | 235851102 |
| — | HAEMONETICS CORP MASS | 20,500,000 | $17.28M | 0.5% | $0.84 | — | NOTE 3/0 | 405024AB6 |
| — | Q2 HLDGS INC | 20,000,000 | $17.27M | 0.5% | $0.91 | — | NOTE 0.125%11/1 | 74736LAF6 |
| — | INSULET CORP | 12,500,000 | $16.63M | 0.4% | $1.33 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | NOVOCURE LTD | 18,000,000 | $16.43M | 0.4% | $0.91 | — | NOTE 11/0 | 67011XAB9 |
| — | BRIDGEBIO PHARMA INC | 35,000,000 | $16.38M | 0.4% | $0.47 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| CNK | CINEMARK HLDGS INC | 926,700 | $16.01M | 0.4% | $12.37 | +32.8% | COM | 17243V102 |
| — | NEXTERA ENERGY INC | 250,000 | $15.45M | 0.4% | $54.58 | — | UNIT 09/01/2022S | 65339F796 |
| — | 1LIFE HEALTHCARE INC | 17,650,000 | $15.32M | 0.4% | $0.88 | — | NOTE 3.000% 6/1 | 68269GAB3 |
| — | CYBERARK SOFTWARE LTD | 12,000,000 | $14.93M | 0.4% | $1.11 | — | NOTE 11/1 | 23248VAB1 |
| — | TWITTER INC | 17,075,000 | $14.42M | 0.4% | $0.84 | — | NOTE 3/1 | 90184LAN2 |
| BURL | BURLINGTON STORES INC | 77,900 | $14.19M | 0.4% | $234.43 | -6.5% | COM | 122017106 |
| — | THERAVANCE BIOPHARMA INC | 13,920,000 | $13.17M | 0.3% | $0.95 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | DISH NETWORK CORPORATION | 14,404,000 | $12.99M | 0.3% | $0.99 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| KKR | KKR & CO INC | 220,000 | $12.86M | 0.3% | $71.22 | -14.5% | COM | 48251W104 |
| — | OKTA INC | 13,000,000 | $12.74M | 0.3% | $1.24 | — | NOTE 0.375% 6/1 | 679295AF2 |
| — | ALGONQUIN PWR UTILS CORP | 250,000 | $12.39M | 0.3% | $49.56 | — | UNIT 99/99/9999 | 015857873 |
| — | NEXTERA ENERGY INC | 200,000 | $10.43M | 0.3% | $52.15 | — | UNIT 99/99/9999 | 65339F770 |
| — | AIRBNB INC | 10,500,000 | $10.2M | 0.3% | $0.97 | — | NOTE 3/1 | 009066AB7 |
| — | VONAGE HLDGS CORP | 7,500,000 | $9.889M | 0.3% | $1.32 | — | NOTE 1.750% 6/0 | 92886TAJ1 |
| — | OAK STR HEALTH INC | 12,000,000 | $9.54M | 0.3% | $0.80 | — | NOTE 3/1 | 67181AAB3 |
| ZD | ZIFF DAVIS INC | 98,435 | $9.527M | 0.3% | $91.88 | +11.6% | COM | 48123V102 |
| — | CENTENNIAL RESOURCE DEV INC | 1,098,900 | $8.868M | 0.2% | $5.06 | — | CL A | 15136A102 |
| — | INSMED INC | 9,000,000 | $8.721M | 0.2% | $1.09 | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | PARAMOUNT GLOBAL | 230,625 | $8.72M | 0.2% | $42.60 | — | CLASS B COM | 92556H206 |
| — | ACTIVISION BLIZZARD INC | 106,900 | $8.564M | 0.2% | $80.11 | — | COM | 00507V109 |
| SWK | STANLEY BLACK & DECKER INC | 60,000 | $8.387M | 0.2% | $173.73 | -18.0% | COM | 854502101 |
| COIN | COINBASE GLOBAL INC | 41,900 | $7.955M | 0.2% | $254.47 | -23.2% | COM CL A | 19260Q107 |
| — | NEVRO CORP | 7,300,000 | $7.891M | 0.2% | $1.35 | — | NOTE 2.750% 4/0 | 64157FAC7 |
| — | CHANGE HEALTHCARE INC | 100,000 | $7.066M | 0.2% | $70.66 | — | MTNF 6.000% 6/3 | 15912K209 |
| TDOC | TELADOC HEALTH INC | 96,901 | $6.989M | 0.2% | $188.94 | -61.9% | COM | 87918A105 |
| — | PROS HOLDINGS INC | 7,500,000 | $6.975M | 0.2% | $1.03 | — | NOTE 1.000% 5/1 | 74346YAH6 |
| — | ITRON INC | 8,000,000 | $6.804M | 0.2% | $0.85 | — | NOTE 3/1 | 465741AN6 |
| — | APOLLO COML REAL ESTATE FIN | 6,750,000 | $6.754M | 0.2% | $0.99 | — | NOTE 4.750% 8/2 | 03762UAB1 |
