Location: Mill Valley, CA
CIK: 0001728201 · Show all filings
Period: Q4 2023 (← Previous) (Next →)
Filing Date: Feb 14, 2024
Total Value: $2.512B (42.0% shares, 58.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| OXY/WS | OCCIDENTAL PETE CORP | 7,900,000 | $299M | 11.9% | $38.20 | — | *W EXP 08/03/202 | 674599162 |
| EXEEW | CHESAPEAKE ENERGY CORP | 2,753,916 | $187M | 7.4% | $50.55 | — | *W EXP 02/09/202 | 165167164 |
| EXEEZ | CHESAPEAKE ENERGY CORP | 2,295,261 | $145M | 5.8% | $51.74 | — | *W EXP 02/09/202 | 165167172 |
| — | SNAP INC | 90,000,000 | $95.04M | 3.8% | $2.87 | — | NOTE 0.250% 5/0 | 83304AAD8 |
| — | ZILLOW GROUP INC | 70,000,000 | $94.75M | 3.8% | $1.58 | — | NOTE 0.750% 9/0 | 98954MAE1 |
| — | NICE SYS INC | 38,163,000 | $84.48M | 3.4% | $2.33 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| EXEEL | CHESAPEAKE ENERGY CORP | 1,294,187 | $76.76M | 3.1% | $48.95 | — | *W EXP 02/09/202 | 165167180 |
| — | ETSY INC | 65,000,000 | $75.04M | 3.0% | $2.07 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | AKAMAI TECHNOLOGIES INC | 50,000,000 | $63.75M | 2.5% | $1.27 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | PELOTON INTERACTIVE INC | 73,500,000 | $57.25M | 2.3% | $0.81 | — | NOTE 2/1 | 70614WAB6 |
| — | REPLIGEN CORP | 50,000,000 | $56.05M | 2.2% | $1.12 | — | NOTE 1.000%12/1 | 759916AC3 |
| — | DATADOG INC | 40,000,000 | $56.04M | 2.2% | $1.48 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | SPOTIFY USA INC | 60,590,000 | $53.47M | 2.1% | $0.86 | — | NOTE 3/1 | 84921RAB6 |
| CNX | CNX RES CORP | 2,512,300 | $50.25M | 2.0% | $12.01 | +77.5% | COM | 12653C108 |
| — | SPLUNK INC | 50,000,000 | $48.67M | 1.9% | $0.88 | — | NOTE 1.125% 6/1 | 848637AF1 |
| CCL | CARNIVAL CORP | 2,529,900 | $46.9M | 1.9% | $11.77 | +23.3% | UNIT 99/99/9999 | 143658300 |
| — | UNITY SOFTWARE INC | 55,250,000 | $46.19M | 1.8% | $0.76 | — | NOTE 11/1 | 91332UAB7 |
| — | GUARDANT HEALTH INC | 63,500,000 | $44.77M | 1.8% | $0.95 | — | NOTE 11/1 | 40131MAB5 |
| — | CHART INDS INC | 740,000 | $41.13M | 1.6% | $51.81 | — | 6.75DP CNV PFD B | 16115Q407 |
| — | RBC BEARINGS INC | 310,000 | $40.24M | 1.6% | $105.25 | — | 5% CNV PFD SR A | 75524B203 |
| — | ALNYLAM PHARMACEUTICALS INC | 40,500,000 | $39.99M | 1.6% | $0.94 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| CLVT 5.25 06/01/24 A | CLARIVATE PLC | 1,000,000 | $38.3M | 1.5% | $79.24 | — | 5.25% PFD CONV A | G21810208 |
| — | DISH NETWORK CORPORATION | 60,000,000 | $37.5M | 1.5% | $0.83 | — | NOTE 12/1 | 25470MAF6 |
