CIK: 0001728201 · Show all filings
Period: Q2 2023 (← Previous) (Next →)
Filing Date: Aug 10, 2023
Total Value ($000): $2,658,734 (44.9% shares, 55.1% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| EXEEW | CHESAPEAKE ENERGY CORP | 2,997,305 | $221,271 | 8.3% | $50.55 | — | *W EXP 02/09/202 | 165167164 |
| OXY/WS | OCCIDENTAL PETE CORP | 5,750,000 | $212,578 | 8.0% | $36.90 | — | *W EXP 08/03/202 | 674599162 |
| EXEEZ | CHESAPEAKE ENERGY CORP | 2,295,261 | $161,476 | 6.1% | $51.74 | — | *W EXP 02/09/202 | 165167172 |
| — | AKAMAI TECHNOLOGIES INC | 90,400,000 | $96,897 | 3.6% | $1.27 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | NICE SYS INC | 38,163,000 | $94,072 | 3.5% | $2.33 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | ZILLOW GROUP INC | 70,000,000 | $86,695 | 3.3% | $1.58 | — | NOTE 0.750% 9/0 | 98954MAE1 |
| EXEEL | CHESAPEAKE ENERGY CORP | 1,294,187 | $86,098 | 3.2% | $48.95 | — | *W EXP 02/09/202 | 165167180 |
| EQT | EQT CORP | 2,083,300 | $85,686 | 3.2% | $21.58 | +57.6% | COM | 26884L109 |
| — | SNAP INC | 85,000,000 | $82,408 | 3.1% | $2.98 | — | NOTE 0.250% 5/0 | 83304AAD8 |
| — | NISOURCE INC | 787,500 | $80,128 | 3.0% | $115.59 | — | UNIT 12/01/2023 | 65473P121 |
| — | ETSY INC | 95,000,000 | $59,376 | 2.2% | $2.07 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | PELOTON INTERACTIVE INC | 73,500,000 | $56,059 | 2.1% | $0.81 | — | NOTE 2/1 | 70614WAB6 |
| — | SPOTIFY USA INC | 58,049,000 | $49,603 | 1.9% | $0.86 | — | NOTE 3/1 | 84921RAB6 |
| — | GUIDEWIRE SOFTWARE INC | 51,000,000 | $49,368 | 1.9% | $1.03 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | GUARDANT HEALTH INC | 68,500,000 | $49,317 | 1.9% | $0.95 | — | NOTE 11/1 | 40131MAB5 |
| — | CHART INDS INC | 740,000 | $48,204 | 1.8% | $51.81 | — | 6.75DP CNV PFD B | 16115Q407 |
| CNX | CNX RES CORP | 2,512,300 | $44,518 | 1.7% | $12.01 | +34.4% | COM | 12653C108 |
| — | UNITY SOFTWARE INC | 55,000,000 | $44,193 | 1.7% | $0.76 | — | NOTE 11/1 | 91332UAB7 |
| — | PEGASYSTEMS INC | 45,000,000 | $41,423 | 1.6% | $1.10 | — | NOTE 0.750% 3/0 | 705573AB9 |
| CLVT 5.25 06/01/24 A | CLARIVATE PLC | 1,000,000 | $41,050 | 1.5% | $79.24 | — | 5.25% PFD CONV A | G21810208 |
| — | DISH NETWORK CORPORATION | 67,500,000 | $36,032 | 1.4% | $0.86 | — | NOTE 12/1 | 25470MAF6 |
| CCL | CARNIVAL CORP | 1,857,900 | $34,984 | 1.3% | $10.78 | +8.6% | COMMON STOCK | 143658300 |
| — | ALARM COM HLDGS INC | 40,000,000 | $34,277 | 1.3% | $0.85 | — | NOTE 1/1 | 011642AB1 |
| F | FORD MTR CO DEL | 2,236,900 | $33,844 | 1.3% | $9.85 | +8.5% | COM | 345370860 |
| — | BLACKLINE INC | 39,000,000 | $33,199 | 1.2% | $0.84 | — | NOTE 3/1 | 09239BAD1 |
| — | DATADOG INC | 26,000,000 | $32,396 | 1.2% | $1.64 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | REPLIGEN CORP | 60,500,000 | $32,164 | 1.2% | $2.10 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | ENPHASE ENERGY INC | 14,550,000 | $31,153 | 1.2% | $2.56 | — | NOTE 0.250% 3/0 | 29355AAF4 |
| — | RBC BEARINGS INC | 270,000 | $28,620 | 1.1% | $104.53 | — | 5% CNV PFD SR A | 75524B203 |
| — | PROGRESS SOFTWARE CORP | 25,000,000 | $27,500 | 1.0% | $0.97 | — | NOTE 1.000% 4/1 | 743312AB6 |
| — | CHART INDS INC | 10,000,000 | $27,465 | 1.0% | $2.16 | — | NOTE 1.000%11/1 | 16115QAE0 |