| — | SAREPTA THERAPEUTICS INC | 5,000,000 | $6.569M | 0.2% | $1.31 | — | DBCV 1.500%11/1 | 803607AB6 |
| SHOP | SHOPIFY INC | 9,400 | $6.354M | 0.2% | $116.31 | -29.4% | CL A | 82509L107 |
| — | INVITAE CORP | 7,500,000 | $6.239M | 0.2% | $0.83 | — | NOTE 2.000% 9/0 | 46185LAB9 |
| — | BLACKSTONE MORTGAGE TRUST IN | 5,500,000 | $5.616M | 0.1% | $1.02 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| MP | MP MATERIALS CORP | 96,000 | $5.505M | 0.1% | $31.08 | +41.6% | COM CL A | 553368101 |
| — | ALLSCRIPTS HEALTHCARE SOLUTI | 3,000,000 | $5.316M | 0.1% | $1.77 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| BKNG | BOOKING HOLDINGS INC | 2,190 | $5.143M | 0.1% | $1994.13 | +15.3% | COM | 09857L108 |
| — | CHEGG INC | 6,000,000 | $4.932M | 0.1% | $0.83 | — | NOTE 9/0 | 163092AF6 |
| — | LIVEPERSON INC | 6,000,000 | $4.785M | 0.1% | $0.84 | — | NOTE 12/1 | 538146AD3 |
| — | INSMED INC | 4,500,000 | $4.514M | 0.1% | $1.00 | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | DISH NETWORK CORPORATION | 4,047,000 | $3.799M | 0.1% | $0.91 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| — | AIR TRANSPORT SERVICES GRP I | 108,100 | $3.616M | 0.1% | $22.03 | — | COM | 00922R105 |
| — | RINGCENTRAL INC | 4,129,000 | $3.611M | 0.1% | $0.94 | — | NOTE 3/0 | 76680RAF4 |
| CLF | CLEVELAND-CLIFFS INC NEW | 110,000 | $3.543M | 0.1% | $22.79 | -0.0% | COM | 185899101 |
| EXPE | EXPEDIA GROUP INC | 18,100 | $3.542M | 0.1% | $161.61 | +14.8% | COM NEW | 30212P303 |
| UBER | UBER TECHNOLOGIES INC | 86,400 | $3.083M | 0.1% | $48.11 | -25.3% | COM | 90353T100 |
| — | REDWOOD TRUST INC | 3,065,000 | $3.037M | 0.1% | $1.01 | — | NOTE 4.750% 8/1 | 758075AC9 |
| — | NEOGENOMICS INC | 3,500,000 | $3.019M | 0.1% | $0.86 | — | NOTE 1.250% 5/0 | 64049MAA8 |
| — | APOLLO COML REAL ESTATE FIN | 3,000,000 | $3M | 0.1% | $0.85 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | NOVA LTD | 1,925,000 | $2.995M | 0.1% | $1.99 | — | NOTE 10/1 | 66980MAB2 |
| — | COUPA SOFTWARE INC | 3,500,000 | $2.954M | 0.1% | $1.12 | — | NOTE 0.375% 6/1 | 22266LAF3 |
| — | RINGCENTRAL INC | 3,500,000 | $2.881M | 0.1% | $0.82 | — | NOTE 3/1 | 76680RAH0 |
| — | SIXTH STREET SPECIALTY LENDI | 2,100,000 | $2.605M | 0.1% | $0.93 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| — | BLACKSTONE MORTGAGE TRUST IN | 2,500,000 | $2.469M | 0.1% | $0.99 | — | NOTE 5.500% 3/1 | 09257WAE0 |
| — | DOCUSIGN INC | 2,500,000 | $2.35M | 0.1% | $0.94 | — | NOTE 1/1 | 256163AD8 |
| — | CABLE ONE INC | 2,500,000 | $2.195M | 0.1% | $0.88 | — | NOTE 3/1 | 12685JAE5 |
| — | CERIDIAN HCM HLDG INC | 2,500,000 | $2.193M | 0.1% | $0.88 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | PTC THERAPEUTICS INC | 2,000,000 | $2.035M | 0.1% | $1.16 | — | NOTE 3.000% 8/1 | 69366JAB7 |
| CHGG | CHEGG INC | 54,900 | $1.992M | 0.1% | $38.12 | -21.1% | COM | 163092109 |
| EEFT | EURONET WORLDWIDE INC | 15,300 | $1.991M | 0.1% | $128.57 | -1.3% | COM | 298736109 |
| — | RWT HLDGS INC | 2,000,000 | $1.966M | 0.1% | $1.00 | — | NOTE 5.750%10/0 | 749772AD1 |
| — | POST HOLDINGS PARTNERING COR | 200,000 | $1.956M | 0.1% | $9.72 | — | COM SER A | 737465104 |
| — | REDWOOD TRUST INC | 1,943,000 | $1.948M | 0.1% | $1.01 | — | NOTE 5.625% 7/1 | 758075AD7 |
| POST | POST HLDGS INC | 27,500 | $1.905M | 0.1% | $57.07 | +22.6% | COM | 737446104 |
