Location: Mill Valley, CA
CIK: 0001728201 · Show all filings
Period: Q3 2023 (← Previous) (Next →)
Filing Date: Nov 15, 2023
Total Value: $2.637B (45.8% shares, 54.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| OXY/WS | OCCIDENTAL PETE CORP | 7,328,874 | $316M | 12.0% | $38.23 | — | *W EXP 08/03/202 | 674599162 |
| EXEEW | CHESAPEAKE ENERGY CORP | 2,997,305 | $231M | 8.8% | $50.55 | — | *W EXP 02/09/202 | 165167164 |
| EXEEZ | CHESAPEAKE ENERGY CORP | 2,295,261 | $168M | 6.4% | $51.74 | — | *W EXP 02/09/202 | 165167172 |
| — | AKAMAI TECHNOLOGIES INC | 90,400,000 | $107M | 4.1% | $1.27 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| EXEEL | CHESAPEAKE ENERGY CORP | 1,294,187 | $89.57M | 3.4% | $48.95 | — | *W EXP 02/09/202 | 165167180 |
| — | NISOURCE INC | 900,000 | $87.7M | 3.3% | $113.32 | — | UNIT 12/01/2023 | 65473P121 |
| — | SNAP INC | 90,000,000 | $83.25M | 3.2% | $2.87 | — | NOTE 0.250% 5/0 | 83304AAD8 |
| — | ZILLOW GROUP INC | 70,000,000 | $81.94M | 3.1% | $1.58 | — | NOTE 0.750% 9/0 | 98954MAE1 |
| — | NICE SYS INC | 38,163,000 | $77.28M | 2.9% | $2.33 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| CNX | CNX RES CORP | 2,512,300 | $56.73M | 2.2% | $12.01 | +72.6% | COM | 12653C108 |
| — | PELOTON INTERACTIVE INC | 73,500,000 | $55.68M | 2.1% | $0.81 | — | NOTE 2/1 | 70614WAB6 |
| — | SPOTIFY USA INC | 60,590,000 | $51.72M | 2.0% | $0.86 | — | NOTE 3/1 | 84921RAB6 |
| — | CHART INDS INC | 740,000 | $49.34M | 1.9% | $51.81 | — | 6.75DP CNV PFD B | 16115Q407 |
| — | GUARDANT HEALTH INC | 68,500,000 | $47.44M | 1.8% | $0.95 | — | NOTE 11/1 | 40131MAB5 |
| — | SPLUNK INC | 50,000,000 | $47.42M | 1.8% | $0.88 | — | NOTE 1.125% 6/1 | 848637AF1 |
| — | DATADOG INC | 40,000,000 | $47.14M | 1.8% | $1.48 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | UNITY SOFTWARE INC | 55,000,000 | $43.81M | 1.7% | $0.76 | — | NOTE 11/1 | 91332UAB7 |
| — | ETSY INC | 95,000,000 | $43.42M | 1.6% | $2.07 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | REPLIGEN CORP | 60,500,000 | $39.14M | 1.5% | $2.10 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | DISH NETWORK CORPORATION | 52,000,000 | $34.97M | 1.3% | $0.86 | — | NOTE 12/1 | 25470MAF6 |
| — | ALARM COM HLDGS INC | 40,000,000 | $34.76M | 1.3% | $0.85 | — | NOTE 1/1 | 011642AB1 |
| — | RBC BEARINGS INC | 310,000 | $34.13M | 1.3% | $105.25 | — | 5% CNV PFD SR A | 75524B203 |
| — | BLACKLINE INC | 38,500,000 | $33.35M | 1.3% | $0.84 | — | NOTE 3/1 | 09239BAD1 |
| — | GUIDEWIRE SOFTWARE INC | 32,500,000 | $33.09M | 1.3% | $1.03 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | AFFIRM HLDGS INC | 41,300,000 | $31.03M | 1.2% | $0.60 | — | NOTE 11/1 | 00827BAB2 |
