Location: Mill Valley, CA
CIK: 0001728201 · Show all filings
Period: Q2 2022 (← Previous) (Next →)
Filing Date: Aug 15, 2022
Total Value: $3.269B (33.8% shares, 66.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | PG&E CORP | 1,545,100 | $148M | 4.5% | $108.11 | — | UNIT 99/99/9999 | 69331C140 |
| — | PALO ALTO NETWORKS INC | 71,226,000 | $134M | 4.1% | $1.67 | — | NOTE 0.750% 7/0 | 697435AD7 |
| EXEEW | CHESAPEAKE ENERGY CORP | 2,125,762 | $130M | 4.0% | $37.04 | — | *W EXP 02/09/202 | 165167164 |
| OXY/WS | OCCIDENTAL PETE CORP | 3,000,000 | $111M | 3.4% | $32.96 | — | *W EXP 08/03/202 | 674599162 |
| EXEEZ | CHESAPEAKE ENERGY CORP | 1,957,448 | $111M | 3.4% | $47.09 | — | *W EXP 02/09/202 | 165167172 |
| — | LIBERTY MEDIA CORP DEL | 92,500,000 | $109M | 3.3% | $1.20 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | ETSY INC | 88,000,000 | $99.88M | 3.1% | $2.13 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | AKAMAI TECHNOLOGIES INC | 90,400,000 | $99.39M | 3.0% | $1.27 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | SOUTHWEST AIRLS CO | 81,950,000 | $96.8M | 3.0% | $1.43 | — | NOTE 1.250% 5/0 | 844741BG2 |
| — | REPLIGEN CORP | 62,500,000 | $95.28M | 2.9% | $2.10 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | NICE SYS INC | 38,163,000 | $88.01M | 2.7% | $2.33 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | SNAP INC | 85,000,000 | $83.81M | 2.6% | $2.98 | — | NOTE 0.250% 5/0 | 83304AAD8 |
| — | SAILPOINT TECHNOLOGIES HLDGS | 36,500,000 | $81.25M | 2.5% | $1.86 | — | NOTE 0.125% 9/1 | 78781PAB1 |
| EQT | EQT CORP | 2,249,500 | $77.38M | 2.4% | $20.85 | +87.2% | COM | 26884L109 |
| — | NISOURCE INC | 640,000 | $72.78M | 2.2% | $118.16 | — | UNIT 12/01/2023 | 65473P121 |
| — | ZILLOW GROUP INC | 70,000,000 | $72.52M | 2.2% | $1.58 | — | NOTE 0.750% 9/0 | 98954MAE1 |
| — | TWITTER INC | 72,500,000 | $71.31M | 2.2% | $1.18 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | COUPA SOFTWARE INC | 72,000,000 | $59.8M | 1.8% | $1.12 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | PEGASYSTEMS INC | 70,000,000 | $56.8M | 1.7% | $1.10 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | PELOTON INTERACTIVE INC | 83,500,000 | $53.02M | 1.6% | $0.81 | — | NOTE 2/1 | 70614WAB6 |
| CLVT 5.25 06/01/24 A | CLARIVATE PLC | 900,000 | $51.49M | 1.6% | $83.84 | — | 5.25% PFD CONV A | G21810208 |
| — | CARNIVAL CORP | 43,437,000 | $48.63M | 1.5% | $2.11 | — | NOTE 5.750% 4/0 | 143658BE1 |
| — | CLOUDFLARE INC | 34,500,000 | $47.31M | 1.4% | $2.89 | — | NOTE 0.750% 5/1 | 18915MAB3 |
| — | SPOTIFY USA INC | 57,900,000 | $45.97M | 1.4% | $0.86 | — | NOTE 3/1 | 84921RAB6 |
| EXEEL | CHESAPEAKE ENERGY CORP | 868,962 | $45.59M | 1.4% | $37.67 | — | *W EXP 02/09/202 | 165167180 |
