CIK: 0001728201 · Show all filings
Period: Q1 2024 (← Previous) (Next →)
Filing Date: May 13, 2024
Total Value ($000): $2,691,124 (48.7% shares, 51.3% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| OXY/WS | OCCIDENTAL PETE CORP | 8,000,000 | $344,800 | 12.8% | $38.26 | — | *W EXP 08/03/202 | 674599162 |
| EXEEW | CHESAPEAKE ENERGY CORP | 2,753,916 | $225,669 | 8.4% | $50.55 | — | *W EXP 02/09/202 | 165167164 |
| EXEEZ | CHESAPEAKE ENERGY CORP | 2,295,261 | $176,769 | 6.6% | $51.74 | — | *W EXP 02/09/202 | 165167172 |
| — | SOUTHERN CO | 100,000,000 | $99,625 | 3.7% | $1.00 | — | NOTE 3.875%12/1 | 842587DP9 |
| EXEEL | CHESAPEAKE ENERGY CORP | 1,294,187 | $94,129 | 3.5% | $48.95 | — | *W EXP 02/09/202 | 165167180 |
| — | SNAP INC | 90,000,000 | $87,570 | 3.3% | $2.87 | — | NOTE 0.250% 5/0 | 83304AAD8 |
| — | ZILLOW GROUP INC | 70,000,000 | $82,729 | 3.1% | $1.58 | — | NOTE 0.750% 9/0 | 98954MAE1 |
| — | ALLIANT ENERGY CORP | 70,000,000 | $69,195 | 2.6% | $0.99 | — | NOTE 3.875% 3/1 | 018802AC2 |
| — | ETSY INC | 65,000,000 | $69,030 | 2.6% | $2.07 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | PELOTON INTERACTIVE INC | 73,500,000 | $62,284 | 2.3% | $0.81 | — | NOTE 2/1 | 70614WAB6 |
| — | SPOTIFY USA INC | 65,590,000 | $60,376 | 2.2% | $0.86 | — | NOTE 3/1 | 84921RAB6 |
| CNX | CNX RES CORP | 2,512,300 | $59,592 | 2.2% | $12.01 | +72.8% | COM | 12653C108 |
| — | AKAMAI TECHNOLOGIES INC | 50,000,000 | $59,225 | 2.2% | $1.27 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | CHART INDS INC | 815,000 | $52,331 | 1.9% | $52.95 | — | 6.75DP CNV PFD B | 16115Q407 |
| CCL | CARNIVAL CORP | 3,033,900 | $49,574 | 1.8% | $12.52 | +29.9% | UNIT 99/99/9999 | 143658300 |
| — | UNITY SOFTWARE INC | 55,250,000 | $47,101 | 1.8% | $0.76 | — | NOTE 11/1 | 91332UAB7 |
| — | RBC BEARINGS INC | 385,000 | $47,005 | 1.7% | $108.53 | — | 5% CNV PFD SR A | 75524B203 |
| — | ALBEMARLE CORP | 782,000 | $46,138 | 1.7% | $59.00 | — | 7.25% DEP SHS A | 012653200 |
| — | DATADOG INC | 32,500,000 | $45,955 | 1.7% | $1.48 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | GUARDANT HEALTH INC | 60,000,000 | $41,064 | 1.5% | $0.95 | — | NOTE 11/1 | 40131MAB5 |
| — | UBER TECHNOLOGIES INC | 35,000,000 | $39,463 | 1.5% | $1.13 | — | NOTE 12/1 | 90353TAJ9 |
| — | ALARM COM HLDGS INC | 37,500,000 | $34,519 | 1.3% | $0.85 | — | NOTE 1/1 | 011642AB1 |
| — | AFFIRM HLDGS INC | 41,300,000 | $34,382 | 1.3% | $0.60 | — | NOTE 11/1 | 00827BAB2 |
| — | ALNYLAM PHARMACEUTICALS INC | 35,000,000 | $33,071 | 1.2% | $0.94 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| — | PROGRESS SOFTWARE CORP | 30,000,000 | $31,200 | 1.2% | $0.98 | — | NOTE 1.000% 4/1 | 743312AB6 |
| CLVT 5.25 06/01/24 A | CLARIVATE PLC | 1,000,000 | $29,720 | 1.1% | $79.24 | — | 5.25% PFD CONV A | G21810208 |
| FLR | FLUOR CORP NEW | 700,960 | $29,637 | 1.1% | $35.31 | +8.7% | COM | 343412102 |
| — | BLACKLINE INC | 31,000,000 | $28,204 | 1.0% | $0.84 | — | NOTE 3/1 | 09239BAD1 |
| NEE | NEXTERA ENERGY INC | 426,900 | $27,283 | 1.0% | $54.70 | +1.3% | COM | 65339F101 |
