Location: Mill Valley, CA
CIK: 0001728201 · Show all filings
Period: Q4 2022 (← Previous) (Next →)
Filing Date: Feb 14, 2023
Total Value: $3.676B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| EXEEW | CHESAPEAKE ENERGY CORP | 2,997,305 | $252M | 6.9% | $50.55 | — | *W EXP 02/09/202 | 165167164 |
| — | PG&E CORP | 1,770,100 | $242M | 6.6% | $111.09 | — | UNIT 08/16/2023 | 69331C140 |
| OXY/WS | OCCIDENTAL PETE CORP | 5,375,000 | $222M | 6.0% | $36.61 | — | *W EXP 08/03/202 | 674599162 |
| EXEEZ | CHESAPEAKE ENERGY CORP | 2,293,953 | $185M | 5.0% | $51.74 | — | *W EXP 02/09/202 | 165167172 |
| — | ETSY INC | 95,000,000 | $147M | 4.0% | $2.07 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | PALO ALTO NETWORKS INC | 69,226,000 | $110M | 3.0% | $1.67 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | REPLIGEN CORP | 60,500,000 | $96.33M | 2.6% | $2.10 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | LIBERTY MEDIA CORP DEL | 77,461,000 | $95.78M | 2.6% | $1.20 | — | NOTE 1.375%10/1 | 531229AB8 |
| EXEEL | CHESAPEAKE ENERGY CORP | 1,237,449 | $95.73M | 2.6% | $48.54 | — | *W EXP 02/09/202 | 165167180 |
| — | AKAMAI TECHNOLOGIES INC | 90,400,000 | $95.37M | 2.6% | $1.27 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | NICE SYS INC | 38,163,000 | $87.54M | 2.4% | $2.33 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| EQT | EQT CORP | 2,347,900 | $79.43M | 2.2% | $21.58 | +77.3% | COM | 26884L109 |
| — | SNAP INC | 85,000,000 | $77.31M | 2.1% | $2.98 | — | NOTE 0.250% 5/0 | 83304AAD8 |
| — | ZILLOW GROUP INC | 70,000,000 | $72.73M | 2.0% | $1.58 | — | NOTE 0.750% 9/0 | 98954MAE1 |
| — | COUPA SOFTWARE INC | 74,500,000 | $72.36M | 2.0% | $1.12 | — | NOTE 0.125% 6/1 | 22266LAC0 |
| — | NISOURCE INC | 640,000 | $66.83M | 1.8% | $118.16 | — | UNIT 12/01/2023 | 65473P121 |
| — | PEGASYSTEMS INC | 70,000,000 | $60.68M | 1.7% | $1.10 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | PELOTON INTERACTIVE INC | 83,500,000 | $59.6M | 1.6% | $0.81 | — | NOTE 2/1 | 70614WAB6 |
| — | CARNIVAL CORP | 48,450,000 | $52.05M | 1.4% | $1.97 | — | NOTE 5.750% 4/0 | 143658BE1 |
| — | NEXTERA ENERGY INC | 975,000 | $49.43M | 1.3% | $50.38 | — | UNIT 03/01/2023 | 65339F770 |
| — | ENPHASE ENERGY INC | 14,550,000 | $47.88M | 1.3% | $2.56 | — | NOTE 0.250% 3/0 | 29355AAF4 |
| — | GUIDEWIRE SOFTWARE INC | 51,000,000 | $47.46M | 1.3% | $1.03 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | SPOTIFY USA INC | 57,900,000 | $46.9M | 1.3% | $0.86 | — | NOTE 3/1 | 84921RAB6 |
| — | UNITED STATES STL CORP | 22,500,000 | $45.11M | 1.2% | $1.50 | — | NOTE 5.000%11/0 | 912909AT5 |