| — | TWITTER INC | 50,500,000 | $44.95M | 1.4% | $0.87 | — | NOTE 3/1 | 90184LAN2 |
| CNX | CNX RES CORP | 2,664,801 | $43.86M | 1.3% | $12.01 | +70.5% | COM | 12653C108 |
| — | GUARDANT HEALTH INC | 65,000,000 | $40.46M | 1.2% | $0.97 | — | NOTE 11/1 | 40131MAB5 |
| — | DATADOG INC | 31,800,000 | $40.37M | 1.2% | $1.64 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | UNITED STATES STL CORP | 25,000,000 | $39.13M | 1.2% | $1.50 | — | NOTE 5.000%11/0 | 912909AT5 |
| — | GUIDEWIRE SOFTWARE INC | 40,000,000 | $37.4M | 1.1% | $1.07 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | SPLUNK INC | 35,000,000 | $33.67M | 1.0% | $1.15 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | DISH NETWORK CORPORATION | 46,500,000 | $32.79M | 1.0% | $0.98 | — | NOTE 12/1 | 25470MAF6 |
| — | SABRE CORP | 402,500 | $32.1M | 1.0% | $106.07 | — | 6.50% CONV PFD A | 78573M203 |
| — | ENPHASE ENERGY INC | 12,950,000 | $31.99M | 1.0% | $2.47 | — | NOTE 0.250% 3/0 | 29355AAF4 |
| — | BLACKLINE INC | 39,000,000 | $31.08M | 1.0% | $0.84 | — | NOTE 3/1 | 09239BAD1 |
| — | SOUTH JERSEY INDS INC | 435,000 | $29.53M | 0.9% | $56.06 | — | UNIT 04/01/2024 | 838518306 |
| — | UGI CORP NEW | 312,000 | $28.42M | 0.9% | $104.18 | — | UNIT 99/99/9999 | 902681113 |
| — | MERCADOLIBRE INC | 17,000,000 | $27.51M | 0.8% | $3.01 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| — | ALARM COM HLDGS INC | 32,500,000 | $26.7M | 0.8% | $0.85 | — | NOTE 1/1 | 011642AB1 |
| — | INTEGRA LIFESCIENCES HLDGS C | 26,565,000 | $25M | 0.8% | $1.08 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | VARONIS SYS INC | 20,000,000 | $23.62M | 0.7% | $1.95 | — | NOTE 1.250% 8/1 | 922280AB8 |
| — | PROGRESS SOFTWARE CORP | 23,500,000 | $22.81M | 0.7% | $0.97 | — | NOTE 1.000% 4/1 | 743312AB6 |
| — | EXACT SCIENCES CORP | 23,000,000 | $21.18M | 0.6% | $1.84 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | 1LIFE HEALTHCARE INC | 24,000,000 | $19.81M | 0.6% | $0.87 | — | NOTE 3.000% 6/1 | 68269GAB3 |
| DHR | DANAHER CORPORATION | 76,100 | $19.29M | 0.6% | $241.48 | -6.3% | COM | 235851102 |
| — | RBC BEARINGS INC | 200,000 | $18.88M | 0.6% | $104.22 | — | 5% CNV PFD SR A | 75524B203 |
| F | FORD MTR CO DEL | 1,666,200 | $18.55M | 0.6% | $9.58 | +10.1% | COM | 345370860 |
| — | RAPID7 INC | 14,500,000 | $18.54M | 0.6% | $1.73 | — | NOTE 2.250% 5/0 | 753422AD6 |
| — | WIX COM LTD | 19,000,000 | $18.23M | 0.6% | $1.50 | — | NOTE 7/0 | 92940WAB5 |
| — | FASTLY INC | 24,500,000 | $17.92M | 0.5% | $0.75 | — | NOTE 3/1 | 31188VAB6 |
| — | VERINT SYSTEMS INC | 17,725,000 | $16.26M | 0.5% | $0.92 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | HAEMONETICS CORP MASS | 20,500,000 | $16.14M | 0.5% | $0.84 | — | NOTE 3/0 | 405024AB6 |
