Location: New York, NY
CIK: 0001754535 · Show all filings
Period: Q1 2023 (← Previous) (Next →)
Filing Date: May 15, 2023
Total Value: $2.567B (13.4% shares, 86.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | DEXCOM INC | 83,469,000 | $236M | 9.2% | $2.58 | — | NOTE 0.750%12/0 | 252131AH0 |
| — | IONIS PHARMACEUTICALS INC | 76,898,000 | $70.96M | 2.8% | $1.00 | — | NOTE 0.125%12/1 | 462222AB6 |
| — | PDD HOLDINGS INC | 38,118,000 | $68.23M | 2.7% | $1.89 | — | NOTE 10/0 | 722304AB8 |
| QQQ | INVESCO QQQ TR | 2,000 | $64.19M | 2.5% | — | — | Put | 46090E103 |
| — | BILIBILI INC | 52,150,000 | $62.61M | 2.4% | $2.03 | — | NOTE 1.375% 4/0 | 090040AB2 |
| — | PAGERDUTY INC | 49,552,000 | $56.02M | 2.2% | $1.25 | — | NOTE 1.250% 7/0 | 69553PAB6 |
| — | ZSCALER INC | 52,918,000 | $55.88M | 2.2% | $1.56 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| GLD | SPDR GOLD TR | 3,000 | $54.97M | 2.1% | — | — | Call | 78463V107 |
| — | BILL HOLDINGS INC | 58,329,000 | $53.69M | 2.1% | $1.53 | — | NOTE 12/0 | 090043AB6 |
| — | IQIYI INC | 51,826,000 | $51.73M | 2.0% | $0.87 | — | NOTE 2.000% 4/0 | 46267XAD0 |
| — | LIVENT CORP | 19,791,000 | $50.83M | 2.0% | $2.46 | — | NOTE 4.125% 7/1 | 53814LAB4 |
| — | PURE STORAGE INC | 50,523,000 | $50.52M | 2.0% | $1.05 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | SEA LTD | 28,717,000 | $50.48M | 2.0% | $3.77 | — | NOTE 1.000%12/0 | 81141RAD2 |
| — | REPLIGEN CORP | 32,009,000 | $49.36M | 1.9% | $1.34 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | CINEMARK HLDGS INC | 36,310,000 | $46.18M | 1.8% | $1.20 | — | NOTE 4.500% 8/1 | 17243VAB8 |
| — | BLOCK INC | 47,336,000 | $45.32M | 1.8% | $1.86 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | AIRBNB INC | 49,259,000 | $43.19M | 1.7% | $0.96 | — | NOTE 3/1 | 009066AB7 |
| — | SUPERNUS PHARMACEUTICALS | 41,092,000 | $40.97M | 1.6% | $0.98 | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | BLOOM ENERGY CORP | 29,297,000 | $40.33M | 1.6% | $1.39 | — | NOTE 2.500% 8/1 | 093712AH0 |
| — | WIX COM LTD | 38,875,000 | $38.44M | 1.5% | $1.70 | — | NOTE 7/0 | 92940WAB5 |
| — | ROYAL CARIBBEAN GROUP | 35,175,000 | $36M | 1.4% | $1.08 | — | NOTE 4.250% 6/1 | 780153BB7 |
| — | EVOLENT HEALTH INC | 30,028,000 | $35.72M | 1.4% | $0.98 | — | NOTE 1.500%10/1 | 30050BAD3 |
| — | GUESS INC | 33,455,000 | $34.73M | 1.4% | $0.96 | — | NOTE 2.000% 4/1 | 401617AD7 |
| — | NOVOCURE LTD | 40,000,000 | $34.58M | 1.3% | $0.91 | — | NOTE 11/0 | 67011XAB9 |
| — | DATADOG INC | 31,362,000 | $33.87M | 1.3% | $1.26 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | CYBERARK SOFTWARE LTD | 27,410,000 | $30.66M | 1.2% | $1.12 | — | NOTE 11/1 | 23248VAB1 |
| — | SEA LTD | 22,500,000 | $27.34M | 1.1% | $1.09 | — | NOTE 2.375%12/0 | 81141RAF7 |
| — | NOVA LTD | 18,500,000 | $26.9M | 1.0% | $1.24 | — | NOTE 10/1 | 66980MAB2 |
