Location: New York, NY
CIK: 0001754535 · Show all filings
Period: Q2 2023 (← Previous) (Next →)
Filing Date: Aug 14, 2023
Total Value: $2.531B (10.8% shares, 89.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | DEXCOM INC | 83,469,000 | $261M | 10.3% | $2.58 | — | NOTE 0.750%12/0 | 252131AH0 |
| — | PDD HOLDINGS INC | 44,428,000 | $73.53M | 2.9% | $1.86 | — | NOTE 10/0 | 722304AB8 |
| — | LIVENT CORP | 19,791,000 | $63.3M | 2.5% | $2.46 | — | NOTE 4.125% 7/1 | 53814LAB4 |
| — | CINEMARK HLDGS INC | 45,310,000 | $61.99M | 2.4% | $1.23 | — | NOTE 4.500% 8/1 | 17243VAB8 |
| — | ZSCALER INC | 52,918,000 | $61.87M | 2.4% | $1.56 | — | NOTE 0.125% 7/0 | 98980GAB8 |
| — | BLOCK INC | 65,356,000 | $61.76M | 2.4% | $1.61 | — | NOTE 0.125% 3/0 | 852234AF0 |
| — | BILL HOLDINGS INC | 58,329,000 | $61.09M | 2.4% | $1.53 | — | NOTE 12/0 | 090043AB6 |
| AMD | ADVANCED MICRO DEVICES INC | 5,130 | $58.44M | 2.3% | — | — | Put | 007903107 |
| — | PAGERDUTY INC | 58,552,000 | $55.87M | 2.2% | $1.21 | — | NOTE 1.250% 7/0 | 69553PAB6 |
| — | BILIBILI INC | 49,150,000 | $50.27M | 2.0% | $2.03 | — | NOTE 1.375% 4/0 | 090040AB2 |
| — | REPLIGEN CORP | 35,509,000 | $46.76M | 1.8% | $1.34 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | SEA LTD | 44,500,000 | $45.3M | 1.8% | $1.05 | — | NOTE 2.375%12/0 | 81141RAF7 |
| — | AIRBNB INC | 49,259,000 | $43.08M | 1.7% | $0.96 | — | NOTE 3/1 | 009066AB7 |
| — | BLOOM ENERGY CORP | 32,297,000 | $39.32M | 1.6% | $1.37 | — | NOTE 2.500% 8/1 | 093712AH0 |
| — | DATADOG INC | 31,362,000 | $38.99M | 1.5% | $1.26 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | WIX COM LTD | 38,875,000 | $38.85M | 1.5% | $1.70 | — | NOTE 7/0 | 92940WAB5 |
| — | NOVOCURE LTD | 45,000,000 | $38.65M | 1.5% | $0.91 | — | NOTE 11/0 | 67011XAB9 |
| — | SEA LTD | 28,717,000 | $36.77M | 1.5% | $3.77 | — | NOTE 1.000%12/0 | 81141RAD2 |
| — | GUESS INC | 35,205,000 | $36.07M | 1.4% | $0.96 | — | NOTE 2.000% 4/1 | 401617AD7 |
| — | APELLIS PHARMACEUTICALS INC | 15,000,000 | $35.95M | 1.4% | $2.40 | — | NOTE 3.500% 9/1 | 03753UAB2 |
| — | EVOLENT HEALTH INC | 31,028,000 | $35.44M | 1.4% | $0.98 | — | NOTE 1.500%10/1 | 30050BAD3 |
| — | EVENTBRITE INC | 31,808,000 | $34.79M | 1.4% | $1.16 | — | NOTE 5.000%12/0 | 29975EAB5 |
| — | SOLAREDGE TECHNOLOGIES INC | 27,703,000 | $33.01M | 1.3% | $1.23 | — | NOTE 9/1 | 83417MAD6 |
| — | CYBERARK SOFTWARE LTD | 27,410,000 | $31.15M | 1.2% | $1.12 | — | NOTE 11/1 | 23248VAB1 |
| SPY | SPDR S&P 500 ETF TR | 680 | $30.14M | 1.2% | $394.10 | — | Put | 78462F103 |
| — | NOVA LTD | 18,500,000 | $29.69M | 1.2% | $1.24 | — | NOTE 10/1 | 66980MAB2 |
| — | DYNAVAX TECHNOLOGIES CORP | 21,000,000 | $29.5M | 1.2% | $1.27 | — | NOTE 2.500% 5/1 | 268158AD4 |