| — | Q2 HLDGS INC | 20,000,000 | $16.07M | 0.5% | $0.91 | — | NOTE 0.125%11/1 | 74736LAF6 |
| — | NOVOCURE LTD | 18,000,000 | $15.58M | 0.5% | $0.91 | — | NOTE 11/0 | 67011XAB9 |
| AEP | AMERICAN ELEC PWR CO INC | 160,000 | $15.35M | 0.5% | $86.63 | 0.0% | COM | 025537101 |
| — | ALLSCRIPTS HEALTHCARE SOLUTI | 12,000,000 | $15.2M | 0.5% | $1.39 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| AES | AES CORP | 700,000 | $14.71M | 0.4% | $18.83 | 0.0% | COM | 00130H105 |
| — | INSULET CORP | 12,500,000 | $14.31M | 0.4% | $1.33 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | NEXTERA ENERGY INC | 250,000 | $14.08M | 0.4% | $54.58 | — | UNIT 09/01/2022S | 65339F796 |
| CNK | CINEMARK HLDGS INC | 926,700 | $13.92M | 0.4% | $12.37 | +26.5% | COM | 17243V102 |
| — | THERAVANCE BIOPHARMA INC | 15,000,000 | $13.81M | 0.4% | $0.94 | — | NOTE 3.250%11/0 | 88339KAA0 |
| — | BRIDGEBIO PHARMA INC | 31,000,000 | $13.13M | 0.4% | $0.47 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | II-VI INC | 60,000 | $12.9M | 0.4% | $287.06 | — | 6% CONV PFD A | 902104306 |
| — | CUTERA INC | 8,855,000 | $11.67M | 0.4% | $1.32 | — | NOTE 2.250% 3/1 | 232109AB4 |
| — | ALGONQUIN PWR UTILS CORP | 250,000 | $10.94M | 0.3% | $49.56 | — | UNIT 99/99/9999 | 015857873 |
| — | DISH NETWORK CORPORATION | 14,404,000 | $9.766M | 0.3% | $0.99 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| BURL | BURLINGTON STORES INC | 69,400 | $9.454M | 0.3% | $234.43 | -22.8% | COM | 122017106 |
| — | OAK STR HEALTH INC | 13,000,000 | $9.308M | 0.3% | $0.79 | — | NOTE 3/1 | 67181AAB3 |
| — | ACTIVISION BLIZZARD INC | 106,900 | $8.323M | 0.3% | $80.11 | — | COM | 00507V109 |
| — | SPLUNK INC | 10,000,000 | $8.3M | 0.3% | $0.83 | — | NOTE 1.125% 6/1 | 848637AF1 |
| BDX | BECTON DICKINSON & CO | 32,400 | $7.988M | 0.2% | $233.58 | +2.1% | COM | 075887109 |
| — | INSMED INC | 9,000,000 | $7.533M | 0.2% | $1.09 | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | BLACKSTONE MORTGAGE TRUST IN | 7,500,000 | $7.51M | 0.2% | $1.01 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | NEXTERA ENERGY INC | 150,000 | $7.448M | 0.2% | $52.15 | — | UNIT 99/99/9999 | 65339F770 |
| — | PROS HOLDINGS INC | 7,500,000 | $6.919M | 0.2% | $1.03 | — | NOTE 1.000% 5/1 | 74346YAH6 |
| ZD | ZIFF DAVIS INC | 90,600 | $6.752M | 0.2% | $91.88 | -9.8% | COM | 48123V102 |
| — | APOLLO COML REAL ESTATE FIN | 6,750,000 | $6.75M | 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 |
| — | ENVESTNET INC | 7,500,000 | $6.435M | 0.2% | $0.86 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| — | NOVA LTD | 5,000,000 | $6.415M | 0.2% | $1.55 | — | NOTE 10/1 | 66980MAB2 |
| — | SAREPTA THERAPEUTICS INC | 5,000,000 | $6.275M | 0.2% | $1.31 | — | DBCV 1.500%11/1 | 803607AB6 |