| — | ALPHATEC HLDGS INC | 25,000,000 | $26.71M | 1.0% | $0.93 | — | NOTE 0.750% 8/0 | 02081GAB8 |
| — | OAK STR HEALTH INC | 26,750,000 | $26.35M | 1.0% | $0.98 | — | NOTE 3/1 | 67181AAB3 |
| — | EVENTBRITE INC | 25,383,000 | $26.26M | 1.0% | $1.18 | — | NOTE 5.000%12/0 | 29975EAB5 |
| — | SOLAREDGE TECHNOLOGIES INC | 19,831,000 | $25.78M | 1.0% | $1.24 | — | NOTE 9/1 | 83417MAD6 |
| BKNG | BOOKING HOLDINGS INC | 9,590 | $25.44M | 1.0% | $2001.87 | +19.6% | COM | 09857L108 |
| — | DYNAVAX TECHNOLOGIES CORP | 21,000,000 | $24.99M | 1.0% | $1.27 | — | NOTE 2.500% 5/1 | 268158AD4 |
| — | GOPRO INC | 26,360,000 | $23.92M | 0.9% | $0.90 | — | NOTE 1.250%11/1 | 38268TAD5 |
| — | BLOCK INC | 29,000,000 | $23.81M | 0.9% | $0.82 | — | NOTE 5/0 | 852234AJ2 |
| — | BRIDGEBIO PHARMA INC | 35,355,000 | $22.46M | 0.9% | $0.48 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | TILRAY BRANDS INC | 22,609,000 | $22.3M | 0.9% | $0.90 | — | NOTE 5.000%10/0 | 88688TAB6 |
| TLT | ISHARES TR | 2,040 | $21.7M | 0.8% | — | — | Call | 464287432 |
| — | MANNKIND CORP | 20,000,000 | $20.86M | 0.8% | $1.02 | — | NOTE 2.500% 3/0 | 56400PAQ5 |
| — | DOCUSIGN INC | 21,387,000 | $20.45M | 0.8% | $0.94 | — | NOTE 1/1 | 256163AD8 |
| — | OMEROS CORP | 27,709,000 | $19.57M | 0.8% | $1.05 | — | NOTE 5.250% 2/1 | 682143AG7 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 193,733 | $18.84M | 0.7% | $84.82 | +22.2% | COM | 09061G101 |
| SPY | SPDR S&P 500 ETF TR | 45,190 | $18.5M | 0.7% | $394.10 | — | TR UNIT | 78462F103 |
| — | VERINT SYSTEMS INC | 20,505,000 | $18.17M | 0.7% | $0.88 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | SHOPIFY INC | 20,508,000 | $18.11M | 0.7% | $0.93 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | NEW RELIC INC | 18,172,000 | $18.09M | 0.7% | $0.97 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | BOX INC | 15,338,000 | $17.92M | 0.7% | $1.15 | — | NOTE 1/1 | 10316TAB0 |
| — | 2U INC | 22,688,000 | $17.88M | 0.7% | $0.82 | — | NOTE 2.250% 5/0 | 90214JAB7 |
| — | SUNNOVA ENERGY INTL INC. | 25,310,000 | $17.86M | 0.7% | $0.77 | — | NOTE 0.250%12/0 | 86745KAF1 |
| — | SNAP INC | 18,542,000 | $17.75M | 0.7% | $2.71 | — | NOTE 0.250% 5/0 | 83304AAD8 |
| — | HAEMONETICS CORP MASS | 20,750,000 | $17.62M | 0.7% | $0.81 | — | NOTE 3/0 | 405024AB6 |
| — | PEABODY ENGR CORP | 11,200,000 | $17.1M | 0.7% | $1.53 | — | NOTE 3.250% 3/0 | 704551AD2 |
| — | VARONIS SYS INC | 15,500,000 | $16.94M | 0.7% | $1.06 | — | NOTE 1.250% 8/1 | 922280AB8 |
| — | NATIONAL VISION HLDGS INC | 17,500,000 | $16.8M | 0.7% | $0.96 | — | NOTE 2.500% 5/1 | 63845RAB3 |
| — | AURORA CANNABIS INC | 17,193,000 | $16.71M | 0.7% | $0.90 | — | NOTE 5.500% 2/2 | 05156XAG3 |
| — | SUNRUN INC | 22,733,000 | $15.22M | 0.6% | $0.74 | — | NOTE 2/0 | 86771WAB1 |
