CIK: 0001728201 · Show all filings
Period: Q3 2022 (← Previous) (Next →)
Filing Date: Nov 14, 2022
Total Value ($000): $3,460,014 (38.1% shares, 61.9% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | PG&E CORP | 1,595,100 | $182,224 | 5.3% | $108.30 | — | UNIT 08/16/2023 | 69331C140 |
| EXEEW | CHESAPEAKE ENERGY CORP | 2,263,262 | $180,465 | 5.2% | $39.63 | — | *W EXP 02/09/202 | 165167164 |
| EXEEZ | CHESAPEAKE ENERGY CORP | 2,107,448 | $160,928 | 4.7% | $49.17 | — | *W EXP 02/09/202 | 165167172 |
| — | PALO ALTO NETWORKS INC | 71,226,000 | $132,231 | 3.8% | $1.67 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | ETSY INC | 92,500,000 | $123,765 | 3.6% | $2.09 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| OXY/WS | OCCIDENTAL PETE CORP | 3,000,000 | $118,860 | 3.4% | $32.96 | — | *W EXP 08/03/202 | 674599162 |
| — | REPLIGEN CORP | 62,500,000 | $108,281 | 3.1% | $2.10 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | LIBERTY MEDIA CORP DEL | 77,461,000 | $94,051 | 2.7% | $1.20 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | AKAMAI TECHNOLOGIES INC | 90,400,000 | $92,298 | 2.7% | $1.27 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| EQT | EQT CORP | 2,249,500 | $91,667 | 2.6% | $20.85 | +97.6% | COM | 26884L109 |
| — | NICE SYS INC | 38,163,000 | $86,105 | 2.5% | $2.33 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| EXEEL | CHESAPEAKE ENERGY CORP | 1,158,784 | $84,968 | 2.5% | $46.59 | — | *W EXP 02/09/202 | 165167180 |
| — | SNAP INC | 85,000,000 | $77,648 | 2.2% | $2.98 | — | NOTE 0.250% 5/0 | 83304AAD8 |
| — | TWITTER INC | 75,500,000 | $76,784 | 2.2% | $1.17 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | ZILLOW GROUP INC | 70,000,000 | $69,825 | 2.0% | $1.58 | — | NOTE 0.750% 9/0 | 98954MAE1 |
| — | NISOURCE INC | 640,000 | $64,378 | 1.9% | $118.16 | — | UNIT 12/01/2023 | 65473P121 |
| — | CLOUDFLARE INC | 38,000,000 | $61,204 | 1.8% | $2.77 | — | NOTE 0.750% 5/1 | 18915MAB3 |
| — | COUPA SOFTWARE INC | 72,000,000 | $61,092 | 1.8% | $1.12 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | TWITTER INC | 65,500,000 | $60,288 | 1.7% | $0.89 | — | NOTE 3/1 | 90184LAN2 |
| — | PEGASYSTEMS INC | 70,000,000 | $56,963 | 1.6% | $1.10 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | PELOTON INTERACTIVE INC | 83,500,000 | $56,787 | 1.6% | $0.81 | — | NOTE 2/1 | 70614WAB6 |
| — | CARNIVAL CORP | 50,000,000 | $50,575 | 1.5% | $1.97 | — | NOTE 5.750% 4/0 | 143658BE1 |
| — | GUARDANT HEALTH INC | 65,000,000 | $47,626 | 1.4% | $0.97 | — | NOTE 11/1 | 40131MAB5 |
| — | GUIDEWIRE SOFTWARE INC | 51,000,000 | $46,002 | 1.3% | $1.03 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | SPOTIFY USA INC | 57,900,000 | $45,741 | 1.3% | $0.86 | — | NOTE 3/1 | 84921RAB6 |