| — | AFFIRM HLDGS INC | 41,300,000 | $33.97M | 1.4% | $0.60 | — | NOTE 11/1 | 00827BAB2 |
| — | ALARM COM HLDGS INC | 37,500,000 | $33.45M | 1.3% | $0.85 | — | NOTE 1/1 | 011642AB1 |
| — | GUIDEWIRE SOFTWARE INC | 29,500,000 | $32.49M | 1.3% | $1.03 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | VERADIGM INC | 32,250,000 | $32.49M | 1.3% | $1.22 | — | NOTE 0.875% 1/0 | 01988PAF5 |
| — | PROGRESS SOFTWARE CORP | 30,000,000 | $31.75M | 1.3% | $0.98 | — | NOTE 1.000% 4/1 | 743312AB6 |
| — | ENPHASE ENERGY INC | 16,500,000 | $27.98M | 1.1% | $2.46 | — | NOTE 0.250% 3/0 | 29355AAF4 |
| — | BLACKLINE INC | 31,000,000 | $27.67M | 1.1% | $0.84 | — | NOTE 3/1 | 09239BAD1 |
| FLR | FLUOR CORP NEW | 700,960 | $27.46M | 1.1% | $35.31 | +4.6% | COM | 343412102 |
| — | SHOPIFY INC | 26,563,000 | $25.18M | 1.0% | $0.87 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | ITRON INC | 25,000,000 | $23.14M | 0.9% | $0.86 | — | NOTE 3/1 | 465741AN6 |
| — | TELADOC HEALTH INC | 27,500,000 | $22.74M | 0.9% | $0.78 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| F | FORD MTR CO DEL | 1,721,538 | $20.99M | 0.8% | $9.85 | -2.3% | COM | 345370860 |
| — | CONFLUENT INC | 25,000,000 | $20.97M | 0.8% | $0.78 | — | NOTE 1/1 | 20717MAB9 |
| — | HAEMONETICS CORP MASS | 20,500,000 | $18.35M | 0.7% | $0.84 | — | NOTE 3/0 | 405024AB6 |
| — | JAMF HLDG CORP | 20,500,000 | $17.58M | 0.7% | $0.82 | — | NOTE 0.125% 9/0 | 47074LAB1 |
| — | INTEGRA LIFESCIENCES HLDGS C | 18,000,000 | $16.99M | 0.7% | $1.03 | — | NOTE 0.500% 8/1 | 457985AM1 |
| — | ON SEMICONDUCTOR CORP | 10,000,000 | $16.4M | 0.7% | $1.74 | — | NOTE 5/0 | 682189AS4 |
| — | PEGASYSTEMS INC | 17,500,000 | $16.25M | 0.6% | $1.10 | — | NOTE 0.750% 3/0 | 705573AB9 |
| — | BIGCOMMERCE HLDGS INC | 20,000,000 | $15.8M | 0.6% | $0.74 | — | NOTE 0.250%10/0 | 08975PAB4 |
| — | BENTLEY SYS INC | 17,500,000 | $15.74M | 0.6% | $0.77 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | VERINT SYSTEMS INC | 15,000,000 | $13.25M | 0.5% | $0.91 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | RAPID7 INC | 11,925,000 | $13.16M | 0.5% | $1.53 | — | NOTE 2.250% 5/0 | 753422AD6 |
| — | BRIDGEBIO PHARMA INC | 15,000,000 | $12.78M | 0.5% | $0.47 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | SMART GLOBAL HLDGS INC | 9,500,000 | $10.72M | 0.4% | $1.51 | — | NOTE 2.250% 2/1 | 83205YAB0 |
| — | TECHTARGET INC | 12,500,000 | $10.44M | 0.4% | $0.78 | — | NOTE 12/1 | 87874RAD2 |
| — | UGI CORP NEW | 174,000 | $10.26M | 0.4% | $104.18 | — | UNIT 06/01/2024 | 902681113 |