| — | ENPHASE ENERGY INC | 16,500,000 | $25,978 | 1.0% | $2.46 | — | NOTE 0.250% 3/0 | 29355AAF4 |
| — | GUIDEWIRE SOFTWARE INC | 22,150,000 | $25,661 | 1.0% | $1.03 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | SHOPIFY INC | 26,563,000 | $25,288 | 0.9% | $0.87 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | TELADOC HEALTH INC | 27,500,000 | $23,238 | 0.9% | $0.78 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | CONFLUENT INC | 25,000,000 | $21,533 | 0.8% | $0.78 | — | NOTE 1/1 | 20717MAB9 |
| — | ON SEMICONDUCTOR CORP | 13,000,000 | $19,156 | 0.7% | $1.68 | — | NOTE 5/0 | 682189AS4 |
| — | JAMF HLDG CORP | 20,500,000 | $18,386 | 0.7% | $0.82 | — | NOTE 0.125% 9/0 | 47074LAB1 |
| — | DISH NETWORK CORPORATION | 25,000,000 | $18,375 | 0.7% | $0.83 | — | NOTE 12/1 | 25470MAF6 |
| — | FRESHPET INC | 10,000,000 | $17,983 | 0.7% | $1.80 | — | NOTE 3.000% 4/0 | 358039AB1 |
| — | BIGCOMMERCE HLDGS INC | 20,000,000 | $16,550 | 0.6% | $0.74 | — | NOTE 0.250%10/0 | 08975PAB4 |
| — | CABLE ONE INC | 18,500,000 | $16,206 | 0.6% | $0.84 | — | NOTE 3/1 | 12685JAE5 |
| — | BENTLEY SYS INC | 17,500,000 | $15,782 | 0.6% | $0.77 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| F | FORD MTR CO DEL | 1,162,738 | $15,441 | 0.6% | $9.85 | +8.5% | COM | 345370860 |
| CNK | CINEMARK HLDGS INC | 808,251 | $14,524 | 0.5% | $12.92 | +20.5% | COM | 17243V102 |
| — | PPL CAP FDG INC | 15,000,000 | $14,411 | 0.5% | $0.96 | — | NOTE 2.875% 3/1 | 69352PAS2 |
| — | VERINT SYSTEMS INC | 15,000,000 | $14,138 | 0.5% | $0.91 | — | NOTE 0.250% 4/1 | 92343XAC4 |
| — | ASCENDIS PHARMA A/S | 11,500,000 | $13,289 | 0.5% | $1.16 | — | NOTE 2.250% 4/0 | 04351PAD3 |
| — | SMART GLOBAL HLDGS INC | 9,500,000 | $13,238 | 0.5% | $1.51 | — | NOTE 2.250% 2/1 | 83205YAB0 |
| — | BRIDGEBIO PHARMA INC | 15,000,000 | $12,290 | 0.5% | $0.47 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | RAPID7 INC | 11,925,000 | $12,274 | 0.5% | $1.53 | — | NOTE 2.250% 5/0 | 753422AD6 |
| — | RIVIAN AUTOMOTIVE INC | 15,000,000 | $12,083 | 0.4% | $0.81 | — | NOTE 4.625% 3/1 | 76954AAB9 |
| — | LUMENTUM HLDGS INC | 15,000,000 | $11,651 | 0.4% | $0.75 | — | NOTE 0.500% 6/1 | 55024UAF6 |
| — | MANNKIND CORP | 10,000,000 | $11,287 | 0.4% | $1.13 | — | NOTE 2.500% 3/0 | 56400PAQ5 |
| WDC | WESTERN DIGITAL CORP. | 153,200 | $10,454 | 0.4% | $43.62 | 0.0% | COM | 958102105 |
| — | LIBERTY MEDIA CORP DEL | 350,000 | $10,395 | 0.4% | $29.70 | — | COM LBTY SRM S A | 531229813 |
| — | UGI CORP NEW | 174,000 | $10,116 | 0.4% | $104.18 | — | UNIT 06/01/2024 | 902681113 |
| — | DISCOVER FINL SVCS | 75,000 | $9,832 | 0.4% | $131.09 | — | COM | 254709108 |
| — | ENVESTNET INC | 9,000,000 | $8,771 | 0.3% | $0.87 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| — | MARCUS CORP DEL | 6,000,000 | $8,640 | 0.3% | $1.48 | — | NOTE 5.000% 9/1 | 566330AB2 |
| COIN | COINBASE GLOBAL INC | 32,400 | $8,590 | 0.3% | $187.11 | -3.8% | COM CL A | 19260Q107 |
| — | EPR PPTYS | 440,000 | $8,342 | 0.3% | $18.70 | — | PFD C CV 5.75% | 26884U208 |
| — | CUTERA INC | 20,355,000 | $7,938 | 0.3% | $0.98 | — | NOTE 2.250% 3/1 | 232109AB4 |