| CNX | CNX RES CORP | 2,664,801 | $44.88M | 1.2% | $12.01 | +43.7% | COM | 12653C108 |
| — | SABRE CORP | 515,000 | $43.35M | 1.2% | $100.11 | — | 6.50% CONV PFD A | 78573M203 |
| — | GUARDANT HEALTH INC | 68,500,000 | $42.94M | 1.2% | $0.95 | — | NOTE 11/1 | 40131MAB5 |
| DHR | DANAHER CORPORATION | 157,800 | $41.88M | 1.1% | $241.07 | -5.4% | COM | 235851102 |
| — | UNITY SOFTWARE INC | 52,000,000 | $39.18M | 1.1% | $0.75 | — | NOTE 11/1 | 91332UAB7 |
| CLVT 5.25 06/01/24 A | CLARIVATE PLC | 1,000,000 | $37.88M | 1.0% | $79.24 | — | 5.25% PFD CONV A | G21810208 |
| — | DISH NETWORK CORPORATION | 56,500,000 | $36.33M | 1.0% | $0.93 | — | NOTE 12/1 | 25470MAF6 |
| — | CLOUDFLARE INC | 25,000,000 | $34.69M | 0.9% | $2.77 | — | NOTE 0.750% 5/1 | 18915MAB3 |
| — | SOUTH JERSEY INDS INC | 500,000 | $34.51M | 0.9% | $57.74 | — | UNIT 04/01/2024 | 838518306 |
| — | INTEGRA LIFESCIENCES HLDGS C | 35,000,000 | $34.11M | 0.9% | $1.03 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | BLACKLINE INC | 39,000,000 | $33.42M | 0.9% | $0.84 | — | NOTE 3/1 | 09239BAD1 |
| — | CHART INDS INC | 600,000 | $30.38M | 0.8% | $50.64 | — | 6.75DP CNV PFD B | 16115Q407 |
| — | 1LIFE HEALTHCARE INC | 30,000,000 | $29.07M | 0.8% | $0.89 | — | NOTE 3.000% 6/1 | 68269GAB3 |
| — | DATADOG INC | 26,000,000 | $28.5M | 0.8% | $1.64 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | UGI CORP NEW | 312,000 | $26.96M | 0.7% | $104.18 | — | UNIT 06/01/2024 | 902681113 |
| — | ALARM COM HLDGS INC | 32,500,000 | $26.55M | 0.7% | $0.85 | — | NOTE 1/1 | 011642AB1 |
| — | PROGRESS SOFTWARE CORP | 25,000,000 | $25.68M | 0.7% | $0.97 | — | NOTE 1.000% 4/1 | 743312AB6 |
| F | FORD MTR CO DEL | 2,064,800 | $24.01M | 0.7% | $9.83 | +2.5% | COM | 345370860 |
| — | VERADIGM INC | 16,500,000 | $23.58M | 0.6% | $1.36 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | SPLUNK INC | 23,500,000 | $22.76M | 0.6% | $1.15 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | RBC BEARINGS INC | 220,000 | $22.57M | 0.6% | $104.20 | — | 5% CNV PFD SR A | 75524B203 |
| — | EXACT SCIENCES CORP | 19,500,000 | $20.19M | 0.5% | $1.84 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | AFFIRM HLDGS INC | 35,000,000 | $19.43M | 0.5% | $0.56 | — | NOTE 11/1 | 00827BAB2 |
| — | RAPID7 INC | 20,000,000 | $19.26M | 0.5% | $1.53 | — | NOTE 2.250% 5/0 | 753422AD6 |
| — | WIX COM LTD | 19,000,000 | $18.55M | 0.5% | $1.50 | — | NOTE 7/0 | 92940WAB5 |
| — | FASTLY INC | 24,500,000 | $17.89M | 0.5% | $0.75 | — | NOTE 3/1 | 31188VAB6 |
| — | JAMF HLDG CORP | 21,500,000 | $17.8M | 0.5% | $0.82 | — | NOTE 0.125% 9/0 | 47074LAB1 |