| — | ENPHASE ENERGY INC | 12,950,000 | $44,393 | 1.3% | $2.47 | — | NOTE 0.250% 3/0 | 29355AAF4 |
| CNX | CNX RES CORP | 2,664,801 | $41,384 | 1.2% | $12.01 | +41.1% | COM | 12653C108 |
| DHR | DANAHER CORPORATION | 157,800 | $40,758 | 1.2% | $241.07 | -0.2% | COM | 235851102 |
| — | UNITED STATES STL CORP | 25,000,000 | $38,413 | 1.1% | $1.50 | — | NOTE 5.000%11/0 | 912909AT5 |
| CLVT 5.25 06/01/24 A | CLARIVATE PLC | 900,000 | $38,376 | 1.1% | $83.84 | — | 5.25% PFD CONV A | G21810208 |
| — | DATADOG INC | 31,800,000 | $37,922 | 1.1% | $1.64 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | DISH NETWORK CORPORATION | 56,500,000 | $37,347 | 1.1% | $0.93 | — | NOTE 12/1 | 25470MAF6 |
| — | NEXTERA ENERGY INC | 725,000 | $36,091 | 1.0% | $50.27 | — | UNIT 03/01/2023 | 65339F770 |
| — | SABRE CORP | 450,000 | $32,121 | 0.9% | $102.41 | — | 6.50% CONV PFD A | 78573M203 |
| — | BLACKLINE INC | 39,000,000 | $31,746 | 0.9% | $0.84 | — | NOTE 3/1 | 09239BAD1 |
| — | INTEGRA LIFESCIENCES HLDGS C | 35,000,000 | $30,701 | 0.9% | $1.03 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | INSULET CORP | 25,000,000 | $29,588 | 0.9% | $1.26 | — | NOTE 0.375% 9/0 | 45784PAK7 |
| — | SOUTH JERSEY INDS INC | 435,000 | $28,967 | 0.8% | $56.06 | — | UNIT 04/01/2024 | 838518306 |
| — | SPLUNK INC | 28,500,000 | $27,231 | 0.8% | $1.15 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | ALARM COM HLDGS INC | 32,500,000 | $26,731 | 0.8% | $0.85 | — | NOTE 1/1 | 011642AB1 |
| — | UGI CORP NEW | 312,000 | $24,882 | 0.7% | $104.18 | — | UNIT 06/01/2024 | 902681113 |
| — | 1LIFE HEALTHCARE INC | 24,000,000 | $23,340 | 0.7% | $0.87 | — | NOTE 3.000% 6/1 | 68269GAB3 |
| F | FORD MTR CO DEL | 2,064,800 | $23,126 | 0.7% | $9.83 | +10.6% | COM | 345370860 |
| — | RBC BEARINGS INC | 220,000 | $22,878 | 0.7% | $104.20 | — | 5% CNV PFD SR A | 75524B203 |
| — | PROGRESS SOFTWARE CORP | 23,500,000 | $22,161 | 0.6% | $0.97 | — | NOTE 1.000% 4/1 | 743312AB6 |
| — | ALLSCRIPTS HEALTHCARE SOLUTI | 16,500,000 | $21,038 | 0.6% | $1.36 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | EXACT SCIENCES CORP | 23,000,000 | $20,556 | 0.6% | $1.84 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | MERCADOLIBRE INC | 10,000,000 | $19,735 | 0.6% | $3.01 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| — | AVALARA INC | 20,000,000 | $19,440 | 0.6% | $0.97 | — | NOTE 0.250% 8/0 | 05338GAB2 |
| — | VARONIS SYS INC | 17,000,000 | $18,862 | 0.5% | $1.95 | — | NOTE 1.250% 8/1 | 922280AB8 |
| — | WIX COM LTD | 19,000,000 | $18,371 | 0.5% | $1.50 | — | NOTE 7/0 | 92940WAB5 |