| — | ALPHATEC HLDGS INC | 25,000,000 | $29.23M | 1.2% | $0.93 | — | NOTE 0.750% 8/0 | 02081GAB8 |
| — | PIONEER NAT RES CO | 13,207,000 | $29.09M | 1.1% | $2.20 | — | NOTE 0.250% 5/1 | 723787AP2 |
| BKNG | BOOKING HOLDINGS INC | 9,849 | $26.6M | 1.1% | $2017.57 | +28.8% | COM | 09857L108 |
| — | SHIFT4 PMTS INC | 23,000,000 | $25.03M | 1.0% | $1.10 | — | NOTE 12/1 | 82452JAB5 |
| — | MONGODB INC | 12,500,000 | $24.89M | 1.0% | $1.99 | — | NOTE 0.250% 1/1 | 60937PAD8 |
| — | SUNNOVA ENERGY INTL INC. | 31,310,000 | $24.68M | 1.0% | $0.78 | — | NOTE 0.250%12/0 | 86745KAF1 |
| — | NATIONAL VISION HLDGS INC | 23,500,000 | $24.67M | 1.0% | $0.98 | — | NOTE 2.500% 5/1 | 63845RAB3 |
| — | BLOCK INC | 29,000,000 | $24.1M | 1.0% | $0.82 | — | NOTE 5/0 | 852234AJ2 |
| — | GOPRO INC | 26,360,000 | $23.61M | 0.9% | $0.90 | — | NOTE 1.250%11/1 | 38268TAD5 |
| — | SPOTIFY USA INC | 25,000,000 | $21.27M | 0.8% | $0.85 | — | NOTE 3/1 | 84921RAB6 |
| — | TILRAY BRANDS INC | 21,199,000 | $21.07M | 0.8% | $0.90 | — | NOTE 5.000%10/0 | 88688TAB6 |
| — | HAEMONETICS CORP MASS | 24,371,000 | $20.84M | 0.8% | $0.82 | — | NOTE 3/0 | 405024AB6 |
| — | OMEROS CORP | 27,709,000 | $19.62M | 0.8% | $1.05 | — | NOTE 5.250% 2/1 | 682143AG7 |
| — | BOX INC | 15,338,000 | $19.12M | 0.8% | $1.15 | — | NOTE 1/1 | 10316TAB0 |
| — | LIVE NATION ENTERTAINMENT IN | 17,638,000 | $18.75M | 0.7% | $1.02 | — | NOTE 2.000% 2/1 | 538034AU3 |
| — | PARATEK PHARMACEUTICALS INC | 18,721,000 | $18.29M | 0.7% | $0.91 | — | NOTE 4.750% 5/0 | 699374AB0 |
| — | VERINT SYSTEMS INC | 20,505,000 | $18.1M | 0.7% | $0.88 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | SNAP INC | 18,542,000 | $18.05M | 0.7% | $2.71 | — | NOTE 0.250% 5/0 | 83304AAD8 |
| — | CERIDIAN HCM HLDG INC | 19,736,000 | $17.43M | 0.7% | $0.88 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | VARONIS SYS INC | 15,500,000 | $17.13M | 0.7% | $1.06 | — | NOTE 1.250% 8/1 | 922280AB8 |
| — | AURORA CANNABIS INC | 17,193,000 | $16.69M | 0.7% | $0.90 | — | NOTE 5.500% 2/2 | 05156XAG3 |
| — | ITRON INC | 18,500,000 | $16.56M | 0.7% | $0.90 | — | NOTE 3/1 | 465741AN6 |
| — | SUNRUN INC | 22,733,000 | $16.51M | 0.7% | $0.74 | — | NOTE 2/0 | 86771WAB1 |
| XLE | SELECT SECTOR SPDR TR | 2,000 | $16.23M | 0.6% | — | — | Put | 81369Y506 |
| — | SHOPIFY INC | 17,508,000 | $15.95M | 0.6% | $0.93 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | 2U INC | 23,688,000 | $15.73M | 0.6% | $0.81 | — | NOTE 2.250% 5/0 | 90214JAB7 |
| — | STARWOOD PPTY TR INC | 15,000,000 | $15.34M | 0.6% | $1.02 | — | NOTE 6.750% 7/1 | 85571BBA2 |
| SMH | VANECK ETF TRUST | 1,000 | $15.22M | 0.6% | — | — | Put | 92189F676 |
| — | THE REALREAL INC | 21,589,000 | $14.81M | 0.6% | $1.27 | — | NOTE 3.000% 6/1 | 88339PAB7 |