| — | HAEMONETICS CORP MASS | 20,500,000 | $17.04M | 0.5% | $0.84 | — | NOTE 3/0 | 405024AB6 |
| — | SPLUNK INC | 20,000,000 | $16.98M | 0.5% | $0.81 | — | NOTE 1.125% 6/1 | 848637AF1 |
| — | CUTERA INC | 11,355,000 | $16.85M | 0.5% | $1.35 | — | NOTE 2.250% 3/1 | 232109AB4 |
| — | NOVOCURE LTD | 18,000,000 | $16.05M | 0.4% | $0.91 | — | NOTE 11/0 | 67011XAB9 |
| — | VARONIS SYS INC | 14,500,000 | $15.28M | 0.4% | $1.95 | — | NOTE 1.250% 8/1 | 922280AB8 |
| — | CONFLUENT INC | 20,000,000 | $15.2M | 0.4% | $0.76 | — | NOTE 1/1 | 20717MAB9 |
| AEP | AMERICAN ELEC PWR CO INC | 157,500 | $14.95M | 0.4% | $86.69 | -6.7% | COM | 025537101 |
| — | SEA LTD | 19,500,000 | $14.38M | 0.4% | $0.72 | — | NOTE 0.250% 9/1 | 81141RAG5 |
| — | KKR & CO INC | 250,000 | $14.31M | 0.4% | $57.25 | — | 6% MCONV PFD C | 48251W401 |
| — | BIGCOMMERCE HLDGS INC | 20,000,000 | $14.3M | 0.4% | $0.74 | — | NOTE 0.250%10/0 | 08975PAB4 |
| BURL | BURLINGTON STORES INC | 69,400 | $14.07M | 0.4% | $234.43 | -31.9% | COM | 122017106 |
| — | DIGITALOCEAN HLDGS INC | 17,500,000 | $13.17M | 0.4% | $0.75 | — | NOTE 12/0 | 25402DAB8 |
| — | VERINT SYSTEMS INC | 15,000,000 | $13.13M | 0.4% | $0.91 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | BENTLEY SYS INC | 15,000,000 | $12.29M | 0.3% | $0.76 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | BRIDGEBIO PHARMA INC | 31,000,000 | $11.84M | 0.3% | $0.47 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| BDX | BECTON DICKINSON & CO | 45,400 | $11.55M | 0.3% | $233.85 | -4.5% | COM | 075887109 |
| — | NEW RELIC INC | 11,600,000 | $11.37M | 0.3% | $0.98 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | SHOPIFY INC | 12,250,000 | $10.52M | 0.3% | $0.82 | — | NOTE 0.125%11/0 | 82509LAA5 |
| PR | PERMIAN RESOURCES CORP | 1,098,900 | $10.33M | 0.3% | $6.91 | +38.6% | CLASS A COM | 71424F105 |
| — | SAREPTA THERAPEUTICS INC | 5,000,000 | $9.352M | 0.3% | $1.31 | — | DBCV 1.500%11/1 | 803607AB6 |
| — | ACTIVISION BLIZZARD INC | 113,750 | $8.708M | 0.2% | $79.90 | — | COM | 00507V109 |
| — | RINGCENTRAL INC | 10,000,000 | $8.637M | 0.2% | $0.90 | — | NOTE 3/0 | 76680RAF4 |
| ZD | ZIFF DAVIS INC | 106,900 | $8.456M | 0.2% | $90.13 | -10.7% | COM | 48123V102 |
| CNK | CINEMARK HLDGS INC | 926,700 | $8.025M | 0.2% | $12.37 | -10.0% | COM | 17243V102 |
| — | OAK STR HEALTH INC | 10,500,000 | $8M | 0.2% | $0.79 | — | NOTE 3/1 | 67181AAB3 |
| AES | AES CORP | 271,000 | $7.794M | 0.2% | $18.83 | +25.2% | COM | 00130H105 |
| — | BLACKSTONE MORTGAGE TRUST IN | 7,850,000 | $7.776M | 0.2% | $1.01 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | COUPA SOFTWARE INC | 8,000,000 | $7.732M | 0.2% | $0.91 | — | NOTE 0.375% 6/1 | 22266LAF3 |