| — | COUPA SOFTWARE INC | 8,000,000 | $6.04M | 0.2% | $0.91 | — | NOTE 0.375% 6/1 | 22266LAF3 |
| — | ITRON INC | 5,800,000 | $4.626M | 0.1% | $0.85 | — | NOTE 3/1 | 465741AN6 |
| — | CHEGG INC | 6,000,000 | $4.491M | 0.1% | $0.83 | — | NOTE 9/0 | 163092AF6 |
| — | LIVEPERSON INC | 6,000,000 | $4.342M | 0.1% | $0.84 | — | NOTE 12/1 | 538146AD3 |
| — | INSMED INC | 4,500,000 | $4.205M | 0.1% | $1.00 | — | NOTE 1.750% 1/1 | 457669AA7 |
| BKNG | BOOKING HOLDINGS INC | 2,190 | $3.83M | 0.1% | $1994.13 | +5.3% | COM | 09857L108 |
| — | RWT HLDGS INC | 4,250,000 | $3.801M | 0.1% | $0.94 | — | NOTE 5.750%10/0 | 749772AD1 |
| — | RINGCENTRAL INC | 4,129,000 | $3.396M | 0.1% | $0.94 | — | NOTE 3/0 | 76680RAF4 |
| EXPE | EXPEDIA GROUP INC | 34,200 | $3.243M | 0.1% | $151.65 | -7.4% | COM NEW | 30212P303 |
| — | AIR TRANSPORT SERVICES GRP I | 108,100 | $3.106M | 0.1% | $22.03 | — | COM | 00922R105 |
| MP | MP MATERIALS CORP | 96,000 | $3.08M | 0.1% | $31.08 | +29.9% | COM CL A | 553368101 |
| — | NEOGENOMICS INC | 3,500,000 | $2.94M | 0.1% | $0.86 | — | NOTE 1.250% 5/0 | 64049MAA8 |
| — | APOLLO COML REAL ESTATE FIN | 3,000,000 | $2.931M | 0.1% | $0.85 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | REDWOOD TRUST INC | 3,065,000 | $2.916M | 0.1% | $1.01 | — | NOTE 4.750% 8/1 | 758075AC9 |
| — | RINGCENTRAL INC | 3,500,000 | $2.646M | 0.1% | $0.82 | — | NOTE 3/1 | 76680RAH0 |
| — | TRAVERE THERAPEUTICS INC | 2,500,000 | $2.508M | 0.1% | $1.00 | — | NOTE 2.250% 3/0 | 89422GAA5 |
| — | DOCUSIGN INC | 2,500,000 | $2.315M | 0.1% | $0.94 | — | NOTE 1/1 | 256163AD8 |
| COIN | COINBASE GLOBAL INC | 48,600 | $2.285M | 0.1% | $232.51 | -59.1% | COM CL A | 19260Q107 |
| SHOP | SHOPIFY INC | 70,000 | $2.187M | 0.1% | $52.58 | -18.8% | CL A | 82509L107 |
| — | SIXTH STREET SPECIALTY LENDI | 2,100,000 | $2.185M | 0.1% | $0.93 | — | NOTE 4.500% 8/0 | 87265KAD4 |
| — | CABLE ONE INC | 2,500,000 | $2.073M | 0.1% | $0.88 | — | NOTE 3/1 | 12685JAE5 |
| — | PTC THERAPEUTICS INC | 2,000,000 | $2.026M | 0.1% | $1.16 | — | NOTE 3.000% 8/1 | 69366JAB7 |
| — | INVITAE CORP | 2,500,000 | $1.984M | 0.1% | $0.83 | — | NOTE 2.000% 9/0 | 46185LAB9 |
| — | CERIDIAN HCM HLDG INC | 2,500,000 | $1.984M | 0.1% | $0.88 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | POST HOLDINGS PARTNERING COR | 200,000 | $1.94M | 0.1% | $9.72 | — | COM SER A | 737465104 |
| UBER | UBER TECHNOLOGIES INC | 86,400 | $1.768M | 0.1% | $48.11 | -44.8% | COM | 90353T100 |
| — | REDWOOD TRUST INC | 1,943,000 | $1.758M | 0.1% | $1.01 | — | NOTE 5.625% 7/1 | 758075AD7 |
| TDOC | TELADOC HEALTH INC | 50,301 | $1.67M | 0.1% | $188.94 | -77.5% | COM | 87918A105 |