| LUV | SOUTHWEST AIRLS CO | 408,594 | $14.8M | 0.6% | $35.59 | -17.1% | COM | 844741108 |
| — | MARATHON DIGITAL HOLDINGS IN | 27,000,000 | $14.64M | 0.6% | $0.23 | — | NOTE 1.000%12/0 | 565788AB2 |
| — | BRIDGEBIO PHARMA INC | 22,355,000 | $13.84M | 0.5% | $0.48 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | EXACT SCIENCES CORP | 11,800,000 | $12.73M | 0.5% | $1.08 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 143,808 | $12.47M | 0.5% | $84.82 | +11.0% | COM | 09061G101 |
| ORCL | ORACLE CORP | 1,000 | $11.91M | 0.5% | — | — | Put | 68389X105 |
| — | ARTIVION INC | 10,975,000 | $11.26M | 0.4% | $1.01 | — | NOTE 4.250% 7/0 | 228903AB6 |
| — | MANNKIND CORP | 10,600,000 | $11.12M | 0.4% | $1.02 | — | NOTE 2.500% 3/0 | 56400PAQ5 |
| — | XOMETRY INC | 14,500,000 | $11.12M | 0.4% | $0.68 | — | NOTE 1.000% 2/0 | 98423FAB5 |
| — | 8X8 INC NEW | 12,521,000 | $11M | 0.4% | $0.82 | — | NOTE 4.000% 2/0 | 282914AE0 |
| — | GOSSAMER BIO INC | 35,360,000 | $10.82M | 0.4% | $0.88 | — | NOTE 5.000% 6/0 | 38341PAA0 |
| TLT | ISHARES TR | 1,040 | $10.71M | 0.4% | — | — | Call | 464287432 |
| — | BEYOND MEAT INC | 40,098,000 | $10.65M | 0.4% | $0.60 | — | NOTE 3/1 | 08862EAB5 |
| — | FARFETCH LTD | 13,000,000 | $10.64M | 0.4% | $0.82 | — | NOTE 3.750% 5/0 | 30744WAD9 |
| — | DROPBOX INC | 11,093,000 | $10.48M | 0.4% | $0.95 | — | NOTE 3/0 | 26210CAC8 |
| — | PERFICIENT INC | 12,450,000 | $10.3M | 0.4% | $0.80 | — | NOTE 0.125%11/1 | 71375UAF8 |
| — | STANDARD BIOTOOLS INC | 9,500,000 | $10.14M | 0.4% | $1.50 | — | NOTE 5.250%12/0 | 34385PAF5 |
| — | CHEESECAKE FACTORY INC | 11,833,000 | $9.97M | 0.4% | $0.84 | — | NOTE 0.375% 6/1 | 163072AA9 |
| — | OKTA INC | 11,000,000 | $9.969M | 0.4% | $0.90 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | CHART INDS INC | 3,499,000 | $9.62M | 0.4% | $2.18 | — | NOTE 1.000%11/1 | 16115QAE0 |
| — | SPLUNK INC | 11,000,000 | $9.542M | 0.4% | $0.86 | — | NOTE 1.125% 6/1 | 848637AF1 |
| — | DISH NETWORK CORPORATION | 18,000,000 | $9.476M | 0.4% | $0.95 | — | NOTE 12/1 | 25470MAF6 |
| — | AFFIRM HLDGS INC | 12,500,000 | $9.261M | 0.4% | $0.74 | — | NOTE 11/1 | 00827BAB2 |
| — | PROS HOLDINGS INC | 9,693,000 | $9.233M | 0.4% | $0.95 | — | NOTE 1.000% 5/1 | 74346YAH6 |
| — | INSMED INC | 10,550,000 | $8.961M | 0.4% | $0.84 | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | VAREX IMAGING CORP | 7,000,000 | $8.951M | 0.4% | $1.10 | — | NOTE 4.000% 6/0 | 92214XAB2 |
| — | DOCUSIGN INC | 8,650,000 | $8.374M | 0.3% | $0.94 | — | NOTE 1/1 | 256163AD8 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 87,440 | $7.834M | 0.3% | $70.59 | +4.6% | COM | 595017104 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 884 | $7.663M | 0.3% | $84.82 | +11.0% | Call | 09061G101 |