| — | ALTERYX INC | 15,411,000 | $14.41M | 0.6% | $0.91 | — | NOTE 0.500% 8/0 | 02156BAD5 |
| — | THE REALREAL INC | 21,589,000 | $13.48M | 0.5% | $1.27 | — | NOTE 3.000% 6/1 | 88339PAB7 |
| — | HESKA CORP | 10,000,000 | $13.14M | 0.5% | $1.31 | — | NOTE 3.750% 9/1 | 42805EAB4 |
| LUV | SOUTHWEST AIRLS CO | 398,392 | $12.96M | 0.5% | $35.75 | -10.9% | COM | 844741108 |
| XLF | SELECT SECTOR SPDR TR | 4,000 | $12.86M | 0.5% | $33.55 | — | Put | 81369Y605 |
| — | PARATEK PHARMACEUTICALS INC | 15,471,000 | $12.4M | 0.5% | $0.90 | — | NOTE 4.750% 5/0 | 699374AB0 |
| LUV | SOUTHWEST AIRLS CO | 3,591 | $11.69M | 0.5% | $35.75 | -10.9% | Call | 844741108 |
| — | CERIDIAN HCM HLDG INC | 12,736,000 | $11.43M | 0.4% | $0.88 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | 8X8 INC NEW | 12,521,000 | $11.01M | 0.4% | $0.82 | — | NOTE 4.000% 2/0 | 282914AE0 |
| — | MARATHON DIGITAL HOLDINGS IN | 27,000,000 | $10.36M | 0.4% | $0.23 | — | NOTE 1.000%12/0 | 565788AB2 |
| — | GOSSAMER BIO INC | 35,360,000 | $9.988M | 0.4% | $0.88 | — | NOTE 5.000% 6/0 | 38341PAA0 |
| — | OKTA INC | 11,000,000 | $9.94M | 0.4% | $0.90 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | BEYOND MEAT INC | 40,098,000 | $9.927M | 0.4% | $0.60 | — | NOTE 3/1 | 08862EAB5 |
| — | DROPBOX INC | 11,093,000 | $9.924M | 0.4% | $0.95 | — | NOTE 3/0 | 26210CAC8 |
| — | PERFICIENT INC | 12,450,000 | $9.904M | 0.4% | $0.80 | — | NOTE 0.125%11/1 | 71375UAF8 |
| — | XOMETRY INC | 14,500,000 | $9.885M | 0.4% | $0.68 | — | NOTE 1.000% 2/0 | 98423FAB5 |
| — | STANDARD BIOTOOLS INC | 9,500,000 | $9.683M | 0.4% | $1.50 | — | NOTE 5.250%12/0 | 34385PAF5 |
| — | SPLUNK INC | 11,000,000 | $9.427M | 0.4% | $0.86 | — | NOTE 1.125% 6/1 | 848637AF1 |
| — | ALARM COM HLDGS INC | 11,222,000 | $9.401M | 0.4% | $0.85 | — | NOTE 1/1 | 011642AB1 |
| — | PROS HOLDINGS INC | 9,693,000 | $9.206M | 0.4% | $0.95 | — | NOTE 1.000% 5/1 | 74346YAH6 |
| — | NCL CORP LTD | 12,000,000 | $9.056M | 0.4% | $0.75 | — | NOTE 2.500% 2/1 | 62886HBK6 |
| FEZ | SPDR INDEX SHS FDS | 2,000 | $8.98M | 0.3% | — | — | Put | 78463X202 |
| — | ARRAY TECHNOLOGIES INC | 8,000,000 | $8.868M | 0.3% | $1.02 | — | NOTE 1.000%12/0 | 04271TAB6 |
| — | AMYRIS INC | 30,546,000 | $8.858M | 0.3% | $0.32 | — | NOTE 1.500%11/1 | 03236MAJ0 |
| DXCM | DEXCOM INC | 750 | $8.713M | 0.3% | $91.26 | +22.7% | Call | 252131107 |
| — | DISH NETWORK CORPORATION | 16,000,000 | $8.565M | 0.3% | $1.00 | — | NOTE 12/1 | 25470MAF6 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 102,174 | $8.56M | 0.3% | $70.59 | +5.2% | COM | 595017104 |
| — | BLACKLINE INC | 7,400,000 | $8.103M | 0.3% | $1.10 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | LIVE NATION ENTERTAINMENT IN | 8,138,000 | $7.956M | 0.3% | $0.98 | — | NOTE 2.000% 2/1 | 538034AU3 |
| — | EVOLENT HEALTH INC | 4,291,000 | $7.676M | 0.3% | $1.59 | — | NOTE 3.500%12/0 | 30050BAF8 |