| — | FASTLY INC | 24,500,000 | $17,836 | 0.5% | $0.75 | — | NOTE 3/1 | 31188VAB6 |
| — | RAPID7 INC | 17,500,000 | $17,584 | 0.5% | $1.61 | — | NOTE 2.250% 5/0 | 753422AD6 |
| — | JAMF HLDG CORP | 21,500,000 | $17,533 | 0.5% | $0.82 | — | NOTE 0.125% 9/0 | 47074LAB1 |
| — | HAEMONETICS CORP MASS | 20,500,000 | $16,399 | 0.5% | $0.84 | — | NOTE 3/0 | 405024AB6 |
| — | Q2 HLDGS INC | 20,000,000 | $16,000 | 0.5% | $0.91 | — | NOTE 0.125%11/1 | 74736LAF6 |
| — | NOVOCURE LTD | 18,000,000 | $15,960 | 0.5% | $0.91 | — | NOTE 11/0 | 67011XAB9 |
| — | SPLUNK INC | 20,000,000 | $15,836 | 0.5% | $0.81 | — | NOTE 1.125% 6/1 | 848637AF1 |
| AES | AES CORP | 700,000 | $15,820 | 0.5% | $18.83 | +9.5% | COM | 00130H105 |
| AEP | AMERICAN ELEC PWR CO INC | 180,000 | $15,561 | 0.4% | $86.69 | +0.5% | COM | 025537101 |
| — | VERINT SYSTEMS INC | 18,500,000 | $15,438 | 0.4% | $0.91 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | BIGCOMMERCE HLDGS INC | 20,000,000 | $14,704 | 0.4% | $0.74 | — | NOTE 0.250%10/0 | 08975PAB4 |
| — | BRIDGEBIO PHARMA INC | 31,000,000 | $13,755 | 0.4% | $0.47 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | CUTERA INC | 8,855,000 | $13,658 | 0.4% | $1.32 | — | NOTE 2.250% 3/1 | 232109AB4 |
| — | DTE ENERGY CO | 250,000 | $12,535 | 0.4% | $50.14 | — | UNIT 11/01/2022 | 233331842 |
| — | SHOPIFY INC | 15,000,000 | $12,338 | 0.4% | $0.82 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | BENTLEY SYS INC | 15,000,000 | $11,378 | 0.3% | $0.76 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| CNK | CINEMARK HLDGS INC | 926,700 | $11,222 | 0.3% | $12.37 | +25.1% | COM | 17243V102 |
| BDX | BECTON DICKINSON & CO | 45,400 | $10,116 | 0.3% | $233.85 | +0.3% | COM | 075887109 |
| — | COHERENT CORP | 60,000 | $9,388 | 0.3% | $156.47 | — | 6% CONV PFD A | 19247G206 |
| — | NEW RELIC INC | 9,600,000 | $9,379 | 0.3% | $0.98 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | SAREPTA THERAPEUTICS INC | 5,000,000 | $8,345 | 0.2% | $1.31 | — | DBCV 1.500%11/1 | 803607AB6 |
| — | OAK STR HEALTH INC | 10,500,000 | $8,143 | 0.2% | $0.79 | — | NOTE 3/1 | 67181AAB3 |
| — | ACTIVISION BLIZZARD INC | 106,900 | $7,947 | 0.2% | $80.11 | — | COM | 00507V109 |
| — | BLACKSTONE MORTGAGE TRUST IN | 7,850,000 | $7,821 | 0.2% | $1.01 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| BURL | BURLINGTON STORES INC | 69,400 | $7,765 | 0.2% | $234.43 | -37.9% | COM | 122017106 |
| PR | PERMIAN RESOURCES CORP | 1,098,900 | $7,473 | 0.2% | $6.91 | 0.0% | CLASS A COM | 71424F105 |
| — | REDWOOD TRUST INC | 7,330,000 | $7,238 | 0.2% | $1.00 | — | NOTE 4.750% 8/1 | 758075AC9 |