| DASH | DOORDASH INC | 1,000 | $7.642M | 0.3% | — | — | Put | 25809K105 |
| — | CERENCE INC | 6,882,000 | $7.636M | 0.3% | $1.41 | — | NOTE 3.000% 6/0 | 156727AB5 |
| OVV | OVINTIV INC | 2,000 | $7.614M | 0.3% | — | — | Call | 69047Q102 |
| — | DISH NETWORK CORPORATION | 14,750,000 | $7.464M | 0.3% | $0.65 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | BLACKLINE INC | 7,400,000 | $7.399M | 0.3% | $1.10 | — | NOTE 0.125% 8/0 | 09239BAB5 |
| — | EVOLENT HEALTH INC | 4,291,000 | $7.379M | 0.3% | $1.59 | — | NOTE 3.500%12/0 | 30050BAF8 |
| LUV | SOUTHWEST AIRLS CO | 2,000 | $7.242M | 0.3% | $35.59 | -17.1% | Call | 844741108 |
| VOYA | VOYA FINANCIAL INC | 1,000 | $7.171M | 0.3% | — | — | Put | 929089100 |
| — | ARRAY TECHNOLOGIES INC | 6,000,000 | $6.909M | 0.3% | $1.02 | — | NOTE 1.000%12/0 | 04271TAB6 |
| — | LI AUTO INC | 5,000,000 | $6.904M | 0.3% | $1.38 | — | NOTE 0.250% 5/0 | 50202MAB8 |
| — | DROPBOX INC | 7,000,000 | $6.723M | 0.3% | $0.95 | — | NOTE 3/0 | 26210CAD6 |
| — | MICROSTRATEGY INC | 6,025,000 | $6.542M | 0.3% | $1.53 | — | NOTE 0.750%12/1 | 594972AC5 |
| WFC | WELLS FARGO CO NEW | 1,500 | $6.402M | 0.3% | $37.64 | 0.0% | Put | 949746101 |
| — | ALARM COM HLDGS INC | 7,222,000 | $6.177M | 0.2% | $0.85 | — | NOTE 1/1 | 011642AB1 |
| — | ALTERYX INC | 6,411,000 | $6.042M | 0.2% | $0.91 | — | NOTE 0.500% 8/0 | 02156BAD5 |
| — | SHAKE SHACK INC | 7,176,000 | $5.836M | 0.2% | $0.67 | — | NOTE 3/0 | 819047AB7 |
| — | FUBOTV INC | 10,108,000 | $5.831M | 0.2% | $0.32 | — | NOTE 3.250% 2/1 | 35953DAB0 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 650 | $5.823M | 0.2% | $70.59 | +4.6% | Call | 595017104 |
| — | WAYFAIR INC | 7,000,000 | $5.782M | 0.2% | $0.65 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | ENPHASE ENERGY INC | 6,000,000 | $5.645M | 0.2% | $0.94 | — | NOTE 3/0 | 29355AAH0 |
| — | AMYRIS INC | 30,546,000 | $5.624M | 0.2% | $0.32 | — | NOTE 1.500%11/1 | 03236MAJ0 |
| — | BENTLEY SYS INC | 5,500,000 | $4.979M | 0.2% | $0.81 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | MESA LABS INC | 5,388,000 | $4.737M | 0.2% | $0.91 | — | NOTE 1.375% 8/1 | 59064RAA7 |
| — | NUTANIX INC | 5,500,000 | $4.685M | 0.2% | $0.84 | — | NOTE 0.250%10/0 | 67059NAH1 |
| — | ACCURAY INC DEL | 4,185,000 | $4.118M | 0.2% | $0.98 | — | NOTE 3.750% 6/0 | 004397AK1 |
| — | 3D SYS CORP DEL | 5,150,000 | $3.922M | 0.2% | $0.76 | — | NOTE 11/1 | 88554DAD8 |
| — | WOLFSPEED INC | 5,000,000 | $3.865M | 0.2% | $0.77 | — | NOTE 0.250% 2/1 | 977852AB8 |
| — | GOL LINHAS AEREAS INTELIGENT | 6,647 | $3.629M | 0.1% | — | — | Put | 38045R206 |
| — | MITEK SYS INC | 3,500,000 | $2.998M | 0.1% | $0.86 | — | NOTE 0.750% 2/0 | 606710AA9 |
| — | KARYOPHARM THERAPEUTICS INC | 4,250,000 | $2.831M | 0.1% | $0.67 | — | NOTE 3.000%10/1 | 48576UAA4 |