| — | PROGRESS SOFTWARE CORP | 30,000,000 | $31.02M | 1.2% | $0.98 | — | NOTE 1.000% 4/1 | 743312AB6 |
| CLVT 5.25 06/01/24 A | CLARIVATE PLC | 1,000,000 | $29.23M | 1.1% | $79.24 | — | 5.25% PFD CONV A | G21810208 |
| — | CHART INDS INC | 10,000,000 | $29.09M | 1.1% | $2.16 | — | NOTE 1.000%11/1 | 16115QAE0 |
| — | ALNYLAM PHARMACEUTICALS INC | 30,000,000 | $27.82M | 1.1% | $0.93 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| F | FORD MTR CO DEL | 2,236,900 | $27.78M | 1.1% | $9.85 | +12.6% | COM | 345370860 |
| — | VERADIGM INC | 24,000,000 | $27.17M | 1.0% | $1.29 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| CCL | CARNIVAL CORP | 1,857,900 | $25.49M | 1.0% | $10.78 | +53.8% | COMMON STOCK | 143658300 |
| — | UNITED STATES STL CORP | 10,000,000 | $24.68M | 0.9% | $1.50 | — | NOTE 5.000%11/0 | 912909AT5 |
| — | SHOPIFY INC | 26,563,000 | $23.81M | 0.9% | $0.87 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | ENPHASE ENERGY INC | 14,550,000 | $23.29M | 0.9% | $2.56 | — | NOTE 0.250% 3/0 | 29355AAF4 |
| — | ITRON INC | 25,000,000 | $21.63M | 0.8% | $0.86 | — | NOTE 3/1 | 465741AN6 |
| — | TELADOC HEALTH INC | 25,000,000 | $20.05M | 0.8% | $0.77 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | INTEGRA LIFESCIENCES HLDGS C | 20,000,000 | $18.34M | 0.7% | $1.03 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | HAEMONETICS CORP MASS | 20,500,000 | $17.89M | 0.7% | $0.84 | — | NOTE 3/0 | 405024AB6 |
| — | JAMF HLDG CORP | 20,500,000 | $17.27M | 0.7% | $0.82 | — | NOTE 0.125% 9/0 | 47074LAB1 |
| — | PEGASYSTEMS INC | 17,500,000 | $16.08M | 0.6% | $1.10 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | BIGCOMMERCE HLDGS INC | 20,000,000 | $15.83M | 0.6% | $0.74 | — | NOTE 0.250%10/0 | 08975PAB4 |
| — | BENTLEY SYS INC | 17,500,000 | $15.21M | 0.6% | $0.77 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | BRIDGEBIO PHARMA INC | 20,000,000 | $15M | 0.6% | $0.47 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | CONFLUENT INC | 17,500,000 | $14.36M | 0.5% | $0.76 | — | NOTE 1/1 | 20717MAB9 |
| — | UGI CORP NEW | 237,000 | $13.54M | 0.5% | $104.18 | — | UNIT 06/01/2024 | 902681113 |
| — | VERINT SYSTEMS INC | 15,000,000 | $12.88M | 0.5% | $0.91 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | SMART GLOBAL HLDGS INC | 9,500,000 | $12.79M | 0.5% | $1.51 | — | NOTE 2.250% 2/1 | 83205YAB0 |
| — | RAPID7 INC | 11,925,000 | $12.28M | 0.5% | $1.53 | — | NOTE 2.250% 5/0 | 753422AD6 |
| CNK | CINEMARK HLDGS INC | 668,900 | $12.27M | 0.5% | $12.37 | +33.7% | COM | 17243V102 |