| CNK | CINEMARK HLDGS INC | 668,900 | $9.425M | 0.4% | $12.37 | +24.2% | COM | 17243V102 |
| — | EPR PPTYS | 440,000 | $9.372M | 0.4% | $18.70 | — | PFD C CV 5.75% | 26884U208 |
| NEE | NEXTERA ENERGY INC | 154,000 | $9.354M | 0.4% | $53.46 | 0.0% | COM | 65339F101 |
| — | EXACT SCIENCES CORP | 8,000,000 | $9.216M | 0.4% | $1.84 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | CABLE ONE INC | 10,500,000 | $8.962M | 0.4% | $0.81 | — | NOTE 3/1 | 12685JAE5 |
| — | MARCUS CORP DEL | 6,000,000 | $8.862M | 0.4% | $1.48 | — | NOTE 5.000% 9/1 | 566330AB2 |
| — | ENVESTNET INC | 9,000,000 | $8.424M | 0.3% | $0.87 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| — | CUTERA INC | 20,355,000 | $8.141M | 0.3% | $0.98 | — | NOTE 2.250% 3/1 | 232109AB4 |
| — | LUMENTUM HLDGS INC | 10,000,000 | $7.919M | 0.3% | $0.73 | — | NOTE 0.500% 6/1 | 55024UAF6 |
| — | VARONIS SYS INC | 5,000,000 | $7.66M | 0.3% | $1.95 | — | NOTE 1.250% 8/1 | 922280AB8 |
| — | PACIRA BIOSCIENCES INC | 8,000,000 | $7.415M | 0.3% | $0.93 | — | NOTE 0.750% 8/0 | 695127AF7 |
| — | PROS HOLDINGS INC | 7,500,000 | $7.331M | 0.3% | $1.03 | — | NOTE 1.000% 5/1 | 74346YAH6 |
| — | EXACT SCIENCES CORP | 7,500,000 | $7.294M | 0.3% | $1.08 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | WOLFSPEED INC | 142,800 | $6.213M | 0.2% | $43.51 | — | COM | 977852102 |
| COIN | COINBASE GLOBAL INC | 32,400 | $5.635M | 0.2% | $187.11 | -41.6% | COM CL A | 19260Q107 |
| ZD | ZIFF DAVIS INC | 70,100 | $4.71M | 0.2% | $90.13 | -29.7% | COM | 48123V102 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 43,000 | $4.146M | 0.2% | $95.47 | -7.3% | COM | 09061G101 |
| — | LIVEPERSON INC | 6,000,000 | $4.025M | 0.2% | $0.80 | — | NOTE 12/1 | 538146AD3 |
| — | RWT HLDGS INC | 4,250,000 | $3.992M | 0.2% | $0.94 | — | NOTE 5.750%10/0 | 749772AD1 |
| STX | SEAGATE TECHNOLOGY HLDNGS PL | 41,800 | $3.568M | 0.1% | $70.61 | 0.0% | ORD SHS | G7997R103 |
| — | BROOKDALE SR LIVING INC | 40,000 | $3.244M | 0.1% | $44.23 | — | UNIT 11/15/2025 | 112463302 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 25,900 | $3.186M | 0.1% | $121.17 | +3.0% | SHS USD | G50871105 |
| — | CLOUDFLARE INC | 3,500,000 | $3.156M | 0.1% | $0.85 | — | NOTE 8/1 | 18915MAC1 |
| — | CYTOKINETICS INC | 1,500,000 | $2.64M | 0.1% | $0.85 | — | NOTE 3.500% 7/0 | 23282WAC4 |
| — | INSMED INC | 2,250,000 | $2.41M | 0.1% | $1.00 | — | NOTE 1.750% 1/1 | 457669AA7 |
| — | RINGCENTRAL INC | 2,500,000 | $2.337M | 0.1% | $0.90 | — | NOTE 3/0 | 76680RAF4 |
| — | Q2 HLDGS INC | 2,500,000 | $2.258M | 0.1% | $0.91 | — | NOTE 0.125%11/1 | 74736LAF6 |