| — | SEA LTD | 10,000,000 | $6,975 | 0.2% | $0.70 | — | NOTE 0.250% 9/1 | 81141RAG5 |
| — | PROS HOLDINGS INC | 7,500,000 | $6,938 | 0.2% | $1.03 | — | NOTE 1.000% 5/1 | 74346YAH6 |
| — | ENVESTNET INC | 7,500,000 | $6,309 | 0.2% | $0.86 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| — | ITRON INC | 8,000,000 | $6,288 | 0.2% | $0.83 | — | NOTE 3/1 | 465741AN6 |
| ZD | ZIFF DAVIS INC | 90,600 | $6,204 | 0.2% | $91.88 | -14.3% | COM | 48123V102 |
| — | COUPA SOFTWARE INC | 8,000,000 | $6,188 | 0.2% | $0.91 | — | NOTE 0.375% 6/1 | 22266LAF3 |
| — | ALGONQUIN PWR UTILS CORP | 150,000 | $5,681 | 0.2% | $49.56 | — | UNIT 06/15/2024 | 015857873 |
| — | BENTLEY SYS INC | 6,300,000 | $5,289 | 0.2% | $0.87 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | EPR PPTYS | 300,000 | $5,184 | 0.1% | $18.71 | — | PFD C CV 5.75% | 26884U208 |
| — | LIVEPERSON INC | 6,000,000 | $4,100 | 0.1% | $0.84 | — | NOTE 12/1 | 538146AD3 |
| — | ZENDESK INC | 4,000,000 | $3,948 | 0.1% | $0.99 | — | NOTE 0.625% 6/1 | 98936JAD3 |
| — | REDFIN CORP | 4,123,000 | $3,749 | 0.1% | $0.91 | — | NOTE 1.750% 7/1 | 75737FAA6 |
| — | TELADOC HEALTH INC | 5,000,000 | $3,682 | 0.1% | $0.74 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | RWT HLDGS INC | 4,250,000 | $3,653 | 0.1% | $0.94 | — | NOTE 5.750%10/0 | 749772AD1 |
| BKNG | BOOKING HOLDINGS INC | 2,190 | $3,599 | 0.1% | $1994.13 | -7.3% | COM | 09857L108 |
| — | RINGCENTRAL INC | 4,129,000 | $3,494 | 0.1% | $0.94 | — | NOTE 3/0 | 76680RAF4 |
| — | ZSCALER INC | 2,500,000 | $3,196 | 0.1% | $1.28 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| COIN | COINBASE GLOBAL INC | 48,600 | $3,134 | 0.1% | $232.51 | -70.0% | COM CL A | 19260Q107 |
| UBER | UBER TECHNOLOGIES INC | 117,300 | $3,108 | 0.1% | $42.71 | -35.3% | COM | 90353T100 |
| — | NEOGENOMICS INC | 3,500,000 | $3,059 | 0.1% | $0.86 | — | NOTE 1.250% 5/0 | 64049MAA8 |
| — | APOLLO COML REAL ESTATE FIN | 3,000,000 | $2,949 | 0.1% | $0.85 | — | NOTE 5.375%10/1 | 03762UAC9 |
| — | RINGCENTRAL INC | 3,500,000 | $2,709 | 0.1% | $0.82 | — | NOTE 3/1 | 76680RAH0 |
| MP | MP MATERIALS CORP | 96,000 | $2,621 | 0.1% | $31.08 | +5.2% | COM CL A | 553368101 |
| — | AIR TRANSPORT SERVICES GRP I | 108,100 | $2,604 | 0.1% | $22.03 | — | COM | 00922R105 |
| — | INSMED INC | 2,500,000 | $2,445 | 0.1% | $1.00 | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | DOCUSIGN INC | 2,500,000 | $2,345 | 0.1% | $0.94 | — | NOTE 1/1 | 256163AD8 |
| — | WOLFSPEED INC | 22,000 | $2,274 | 0.1% | $103.36 | — | COM | 977852102 |
| — | CERIDIAN HCM HLDG INC | 2,500,000 | $2,029 | 0.1% | $0.88 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | INVITAE CORP | 2,500,000 | $2,008 | 0.1% | $0.83 | — | NOTE 2.000% 9/0 | 46185LAB9 |