| — | VERADIGM INC | 24,000,000 | $26,730 | 1.0% | $1.29 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | SABRE CORP | 565,000 | $26,549 | 1.0% | $96.80 | — | 6.50% CONV PFD A | 78573M203 |
| — | SHOPIFY INC | 26,563,000 | $24,199 | 0.9% | $0.87 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | AFFIRM HLDGS INC | 32,500,000 | $24,151 | 0.9% | $0.56 | — | NOTE 11/1 | 00827BAB2 |
| — | SPLUNK INC | 23,500,000 | $23,347 | 0.9% | $1.15 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | INTEGRA LIFESCIENCES HLDGS C | 25,000,000 | $22,950 | 0.9% | $1.03 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | SPLUNK INC | 26,000,000 | $22,555 | 0.8% | $0.82 | — | NOTE 1.125% 6/1 | 848637AF1 |
| — | UGI CORP NEW | 312,000 | $20,723 | 0.8% | $104.18 | — | UNIT 06/01/2024 | 902681113 |
| — | RAPID7 INC | 20,000,000 | $20,470 | 0.8% | $1.53 | — | NOTE 2.250% 5/0 | 753422AD6 |
| — | TELADOC HEALTH INC | 25,000,000 | $20,000 | 0.8% | $0.77 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | UNITED STATES STL CORP | 10,000,000 | $19,595 | 0.7% | $1.50 | — | NOTE 5.000%11/0 | 912909AT5 |
| — | WIX COM LTD | 19,000,000 | $19,092 | 0.7% | $1.50 | — | NOTE 7/0 | 92940WAB5 |
| — | BRIDGEBIO PHARMA INC | 30,000,000 | $18,566 | 0.7% | $0.47 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | JAMF HLDG CORP | 21,500,000 | $18,532 | 0.7% | $0.82 | — | NOTE 0.125% 9/0 | 47074LAB1 |
| — | ITRON INC | 20,000,000 | $17,838 | 0.7% | $0.86 | — | NOTE 3/1 | 465741AN6 |
| — | HAEMONETICS CORP MASS | 20,500,000 | $17,546 | 0.7% | $0.84 | — | NOTE 3/0 | 405024AB6 |
| — | BENTLEY SYS INC | 17,500,000 | $15,890 | 0.6% | $0.77 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | BIGCOMMERCE HLDGS INC | 20,000,000 | $15,730 | 0.6% | $0.74 | — | NOTE 0.250%10/0 | 08975PAB4 |
| — | CONFLUENT INC | 17,500,000 | $14,617 | 0.5% | $0.76 | — | NOTE 1/1 | 20717MAB9 |
| — | SMART GLOBAL HLDGS INC | 9,500,000 | $14,363 | 0.5% | $1.51 | — | NOTE 2.250% 2/1 | 83205YAB0 |
| — | EXACT SCIENCES CORP | 10,335,000 | $14,251 | 0.5% | $1.84 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | VERINT SYSTEMS INC | 15,000,000 | $13,294 | 0.5% | $0.91 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| AEP | AMERICAN ELEC PWR CO INC | 135,000 | $11,367 | 0.4% | $86.69 | -7.8% | COM | 025537101 |
| — | CUTERA INC | 13,355,000 | $11,267 | 0.4% | $1.28 | — | NOTE 2.250% 3/1 | 232109AB4 |
| CNK | CINEMARK HLDGS INC | 668,900 | $11,037 | 0.4% | $12.37 | +32.7% | COM | 17243V102 |
| — | TECHTARGET INC | 12,500,000 | $9,809 | 0.4% | $0.78 | — | NOTE 12/1 | 87874RAD2 |
| — | CABLE ONE INC | 10,500,000 | $8,636 | 0.3% | $0.81 | — | NOTE 3/1 | 12685JAE5 |
| — | INSMED INC | 10,000,000 | $8,438 | 0.3% | $0.83 | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | EXACT SCIENCES CORP | 7,500,000 | $8,095 | 0.3% | $1.08 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| ZD | ZIFF DAVIS INC | 106,900 | $7,489 | 0.3% | $90.13 | -24.1% | COM | 48123V102 |
| — | PACIRA BIOSCIENCES INC | 8,000,000 | $7,440 | 0.3% | $0.93 | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | PROS HOLDINGS INC | 7,500,000 | $7,135 | 0.3% | $1.03 | — | NOTE 1.000% 5/1 | 74346YAH6 |
| — | ENVESTNET INC | 7,500,000 | $6,919 | 0.3% | $0.86 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| — | ASCENDIS PHARMA A/S | 7,500,000 | $6,844 | 0.3% | $0.91 | — | NOTE 2.250% 4/0 | 04351PAD3 |
| BURL | BURLINGTON STORES INC | 42,000 | $6,610 | 0.2% | $234.43 | -26.8% | COM | 122017106 |