| — | VAREX IMAGING CORP | 7,000,000 | $7.671M | 0.3% | $1.10 | — | NOTE 4.000% 6/0 | 92214XAB2 |
| — | CHART INDS INC | 3,499,000 | $7.63M | 0.3% | $2.18 | — | NOTE 1.000%11/1 | 16115QAE0 |
| — | CERENCE INC | 7,200,000 | $7.614M | 0.3% | $1.41 | — | NOTE 3.000% 6/0 | 156727AB5 |
| — | DISH NETWORK CORPORATION | 14,750,000 | $7.557M | 0.3% | $0.65 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| VOYA | VOYA FINANCIAL INC | 1,000 | $7.146M | 0.3% | — | — | Put | 929089100 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 695 | $6.758M | 0.3% | $84.82 | +22.2% | Call | 09061G101 |
| SLV | ISHARES SILVER TR | 3,000 | $6.636M | 0.3% | — | — | Call | 46428Q109 |
| XLE | SELECT SECTOR SPDR TR | 800 | $6.626M | 0.3% | — | — | Call | 81369Y506 |
| — | FIVE9 INC | 7,100,000 | $6.621M | 0.3% | $0.93 | — | NOTE 0.500% 6/0 | 338307AD3 |
| KRE | SPDR SER TR | 1,468 | $6.439M | 0.3% | — | — | Put | 78464A698 |
| — | DROPBOX INC | 7,000,000 | $6.08M | 0.2% | $0.95 | — | NOTE 3/0 | 26210CAD6 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 690 | $5.781M | 0.2% | $70.59 | +5.2% | Call | 595017104 |
| — | MICROSTRATEGY INC | 6,025,000 | $5.47M | 0.2% | $1.53 | — | NOTE 0.750%12/1 | 594972AC5 |
| — | SHAKE SHACK INC | 7,176,000 | $5.247M | 0.2% | $0.67 | — | NOTE 3/0 | 819047AB7 |
| — | MESA LABS INC | 5,388,000 | $5.023M | 0.2% | $0.91 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| — | SHIFT4 PMTS INC | 4,000,000 | $4.672M | 0.2% | $1.17 | — | NOTE 12/1 | 82452JAB5 |
| — | BENTLEY SYS INC | 5,500,000 | $4.652M | 0.2% | $0.81 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | NUTANIX INC | 5,500,000 | $4.571M | 0.2% | $0.84 | — | NOTE 0.250%10/0 | 67059NAH1 |
| — | FUBOTV INC | 10,108,000 | $4.344M | 0.2% | $0.32 | — | NOTE 3.250% 2/1 | 35953DAB0 |
| — | INSMED INC | 5,500,000 | $4.298M | 0.2% | $0.83 | — | NOTE 0.750% 6/0 | 457669AB5 |
| ALLY | ALLY FINL INC | 1,500 | $3.824M | 0.1% | — | — | Put | 02005N100 |
| EEFT | EURONET WORLDWIDE INC | 32,630 | $3.651M | 0.1% | $137.26 | -21.2% | COM | 298736109 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 350 | $3.403M | 0.1% | $84.82 | +22.2% | Put | 09061G101 |
| — | WAYFAIR INC | 5,000,000 | $3.27M | 0.1% | $0.58 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| INTC | INTEL CORP | 1,000 | $3.267M | 0.1% | — | — | Call | 458140100 |
| GDX | VANECK ETF TRUST | 1,000 | $3.235M | 0.1% | — | — | Call | 92189F106 |
| — | REVANCE THERAPEUTICS INC | 2,384,000 | $2.932M | 0.1% | $1.09 | — | NOTE 1.750% 2/1 | 761330AB5 |
| MTN | VAIL RESORTS INC | 10,501 | $2.454M | 0.1% | $310.69 | -22.4% | COM | 91879Q109 |
| — | IMAX CORP | 2,542,000 | $2.405M | 0.1% | $0.84 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| — | PEGASYSTEMS INC | 2,500,000 | $2.245M | 0.1% | $0.81 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | COLLEGIUM PHARMACEUTICAL INC | 1,985,000 | $2.126M | 0.1% | $1.03 | — | NOTE 2.625% 2/1 | 19459JAA2 |