| — | TELADOC HEALTH INC | 10,000,000 | $7.732M | 0.2% | $0.75 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | PROS HOLDINGS INC | 7,500,000 | $6.975M | 0.2% | $1.03 | — | NOTE 1.000% 5/1 | 74346YAH6 |
| — | ENVESTNET INC | 7,500,000 | $6.806M | 0.2% | $0.86 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| — | ITRON INC | 8,000,000 | $6.59M | 0.2% | $0.83 | — | NOTE 3/1 | 465741AN6 |
| — | GFL ENVIRONMENTAL INC | 100,000 | $6.469M | 0.2% | $64.69 | — | UNIT 03/15/2023 | 36168Q120 |
| — | INSMED INC | 7,500,000 | $6.225M | 0.2% | $0.83 | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | BENTLEY SYS INC | 6,300,000 | $5.777M | 0.2% | $0.87 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | NUTANIX INC | 6,800,000 | $5.722M | 0.2% | $0.84 | — | NOTE 0.250%10/0 | 67059NAH1 |
| — | EPR PPTYS | 300,000 | $5.391M | 0.1% | $18.71 | — | PFD C CV 5.75% | 26884U208 |
| — | REDWOOD TRUST INC | 5,000,000 | $4.925M | 0.1% | $1.00 | — | NOTE 4.750% 8/1 | 758075AC9 |
| BKNG | BOOKING HOLDINGS INC | 2,190 | $4.413M | 0.1% | $1994.13 | -6.3% | COM | 09857L108 |
| — | LIVEPERSON INC | 7,000,000 | $4.351M | 0.1% | $0.80 | — | NOTE 12/1 | 538146AD3 |
| — | REDFIN CORP | 4,123,000 | $3.926M | 0.1% | $0.91 | — | NOTE 1.750% 7/1 | 75737FAA6 |
| — | ALGONQUIN PWR UTILS CORP | 325,000 | $3.738M | 0.1% | $29.07 | — | UNIT 06/15/2024 | 015857873 |
| — | RWT HLDGS INC | 4,250,000 | $3.607M | 0.1% | $0.94 | — | NOTE 5.750%10/0 | 749772AD1 |
| — | NEOGENOMICS INC | 3,500,000 | $2.968M | 0.1% | $0.86 | — | NOTE 1.250% 5/0 | 64049MAA8 |
| — | APOLLO COML REAL ESTATE FIN | 3,000,000 | $2.947M | 0.1% | $0.85 | — | NOTE 5.375%10/1 | 03762UAC9 |
| UBER | UBER TECHNOLOGIES INC | 117,300 | $2.901M | 0.1% | $42.71 | -35.9% | COM | 90353T100 |
| — | AIR TRANSPORT SERVICES GRP I | 108,100 | $2.808M | 0.1% | $22.03 | — | COM | 00922R105 |
| — | ZSCALER INC | 2,500,000 | $2.638M | 0.1% | $1.28 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | DOCUSIGN INC | 2,500,000 | $2.362M | 0.1% | $0.94 | — | NOTE 1/1 | 256163AD8 |
| — | INSMED INC | 2,500,000 | $2.356M | 0.1% | $1.00 | — | NOTE 1.750% 1/1 | 457669AA7 |
| MP | MP MATERIALS CORP | 96,000 | $2.331M | 0.1% | $31.08 | -2.5% | COM CL A | 553368101 |
| — | CERIDIAN HCM HLDG INC | 2,500,000 | $2.204M | 0.1% | $0.88 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| COIN | COINBASE GLOBAL INC | 61,300 | $2.169M | 0.1% | $195.25 | -73.0% | COM CL A | 19260Q107 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 20,100 | $2.08M | 0.1% | $86.13 | +9.0% | COM | 09061G101 |