| — | EPR PPTYS | 300,000 | $6,330 | 0.2% | $18.71 | — | PFD C CV 5.75% | 26884U208 |
| — | VARONIS SYS INC | 5,000,000 | $5,558 | 0.2% | $1.95 | — | NOTE 1.250% 8/1 | 922280AB8 |
| — | RINGCENTRAL INC | 5,000,000 | $4,623 | 0.2% | $0.90 | — | NOTE 3/0 | 76680RAF4 |
| — | REDWOOD TRUST INC | 4,643,000 | $4,452 | 0.2% | $0.98 | — | NOTE 5.625% 7/1 | 758075AD7 |
| — | ACTIVISION BLIZZARD INC | 50,000 | $4,215 | 0.2% | $79.90 | — | COM | 00507V109 |
| — | REDFIN CORP | 4,123,000 | $3,970 | 0.1% | $0.91 | — | NOTE 1.750% 7/1 | 75737FAA6 |
| — | LIVEPERSON INC | 6,000,000 | $3,900 | 0.1% | $0.80 | — | NOTE 12/1 | 538146AD3 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 43,000 | $3,727 | 0.1% | $95.47 | -1.4% | COM | 09061G101 |
| — | RWT HLDGS INC | 4,250,000 | $3,719 | 0.1% | $0.94 | — | NOTE 5.750%10/0 | 749772AD1 |
| — | LIBERTY MEDIA CORP DEL | 3,000,000 | $3,485 | 0.1% | $1.19 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | CLOUDFLARE INC | 3,500,000 | $2,987 | 0.1% | $0.85 | — | NOTE 8/1 | 18915MAC1 |
| — | BROOKDALE SR LIVING INC | 40,000 | $2,455 | 0.1% | $44.23 | — | UNIT 11/15/2025 | 112463302 |
| — | CERIDIAN HCM HLDG INC | 2,500,000 | $2,212 | 0.1% | $0.88 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| UBER | UBER TECHNOLOGIES INC | 51,027 | $2,203 | 0.1% | $42.71 | -13.0% | COM | 90353T100 |
| — | Q2 HLDGS INC | 2,500,000 | $2,176 | 0.1% | $0.91 | — | NOTE 0.125%11/1 | 74736LAF6 |
| COIN | COINBASE GLOBAL INC | 30,000 | $2,147 | 0.1% | $195.25 | -69.5% | COM CL A | 19260Q107 |
| — | INSMED INC | 2,250,000 | $2,140 | 0.1% | $1.00 | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | ALGONQUIN PWR UTILS CORP | 325,000 | $2,130 | 0.1% | $29.07 | — | UNIT 06/15/2024 | 015857873 |
| — | BLACKSTONE MORTGAGE TRUST IN | 2,000,000 | $1,719 | 0.1% | $0.79 | — | NOTE 5.500% 3/1 | 09257WAE0 |
| — | EPR PPTYS | 50,000 | $1,418 | 0.1% | $25.68 | — | CONV PFD 9% SR E | 26884U307 |
| — | WIX COM LTD | 1,500,000 | $1,313 | 0.0% | $0.87 | — | NOTE 8/1 | 92940WAD1 |
| CLF | CLEVELAND-CLIFFS INC NEW | 73,000 | $1,223 | 0.0% | $20.89 | -24.1% | COM | 185899101 |
| ADNT | ADIENT PLC | 26,500 | $1,015 | 0.0% | $25.89 | +42.8% | ORD SHS | G0084W101 |
| RPAY | REPAY HLDGS CORP | 112,500 | $881 | 0.0% | $21.90 | -69.3% | COM CL A | 76029L100 |
| — | IMMATICS N.V | 252,741 | $854 | 0.0% | $3.58 | — | *W EXP 07/01/202 | N44445117 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 6,600 | $818 | 0.0% | $110.58 | +21.7% | SHS USD | G50871105 |
| EEFT | EURONET WORLDWIDE INC | 6,600 | $775 | 0.0% | $128.57 | -13.0% | COM | 298736109 |
| SATS | ECHOSTAR CORP | 30,000 | $520 | 0.0% | $30.37 | -44.6% | CL A | 278768106 |
| ASTLW | ALGOMA STL GROUP INC | 414,191 | $501 | 0.0% | $1.04 | — | *W EXP 10/19/202 | 015658115 |
| OI | O-I GLASS INC | 20,000 | $427 | 0.0% | $9.82 | +119.7% | COM | 67098H104 |
| GT | GOODYEAR TIRE & RUBR CO | 30,000 | $410 | 0.0% | $11.09 | +12.6% | COM | 382550101 |
| — | NOGIN INC | 94,630 | $124 | 0.0% | $1.31 | — | COM NEW | 65528N204 |
| — | COMPUTE HEALTH ACQUISITIN CO | 200,000 | $100 | 0.0% | $0.48 | — | *W EXP 01/25/202 | 204833115 |
| GCMGW | GCM GROSVENOR INC | 243,290 | $71 | 0.0% | $1.22 | — | *W EXP 11/17/202 | 36831E116 |
| BFLYW | BUTTERFLY NETWORK INC | 49,393 | $12 | 0.0% | $6.45 | — | *W EXP 02/12/202 | 124155110 |