| — | CERIDIAN HCM HLDG INC | 2,500,000 | $2.256M | 0.1% | $0.88 | — | NOTE 0.250% 3/1 | 15677JAD0 |
| — | DEXCOM INC | 2,000,000 | $2.098M | 0.1% | $1.00 | — | NOTE 0.250%11/1 | 252131AK3 |
| — | CUTERA INC | 9,500,000 | $2.08M | 0.1% | $0.22 | — | NOTE 4.000% 6/0 | 232109AG3 |
| — | OKTA INC | 2,000,000 | $1.851M | 0.1% | $0.91 | — | NOTE 0.125% 9/0 | 679295AD7 |
| CLF | CLEVELAND-CLIFFS INC NEW | 73,000 | $1.491M | 0.1% | $20.89 | -18.0% | COM | 185899101 |
| — | EPR PPTYS | 50,000 | $1.406M | 0.1% | $25.68 | — | CONV PFD 9% SR E | 26884U307 |
| — | SPIRIT AIRLS INC | 2,000,000 | $1.396M | 0.1% | $0.84 | — | NOTE 1.000% 5/1 | 848577AB8 |
| — | WIX COM LTD | 1,500,000 | $1.364M | 0.1% | $0.87 | — | NOTE 8/1 | 92940WAD1 |
| — | SEMTECH CORP | 1,500,000 | $1.289M | 0.1% | $0.86 | — | NOTE 1.625%11/0 | 816850AF8 |
| — | REDWOOD TRUST INC | 1,203,000 | $1.191M | 0.0% | $0.98 | — | NOTE 5.625% 7/1 | 758075AD7 |
| — | ALGONQUIN PWR UTILS CORP | 50,000 | $1.113M | 0.0% | $22.27 | — | UNIT 06/15/2024 | 015857873 |
| BAX | BAXTER INTL INC | 25,000 | $967K | 0.0% | $40.15 | -16.3% | COM | 071813109 |
| ADNT | ADIENT PLC | 26,500 | $964K | 0.0% | $25.89 | +32.6% | ORD SHS | G0084W101 |
| RPAY | REPAY HLDGS CORP | 112,500 | $961K | 0.0% | $21.90 | -67.8% | COM CL A | 76029L100 |
| ASTLW | ALGOMA STL GROUP INC | 414,191 | $750K | 0.0% | $1.04 | — | *W EXP 10/19/202 | 015658115 |
| — | IMMATICS N.V | 252,741 | $738K | 0.0% | $3.58 | — | *W EXP 07/01/202 | N44445117 |
| EEFT | EURONET WORLDWIDE INC | 6,600 | $670K | 0.0% | $128.57 | -33.7% | COM | 298736109 |
| — | NIKOLA CORP | 500,000 | $596K | 0.0% | $1.19 | — | NOTE 8.250%12/1 | 654110AG0 |
| CPRI | CAPRI HOLDINGS LIMITED | 10,347 | $520K | 0.0% | $49.89 | 0.0% | SHS | G1890L107 |
| GT | GOODYEAR TIRE & RUBR CO | 30,000 | $430K | 0.0% | $11.09 | +19.8% | COM | 382550101 |
| OMF | ONEMAIN HLDGS INC | 8,426 | $415K | 0.0% | $40.79 | 0.0% | COM | 68268W103 |
| SATS | ECHOSTAR CORP | 22,500 | $373K | 0.0% | $30.37 | -57.6% | CL A | 278768106 |
| CGC | CANOPY GROWTH CORP | 70,000 | $357K | 0.0% | $5.96 | 0.0% | COM NEW | 138035704 |
| OI | O-I GLASS INC | 20,000 | $328K | 0.0% | $9.82 | +56.9% | COM | 67098H104 |
| GCMGW | GCM GROSVENOR INC | 243,290 | $87,584 | 0.0% | $1.22 | — | *W EXP 11/17/202 | 36831E116 |
| ALUR/WS | ALLURION TECHNOLOGIES INC | 122,500 | $55,125 | 0.0% | $0.91 | — | *W EXP 08/01/203 | 02008G110 |
| BFLYW | BUTTERFLY NETWORK INC | 49,393 | $1,729 | 0.0% | $6.45 | — | *W EXP 02/12/202 | 124155110 |