| FLR | FLUOR CORP NEW | 331,267 | $12.16M | 0.5% | $33.49 | 0.0% | COM | 343412102 |
| — | EXACT SCIENCES CORP | 10,335,000 | $11.34M | 0.4% | $1.84 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | ON SEMICONDUCTOR CORP | 6,000,000 | $10.83M | 0.4% | $1.80 | — | NOTE 5/0 | 682189AS4 |
| — | SEAGEN INC | 50,000 | $10.61M | 0.4% | $212.15 | — | COM | 81181C104 |
| — | TECHTARGET INC | 12,500,000 | $10.06M | 0.4% | $0.78 | — | NOTE 12/1 | 87874RAD2 |
| — | CUTERA INC | 13,355,000 | $9.549M | 0.4% | $1.28 | — | NOTE 2.250% 3/1 | 232109AB4 |
| — | ACTIVISION BLIZZARD INC | 100,000 | $9.363M | 0.4% | $86.76 | — | COM | 00507V109 |
| — | CABLE ONE INC | 10,500,000 | $8.642M | 0.3% | $0.81 | — | NOTE 3/1 | 12685JAE5 |
| — | EPR PPTYS | 440,000 | $8.219M | 0.3% | $18.70 | — | PFD C CV 5.75% | 26884U208 |
| — | LUMENTUM HLDGS INC | 10,000,000 | $7.313M | 0.3% | $0.73 | — | NOTE 0.500% 6/1 | 55024UAF6 |
| — | PROS HOLDINGS INC | 7,500,000 | $7.285M | 0.3% | $1.03 | — | NOTE 1.000% 5/1 | 74346YAH6 |
| — | PACIRA BIOSCIENCES INC | 8,000,000 | $7.235M | 0.3% | $0.93 | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | ENVESTNET INC | 7,500,000 | $6.944M | 0.3% | $0.86 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| — | EXACT SCIENCES CORP | 7,500,000 | $6.825M | 0.3% | $1.08 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| ZD | ZIFF DAVIS INC | 106,900 | $6.808M | 0.3% | $90.13 | -23.9% | COM | 48123V102 |
| — | VARONIS SYS INC | 5,000,000 | $5.865M | 0.2% | $1.95 | — | NOTE 1.250% 8/1 | 922280AB8 |
| — | INSMED INC | 5,000,000 | $4.985M | 0.2% | $0.83 | — | NOTE 0.750% 6/0 | 457669AB5 |
| — | REDWOOD TRUST INC | 4,643,000 | $4.597M | 0.2% | $0.98 | — | NOTE 5.625% 7/1 | 758075AD7 |
| — | LIVEPERSON INC | 6,000,000 | $4.521M | 0.2% | $0.80 | — | NOTE 12/1 | 538146AD3 |
| — | RWT HLDGS INC | 4,250,000 | $3.954M | 0.1% | $0.94 | — | NOTE 5.750%10/0 | 749772AD1 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 43,000 | $3.805M | 0.1% | $95.47 | -6.8% | COM | 09061G101 |
| — | LIBERTY MEDIA CORP DEL | 3,000,000 | $3.309M | 0.1% | $1.19 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | CLOUDFLARE INC | 3,500,000 | $2.993M | 0.1% | $0.85 | — | NOTE 8/1 | 18915MAC1 |
| — | CYTOKINETICS INC | 3,000,000 | $2.559M | 0.1% | $0.85 | — | NOTE 3.500% 7/0 | 23282WAC4 |
| COIN | COINBASE GLOBAL INC | 32,375 | $2.431M | 0.1% | $187.11 | -55.0% | COM CL A | 19260Q107 |
| — | BROOKDALE SR LIVING INC | 40,000 | $2.417M | 0.1% | $44.23 | — | UNIT 11/15/2025 | 112463302 |
| — | CONMED CORP | 2,500,000 | $2.393M | 0.1% | $0.96 | — | NOTE 2.250% 6/1 | 207410AH4 |