| EEFT | EURONET WORLDWIDE INC | 23,804 | $2.794M | 0.1% | $137.26 | -18.5% | COM | 298736109 |
| — | REVANCE THERAPEUTICS INC | 2,383,000 | $2.527M | 0.1% | $1.09 | — | NOTE 1.750% 2/1 | 761330AB5 |
| — | FIVE9 INC | 2,600,000 | $2.515M | 0.1% | $0.93 | — | NOTE 0.500% 6/0 | 338307AD3 |
| WFC | WELLS FARGO CO NEW | 57,464 | $2.453M | 0.1% | $37.64 | 0.0% | COM | 949746101 |
| — | IMAX CORP | 2,542,000 | $2.336M | 0.1% | $0.84 | — | NOTE 0.500% 4/0 | 45245EAJ8 |
| — | PEGASYSTEMS INC | 2,500,000 | $2.294M | 0.1% | $0.81 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | COLLEGIUM PHARMACEUTICAL INC | 1,985,000 | $2.001M | 0.1% | $1.03 | — | NOTE 2.625% 2/1 | 19459JAA2 |
| CVNA | CARVANA CO | 750 | $1.944M | 0.1% | — | — | Put | 146869102 |
| KGC | KINROSS GOLD CORP | 4,000 | $1.908M | 0.1% | — | — | Call | 496902404 |
| — | GROUPON INC | 4,000,000 | $1.53M | 0.1% | $0.38 | — | NOTE 1.125% 3/1 | 399473AF4 |
| — | NEW YORK CMNTY BANCORP INC | 1,000 | $1.124M | 0.0% | — | — | Put | 649445103 |
| NKE | NIKE INC | 97 | $1.071M | 0.0% | — | — | Call | 654106103 |
| — | MICROSTRATEGY INC | 1,500,000 | $977K | 0.0% | $0.64 | — | NOTE 2/1 | 594972AE1 |
| — | ASCENDIS PHARMA A/S | 1,000,000 | $913K | 0.0% | $0.91 | — | NOTE 2.250% 4/0 | 04351PAD3 |
| — | KNIGHTSWAN ACQUISITION CORP | 75,000 | $793K | 0.0% | $10.03 | — | CL A COM | 499103109 |
| ARCC | ARES CAPITAL CORP | 31,854 | $599K | 0.0% | $14.38 | 0.0% | COM | 04010L103 |
| — | HEARTLAND MEDIA ACQUISITION | 49,725 | $524K | 0.0% | $9.95 | — | CL A COM | 42237V108 |
| RILY | B. RILEY FINANCIAL INC | 9,620 | $442K | 0.0% | $35.20 | 0.0% | COM | 05580M108 |
| — | KNIGHTSWAN ACQUISITION CORP | 37,499 | $396K | 0.0% | — | — | Call | 499103117 |
| — | ALPHA HEALTHCARE ACQU CORP I | 35,000 | $361K | 0.0% | $9.63 | — | CLASS A COM | 02073F104 |
| — | ATLANTICA SUSTAINABLE INFR P | 109 | $255K | 0.0% | — | — | Put | G0751N103 |
| OXY | OCCIDENTAL PETE CORP | 4,000 | $235K | 0.0% | $59.16 | -3.2% | COM | 674599105 |
| — | LIV CAPITAL ACQUISITN CORP I | 21,582 | $229K | 0.0% | — | — | Call | G5510R113 |
| — | HEARTLAND MEDIA ACQUISITION | 17,886 | $189K | 0.0% | — | — | Call | 42237V116 |
| — | MORINGA ACQUISITION CORP | 14,183 | $149K | 0.0% | — | — | Call | G6S23K124 |
| PUCKW | GOAL ACQUISITIONS CORP | 14,185 | $147K | 0.0% | — | — | Call | 38021H115 |
| — | STRATIM CLOUD ACQUISITION CO | 11,820 | $122K | 0.0% | — | — | Call | 86309R115 |
| — | TILRAY BRANDS INC | 70,673 | $110K | 0.0% | $1.56 | — | COM | 88688T100 |
| — | MOOLEC SCIENCE SA | 16,313 | $60,032 | 0.0% | — | — | Call | L64875112 |
| SLNWF | SELINA HOSPITALITY PLC | 21,662 | $22,095 | 0.0% | — | — | Call | G8059B119 |
| — | CANOPY GROWTH CORP | 21,168 | $10,796 | 0.0% | $0.51 | — | COM | 138035100 |