| — | POST HOLDINGS PARTNERING COR | 200,000 | $1,938 | 0.1% | $9.72 | — | COM SER A | 737465104 |
| — | CABLE ONE INC | 2,500,000 | $1,911 | 0.1% | $0.88 | — | NOTE 3/1 | 12685JAE5 |
| — | REDWOOD TRUST INC | 1,943,000 | $1,763 | 0.1% | $1.01 | — | NOTE 5.625% 7/1 | 758075AD7 |
| — | EVO ACQUISITION CORP | 150,000 | $1,475 | 0.0% | $9.70 | — | COM CL A | 30052G108 |
| — | EPR PPTYS | 50,000 | $1,284 | 0.0% | $25.68 | — | CONV PFD 9% SR E | 26884U307 |
| — | WIX COM LTD | 1,500,000 | $1,262 | 0.0% | $0.87 | — | NOTE 8/1 | 92940WAD1 |
| CHGG | CHEGG INC | 58,200 | $1,226 | 0.0% | $37.13 | -44.2% | COM | 163092109 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 14,000 | $1,187 | 0.0% | $82.76 | +7.6% | COM | 09061G101 |
| EEFT | EURONET WORLDWIDE INC | 15,300 | $1,159 | 0.0% | $128.57 | -27.0% | COM | 298736109 |
| — | SOCIAL CAP SUVRETTA HLDS CRP | 100,000 | $980 | 0.0% | $9.85 | — | CLASS A ORD SHS | G8253U103 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 6,600 | $880 | 0.0% | $110.58 | +37.5% | SHS USD | G50871105 |
| RPAY | REPAY HLDGS CORP | 112,500 | $794 | 0.0% | $21.90 | -50.2% | COM CL A | 76029L100 |
| CLF | CLEVELAND-CLIFFS INC NEW | 55,000 | $741 | 0.0% | $22.79 | -27.0% | COM | 185899101 |
| ADNT | ADIENT PLC | 26,500 | $735 | 0.0% | $25.89 | +25.3% | ORD SHS | G0084W101 |
| — | IMMATICS N.V | 252,741 | $685 | 0.0% | $3.58 | — | *W EXP 07/01/202 | N44445117 |
| SATS | ECHOSTAR CORP | 30,000 | $494 | 0.0% | $30.37 | -38.5% | CL A | 278768106 |
| ASTLW | ALGOMA STL GROUP INC | 414,191 | $398 | 0.0% | $1.04 | — | *W EXP 10/19/202 | 015658115 |
| IHRT | IHEARTMEDIA INC | 50,000 | $367 | 0.0% | $8.65 | 0.0% | COM CL A | 45174J509 |
| BHC | BAUSCH HEALTH COS INC | 40,000 | $276 | 0.0% | $21.81 | -68.2% | COM | 071734107 |
| OI | O-I GLASS INC | 20,000 | $259 | 0.0% | $9.82 | +37.8% | COM | 67098H104 |
| GCMGW | GCM GROSVENOR INC | 243,290 | $144 | 0.0% | $1.22 | — | *W EXP 11/17/202 | 36831E116 |
| — | AVISTA PUB ACQUISITION CORP | 237,600 | $107 | 0.0% | $0.58 | — | *W EXP 04/06/202 | G07247128 |
| BFLYW | BUTTERFLY NETWORK INC | 49,393 | $41 | 0.0% | $6.45 | — | *W EXP 02/12/202 | 124155110 |
| — | AUSTERLITZ ACQUISITION CORP | 250,000 | $25 | 0.0% | $0.56 | — | *W EXP 02/19/202 | G0633U127 |
| — | COMPUTE HEALTH ACQUISITIN CO | 200,000 | $13 | 0.0% | $0.48 | — | *W EXP 01/25/202 | 204833115 |
| KPLTW | KATAPULT HOLDINGS INC | 100,000 | $12 | 0.0% | $3.19 | — | *W EXP 06/09/202 | 485859110 |
| — | EVO ACQUISITION CORP | 150,000 | $6 | 0.0% | $0.65 | — | *W EXP 01/04/202 | 30052G116 |
| GLSWQ | GELESIS HLDGS INC | 82,917 | $4 | 0.0% | $0.18 | — | *W EXP 01/13/202 | 36850R113 |