| — | Q2 HLDGS INC | 2,500,000 | $2.07M | 0.1% | $0.91 | — | NOTE 0.125%11/1 | 74736LAF6 |
| — | POST HOLDINGS PARTNERING COR | 200,000 | $1.986M | 0.1% | $9.72 | — | COM SER A | 737465104 |
| — | INVITAE CORP | 2,500,000 | $1.981M | 0.1% | $0.83 | — | NOTE 2.000% 9/0 | 46185LAB9 |
| — | CABLE ONE INC | 2,500,000 | $1.976M | 0.1% | $0.88 | — | NOTE 3/1 | 12685JAE5 |
| — | REDWOOD TRUST INC | 1,943,000 | $1.778M | 0.0% | $1.01 | — | NOTE 5.625% 7/1 | 758075AD7 |
| — | BROOKDALE SR LIVING INC | 40,000 | $1.769M | 0.0% | $44.23 | — | UNIT 11/15/2023 | 112463302 |
| CHGG | CHEGG INC | 58,200 | $1.471M | 0.0% | $37.13 | -31.6% | COM | 163092109 |
| EEFT | EURONET WORLDWIDE INC | 15,300 | $1.444M | 0.0% | $128.57 | -32.7% | COM | 298736109 |
| — | EPR PPTYS | 50,000 | $1.286M | 0.0% | $25.68 | — | CONV PFD 9% SR E | 26884U307 |
| — | WIX COM LTD | 1,500,000 | $1.27M | 0.0% | $0.87 | — | NOTE 8/1 | 92940WAD1 |
| CLF | CLEVELAND-CLIFFS INC NEW | 73,000 | $1.176M | 0.0% | $20.89 | -27.9% | COM | 185899101 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 6,600 | $1.051M | 0.0% | $110.58 | +32.5% | SHS USD | G50871105 |
| — | SOCIAL CAP SUVRETTA HLDS CRP | 100,000 | $1.007M | 0.0% | $9.85 | — | CLASS A ORD SHS | G8253U103 |
| ADNT | ADIENT PLC | 26,500 | $919K | 0.0% | $25.89 | +35.1% | ORD SHS | G0084W101 |
| RPAY | REPAY HLDGS CORP | 112,500 | $906K | 0.0% | $21.90 | -67.2% | COM CL A | 76029L100 |
| — | IMMATICS N.V | 252,741 | $634K | 0.0% | $3.58 | — | *W EXP 07/01/202 | N44445117 |
| SATS | ECHOSTAR CORP | 30,000 | $500K | 0.0% | $30.37 | -42.9% | CL A | 278768106 |
| ASTLW | ALGOMA STL GROUP INC | 414,191 | $476K | 0.0% | $1.04 | — | *W EXP 10/19/202 | 015658115 |
| OI | O-I GLASS INC | 20,000 | $331K | 0.0% | $9.82 | +64.0% | COM | 67098H104 |
| BHC | BAUSCH HEALTH COS INC | 30,000 | $188K | 0.0% | $21.81 | -68.0% | COM | 071734107 |
| IHRT | IHEARTMEDIA INC | 25,000 | $153K | 0.0% | $8.65 | -11.0% | COM CL A | 45174J509 |
| OABIW | OMNIAB INC | 237,600 | $131K | 0.0% | $0.55 | — | *W EXP 11/01/202 | 68218J111 |
| GCMGW | GCM GROSVENOR INC | 243,290 | $107K | 0.0% | $1.22 | — | *W EXP 11/17/202 | 36831E116 |
| — | COMPUTE HEALTH ACQUISITIN CO | 200,000 | $22,480 | 0.0% | $0.48 | — | *W EXP 01/25/202 | 204833115 |
| BFLYW | BUTTERFLY NETWORK INC | 49,393 | $12,842 | 0.0% | $6.45 | — | *W EXP 02/12/202 | 124155110 |
| — | EVO ACQUISITION CORP | 150,000 | $8,370 | 0.0% | $0.65 | — | *W EXP 01/04/202 | 30052G116 |
| KPLTW | KATAPULT HOLDINGS INC | 77,732 | $5,527 | 0.0% | $3.19 | — | *W EXP 06/09/202 | 485859110 |
| GLSWQ | GELESIS HLDGS INC | 82,917 | $738 | 0.0% | $0.18 | — | *W EXP 01/13/202 | 36850R113 |