| — | MICROSTRATEGY INC | 3,500,000 | $1.823M | 0.1% | $0.64 | — | NOTE 2/1 | 594972AE1 |
| — | GOL LINHAS AEREAS INTELIGENT | 6,647 | $1.748M | 0.1% | — | — | Put | 38045R206 |
| ON | ON SEMICONDUCTOR CORP | 20,730 | $1.706M | 0.1% | $46.68 | +62.8% | COM | 682189105 |
| FRCB | FIRST REP BK SAN FRANCISCO C | 1,180 | $1.651M | 0.1% | — | — | Call | 33616C100 |
| ENPH | ENPHASE ENERGY INC | 7,597 | $1.597M | 0.1% | $216.60 | 0.0% | COM | 29355A107 |
| TECK | TECK RESOURCES LTD | 400 | $1.46M | 0.1% | — | — | Call | 878742204 |
| — | SEA LTD | 1,500,000 | $1.184M | 0.0% | $0.79 | — | NOTE 0.250% 9/1 | 81141RAG5 |
| FXI | ISHARES TR | 352 | $1.039M | 0.0% | $25.86 | — | Call | 464287184 |
| FXI | ISHARES TR | 352 | $1.039M | 0.0% | $25.86 | — | Put | 464287184 |
| — | THE REALREAL INC | 3,000,000 | $985K | 0.0% | $0.36 | — | NOTE 1.000% 3/0 | 88339PAD3 |
| — | ARTIVION INC | 1,000,000 | $909K | 0.0% | $0.91 | — | NOTE 4.250% 7/0 | 228903AB6 |
| — | NEW YORK CMNTY BANCORP INC | 1,000 | $904K | 0.0% | — | — | Put | 649445103 |
| — | MOTIVE CAPITAL CORP II | 75,000 | $783K | 0.0% | $9.89 | — | CL A ORD | G6293R106 |
| — | KNIGHTSWAN ACQUISITION CORP | 75,000 | $781K | 0.0% | $10.03 | — | CL A COM | 499103109 |
| — | HEARTLAND MEDIA ACQUISITION | 49,725 | $518K | 0.0% | $9.95 | — | CL A COM | 42237V108 |
| — | KHOSLA VENTURES ACQUT CO III | 50,000 | $508K | 0.0% | $9.96 | — | COM CL A | 482506102 |
| — | TWO | 45,072 | $462K | 0.0% | $9.95 | — | COM CL A | G9152V101 |
| FRCB | FIRST REP BK SAN FRANCISCO C | 320 | $448K | 0.0% | — | — | Put | 33616C100 |
| — | KHOSLA VENTURES ACQUISITION | 43,700 | $443K | 0.0% | $10.09 | — | CL A | 482504107 |
| — | LIV CAPITAL ACQUISITN CORP I | 40,000 | $401K | 0.0% | $9.97 | — | CLASS A ORD SHS | G5510R105 |
| — | KNIGHTSWAN ACQUISITION CORP | 37,499 | $390K | 0.0% | — | — | Call | 499103117 |
| — | ALPHA HEALTHCARE ACQU CORP I | 35,000 | $355K | 0.0% | $9.63 | — | CLASS A COM | 02073F104 |
| — | ATLANTICA SUSTAINABLE INFR P | 109 | $322K | 0.0% | — | — | Put | G0751N103 |
| OXY | OCCIDENTAL PETE CORP | 4,000 | $250K | 0.0% | $59.16 | 0.0% | COM | 674599105 |
| — | LIV CAPITAL ACQUISITN CORP I | 21,582 | $226K | 0.0% | — | — | Call | G5510R113 |
| — | MOTIVE CAPITAL CORP II | 17,985 | $188K | 0.0% | — | — | Call | G6293R114 |
| — | HEARTLAND MEDIA ACQUISITION | 17,886 | $186K | 0.0% | — | — | Call | 42237V116 |
| — | MORINGA ACQUISITION CORP | 14,183 | $146K | 0.0% | — | — | Call | G6S23K124 |
| PUCKW | GOAL ACQUISITIONS CORP | 14,185 | $145K | 0.0% | — | — | Call | 38021H115 |
| — | STRATIM CLOUD ACQUISITION CO | 11,820 | $120K | 0.0% | — | — | Call | 86309R115 |
| — | MOOLEC SCIENCE SA | 16,313 | $66,557 | 0.0% | — | — | Call | L64875112 |