| — | TENNECO INC | 90,100 | $1.651M | 0.0% | $11.00 | — | CL A VTG COM STK | 880349105 |
| — | BENTLEY SYS INC | 1,500,000 | $1.474M | 0.0% | $0.98 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | EVO ACQUISITION CORP | 150,000 | $1.467M | 0.0% | $9.70 | — | COM CL A | 30052G108 |
| RPAY | REPAY HLDGS CORP | 92,500 | $1.366M | 0.0% | $23.82 | -30.7% | COM CL A | 76029L100 |
| — | WIX COM LTD | 1,500,000 | $1.31M | 0.0% | $0.87 | — | NOTE 8/1 | 92940WAD1 |
| — | EPR PPTYS | 50,000 | $1.292M | 0.0% | $25.84 | — | PFD C CV 5.75% | 26884U208 |
| ADNT | ADIENT PLC | 26,500 | $1.08M | 0.0% | $25.89 | +65.9% | ORD SHS | G0084W101 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 14,000 | $1.079M | 0.0% | $82.76 | +1.1% | COM | 09061G101 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 6,600 | $1.027M | 0.0% | $110.58 | +31.2% | SHS USD | G50871105 |
| — | GO ACQUISITION CORP | 100,000 | $990K | 0.0% | $9.84 | — | COM | 362019101 |
| — | SARISSA CAPITAL ACQUISITN CO | 100,000 | $990K | 0.0% | $9.90 | — | CL A | G7823W102 |
| — | SOCIAL CAP SUVRETTA HLD CRPI | 100,000 | $988K | 0.0% | $9.90 | — | CLASS A ORD SHS | G8253W109 |
| — | AVANTI ACQUISITION CORP | 100,000 | $986K | 0.0% | $9.82 | — | SHS CL A | G0682V109 |
| CNXX | CONX CORP | 100,070 | $986K | 0.0% | $9.82 | — | COM CL A | 212873103 |
| JWSMF | JAWS MUSTANG ACQUISITION COR | 100,000 | $981K | 0.0% | $9.79 | -0.3% | SHS CL A | G50737108 |
| — | SOCIAL CAP SUVRETTA HLDS CRP | 100,000 | $975K | 0.0% | $9.85 | — | CLASS A ORD SHS | G8253U103 |
| SATS | ECHOSTAR CORP | 30,000 | $730K | 0.0% | $30.37 | -18.9% | CL A | 278768106 |
| BHC | BAUSCH HEALTH COS INC | 30,000 | $686K | 0.0% | $26.77 | -8.7% | COM | 071734107 |
| — | IMMATICS N.V | 248,189 | $434K | 0.0% | $3.60 | — | *W EXP 07/01/202 | N44445117 |
| GCMGW | GCM GROSVENOR INC | 243,290 | $341K | 0.0% | $1.22 | — | *W EXP 11/17/202 | 36831E116 |
| SKYH/WS | SKY HARBOUR GROUP CORPORATIO | 196,180 | $296K | 0.0% | $1.51 | — | *W EXP 10/21/202 | 83085C115 |
| OI | O-I GLASS INC | 20,000 | $264K | 0.0% | $9.82 | +32.8% | COM | 67098H104 |
| — | AUSTERLITZ ACQUISITION CORP | 250,000 | $140K | 0.0% | $0.56 | — | *W EXP 02/19/202 | G0633U127 |
| — | STARRY GROUP HOLDINGS INC | 154,220 | $136K | 0.0% | $0.88 | — | *W EXP 99/99/999 | 85572U110 |
| — | AVISTA PUB ACQUISITION CORP | 157,880 | $111K | 0.0% | $0.70 | — | *W EXP 04/06/202 | G07247128 |
| — | COMPUTE HEALTH ACQUISITIN CO | 200,000 | $97,000 | 0.0% | $0.48 | — | *W EXP 01/25/202 | 204833115 |
| — | COHN ROBBINS HOLDINGS CORP | 100,000 | $77,000 | 0.0% | $0.77 | — | *W EXP 08/28/202 | G23726113 |
| — | CANO HEALTH INC | 37,422 | $59,000 | 0.0% | $2.39 | — | *W EXP 06/03/202 | 13781Y111 |
| ASTLW | ALGOMA STL GROUP INC | 17,346 | $57,000 | 0.0% | $2.88 | — | *W EXP 10/19/202 | 015658115 |
| BFLYW | BUTTERFLY NETWORK INC | 49,393 | $50,000 | 0.0% | $6.45 | — | *W EXP 02/12/202 | 124155110 |
| KPLTW | KATAPULT HOLDINGS INC | 100,000 | $33,000 | 0.0% | $3.19 | — | *W EXP 06/09/202 | 485859110 |
| — | EVO ACQUISITION CORP | 150,000 | $26,000 | 0.0% | $0.65 | — | *W EXP 01/04/202 | 30052G116 |
| GLSWQ | GELESIS HLDGS INC | 50,000 | $11,000 | 0.0% | $0.22 | — | *W EXP 01/13/202 | 36850R113 |