| EEFT | EURONET WORLDWIDE INC | 15,300 | $1.539M | 0.0% | $128.57 | -7.9% | COM | 298736109 |
| — | EVO ACQUISITION CORP | 150,000 | $1.466M | 0.0% | $9.70 | — | COM CL A | 30052G108 |
| RPAY | REPAY HLDGS CORP | 112,500 | $1.446M | 0.0% | $21.90 | -40.6% | COM CL A | 76029L100 |
| — | BENTLEY SYS INC | 1,500,000 | $1.3M | 0.0% | $0.98 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | WIX COM LTD | 1,500,000 | $1.223M | 0.0% | $0.87 | — | NOTE 8/1 | 92940WAD1 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 14,000 | $1.16M | 0.0% | $82.76 | -3.8% | COM | 09061G101 |
| — | EPR PPTYS | 50,000 | $1.104M | 0.0% | $25.84 | — | PFD C CV 5.75% | 26884U208 |
| CNMD | CONMED CORP | 2,025 | $1.086M | 0.0% | $115.90 | 0.0% | COM | 207410101 |
| CHGG | CHEGG INC | 54,900 | $1.031M | 0.0% | $38.12 | -39.9% | COM | 163092109 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 6,600 | $1.03M | 0.0% | $110.58 | +39.2% | SHS USD | G50871105 |
| JWSMF | JAWS MUSTANG ACQUISITION COR | 100,000 | $983K | 0.0% | $9.79 | +0.3% | SHS CL A | G50737108 |
| — | SOCIAL CAP SUVRETTA HLDS CRP | 100,000 | $972K | 0.0% | $9.85 | — | CLASS A ORD SHS | G8253U103 |
| CLF | CLEVELAND-CLIFFS INC NEW | 55,000 | $845K | 0.0% | $22.79 | +4.9% | COM | 185899101 |
| ADNT | ADIENT PLC | 26,500 | $785K | 0.0% | $25.89 | +29.8% | ORD SHS | G0084W101 |
| SATS | ECHOSTAR CORP | 30,000 | $579K | 0.0% | $30.37 | -25.7% | CL A | 278768106 |
| CNXX | CONX CORP | 57,261 | $566K | 0.0% | $9.82 | — | COM CL A | 212873103 |
| — | IMMATICS N.V | 252,741 | $516K | 0.0% | $3.58 | — | *W EXP 07/01/202 | N44445117 |
| OI | O-I GLASS INC | 20,000 | $280K | 0.0% | $9.82 | +46.3% | COM | 67098H104 |
| BHC | BAUSCH HEALTH COS INC | 30,000 | $251K | 0.0% | $26.77 | -47.8% | COM | 071734107 |
| GCMGW | GCM GROSVENOR INC | 243,290 | $92,000 | 0.0% | $1.22 | — | *W EXP 11/17/202 | 36831E116 |
| — | AVISTA PUB ACQUISITION CORP | 237,600 | $78,000 | 0.0% | $0.58 | — | *W EXP 04/06/202 | G07247128 |
| — | COMPUTE HEALTH ACQUISITIN CO | 200,000 | $44,000 | 0.0% | $0.48 | — | *W EXP 01/25/202 | 204833115 |
| ASTLW | ALGOMA STL GROUP INC | 17,346 | $36,000 | 0.0% | $2.88 | — | *W EXP 10/19/202 | 015658115 |
| — | AUSTERLITZ ACQUISITION CORP | 250,000 | $31,000 | 0.0% | $0.56 | — | *W EXP 02/19/202 | G0633U127 |
| — | CANO HEALTH INC | 37,422 | $25,000 | 0.0% | $2.39 | — | *W EXP 06/03/202 | 13781Y111 |
| BFLYW | BUTTERFLY NETWORK INC | 49,393 | $20,000 | 0.0% | $6.45 | — | *W EXP 02/12/202 | 124155110 |
| KPLTW | KATAPULT HOLDINGS INC | 100,000 | $15,000 | 0.0% | $3.19 | — | *W EXP 06/09/202 | 485859110 |
| — | EVO ACQUISITION CORP | 150,000 | $11,000 | 0.0% | $0.65 | — | *W EXP 01/04/202 | 30052G116 |
| GLSWQ | GELESIS HLDGS INC | 82,917 | $9,000 | 0.0% | $0.18 | — | *W EXP 01/13/202 | 36850R113 |