| UBER | UBER TECHNOLOGIES INC | 51,027 | $2.347M | 0.1% | $42.71 | +7.0% | COM | 90353T100 |
| — | RINGCENTRAL INC | 2,500,000 | $2.317M | 0.1% | $0.90 | — | NOTE 3/0 | 76680RAF4 |
| — | INSMED INC | 2,250,000 | $2.236M | 0.1% | $1.00 | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | CERIDIAN HCM HLDG INC | 2,500,000 | $2.211M | 0.1% | $0.88 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | Q2 HLDGS INC | 2,500,000 | $2.209M | 0.1% | $0.91 | — | NOTE 0.125%11/1 | 74736LAF6 |
| — | OKTA INC | 2,000,000 | $1.821M | 0.1% | $0.91 | — | NOTE 0.125% 9/0 | 679295AD7 |
| — | BLACKSTONE MORTGAGE TRUST IN | 2,000,000 | $1.789M | 0.1% | $0.79 | — | NOTE 5.500% 3/1 | 09257WAE0 |
| — | SPIRIT AIRLS INC | 2,000,000 | $1.673M | 0.1% | $0.84 | — | NOTE 1.000% 5/1 | 848577AB8 |
| — | WAYFAIR INC | 2,000,000 | $1.645M | 0.1% | $0.82 | — | NOTE 1.000% 8/1 | 94419LAF8 |
| — | WIX COM LTD | 1,500,000 | $1.336M | 0.1% | $0.87 | — | NOTE 8/1 | 92940WAD1 |
| — | EPR PPTYS | 50,000 | $1.281M | 0.0% | $25.68 | — | CONV PFD 9% SR E | 26884U307 |
| CLF | CLEVELAND-CLIFFS INC NEW | 73,000 | $1.141M | 0.0% | $20.89 | -25.2% | COM | 185899101 |
| ADNT | ADIENT PLC | 26,500 | $973K | 0.0% | $25.89 | +54.0% | ORD SHS | G0084W101 |
| BAX | BAXTER INTL INC | 25,000 | $944K | 0.0% | $40.15 | 0.0% | COM | 071813109 |
| — | IMMATICS N.V | 252,741 | $895K | 0.0% | $3.58 | — | *W EXP 07/01/202 | N44445117 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 6,600 | $854K | 0.0% | $110.58 | +20.5% | SHS USD | G50871105 |
| RPAY | REPAY HLDGS CORP | 112,500 | $854K | 0.0% | $21.90 | -61.9% | COM CL A | 76029L100 |
| — | DEXCOM INC | 889,000 | $842K | 0.0% | $0.95 | — | NOTE 0.250%11/1 | 252131AK3 |
| EEFT | EURONET WORLDWIDE INC | 6,600 | $524K | 0.0% | $128.57 | -27.7% | COM | 298736109 |
| ASTLW | ALGOMA STL GROUP INC | 414,191 | $505K | 0.0% | $1.04 | — | *W EXP 10/19/202 | 015658115 |
| — | CANOPY GROWTH CORP | 500,000 | $387K | 0.0% | $0.77 | — | COM | 138035100 |
| SATS | ECHOSTAR CORP | 22,500 | $377K | 0.0% | $30.37 | -37.8% | CL A | 278768106 |
| GT | GOODYEAR TIRE & RUBR CO | 30,000 | $373K | 0.0% | $11.09 | +22.5% | COM | 382550101 |
| OI | O-I GLASS INC | 20,000 | $335K | 0.0% | $9.82 | +104.8% | COM | 67098H104 |
| ALUR/WS | ALLURION TECHNOLOGIES INC | 122,500 | $111K | 0.0% | $0.91 | — | *W EXP 07/31/202 | 02008G110 |
| GCMGW | GCM GROSVENOR INC | 243,290 | $73,522 | 0.0% | $1.22 | — | *W EXP 11/17/202 | 36831E116 |
| — | NOGIN INC | 94,630 | $52,898 | 0.0% | $1.31 | — | COM NEW | 65528N204 |
| BFLYW | BUTTERFLY NETWORK INC | 49,393 | $3,270 | 0.0% | $6.45 | — | *W EXP 02/12/202 | 124155110 |