| — | VARONIS SYS INC | 5,000,000 | $7,930 | 0.3% | $1.95 | — | NOTE 1.250% 8/1 | 922280AB8 |
| — | PACIRA BIOSCIENCES INC | 8,000,000 | $7,620 | 0.3% | $0.93 | — | NOTE 0.750% 8/0 | 695127AF7 |
| STX | SEAGATE TECHNOLOGY HLDNGS PL | 79,400 | $7,388 | 0.3% | $76.90 | +9.1% | ORD SHS | G7997R103 |
| — | PROS HOLDINGS INC | 7,500,000 | $7,331 | 0.3% | $1.03 | — | NOTE 1.000% 5/1 | 74346YAH6 |
| — | INTEGER HLDGS CORP | 5,000,000 | $7,240 | 0.3% | $1.45 | — | NOTE 2.125% 2/1 | 45826HAB5 |
| — | MACOM TECH SOLUTIONS HLDGS I | 5,000,000 | $6,328 | 0.2% | $1.27 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| — | EXACT SCIENCES CORP | 6,000,000 | $5,749 | 0.2% | $1.08 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | WOLFSPEED INC | 163,800 | $4,832 | 0.2% | $41.71 | — | COM | 977852102 |
| — | BRIGHTSPRING HEALTH SVCS INC | 100,000 | $4,508 | 0.2% | $45.08 | — | UNIT 02/01/2027 | 10950A205 |
| — | EXACT SCIENCES CORP | 4,000,000 | $4,486 | 0.2% | $1.84 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| ZD | ZIFF DAVIS INC | 70,100 | $4,419 | 0.2% | $90.13 | -26.3% | COM | 48123V102 |
| — | RWT HLDGS INC | 4,250,000 | $4,123 | 0.2% | $0.94 | — | NOTE 5.750%10/0 | 749772AD1 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 43,000 | $3,756 | 0.1% | $95.47 | -6.2% | COM | 09061G101 |
| — | LIVEPERSON INC | 9,400,000 | $3,666 | 0.1% | $0.65 | — | NOTE 12/1 | 538146AD3 |
| — | CLOUDFLARE INC | 3,500,000 | $3,289 | 0.1% | $0.85 | — | NOTE 8/1 | 18915MAC1 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 25,900 | $3,119 | 0.1% | $121.17 | +1.1% | SHS USD | G50871105 |
| — | BENTLEY SYS INC | 2,500,000 | $2,521 | 0.1% | $1.01 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| — | CYTOKINETICS INC | 1,500,000 | $2,385 | 0.1% | $0.85 | — | NOTE 3.500% 7/0 | 23282WAC4 |
| — | HAEMONETICS CORP MASS | 2,500,000 | $2,308 | 0.1% | $0.84 | — | NOTE 3/0 | 405024AB6 |
| — | CUTERA INC | 9,500,000 | $2,108 | 0.1% | $0.22 | — | NOTE 4.000% 6/0 | 232109AG3 |
| PSN | PARSONS CORP DEL | 22,000 | $1,825 | 0.1% | $72.90 | 0.0% | COM | 70202L102 |
| CLF | CLEVELAND-CLIFFS INC NEW | 73,000 | $1,660 | 0.1% | $20.89 | -5.1% | COM | 185899101 |
| — | SEMTECH CORP | 1,500,000 | $1,482 | 0.1% | $0.86 | — | NOTE 1.625%11/0 | 816850AF8 |
| — | EPR PPTYS | 50,000 | $1,353 | 0.1% | $25.68 | — | CONV PFD 9% SR E | 26884U307 |
| — | REDWOOD TRUST INC | 1,203,000 | $1,210 | 0.0% | $0.98 | — | NOTE 5.625% 7/1 | 758075AD7 |
| — | ALGONQUIN PWR UTILS CORP | 50,000 | $1,072 | 0.0% | $22.27 | — | UNIT 06/15/2024 | 015857873 |
| BAX | BAXTER INTL INC | 25,000 | $1,069 | 0.0% | $40.15 | -3.1% | COM | 071813109 |
| — | SPIRIT AIRLS INC | 2,000,000 | $943 | 0.0% | $0.84 | — | NOTE 1.000% 5/1 | 848577AB8 |
| ADNT | ADIENT PLC | 26,500 | $872 | 0.0% | $25.89 | +31.5% | ORD SHS | G0084W101 |
| RPAY | REPAY HLDGS CORP | 78,100 | $859 | 0.0% | $21.90 | -59.6% | COM CL A | 76029L100 |
| EEFT | EURONET WORLDWIDE INC | 6,600 | $726 | 0.0% | $128.57 | -18.4% | COM | 298736109 |
| — | IMMATICS N.V | 252,741 | $657 | 0.0% | $3.58 | — | *W EXP 07/01/202 | N44445117 |
| ASTLW | ALGOMA STL GROUP INC | 414,191 | $567 | 0.0% | $1.04 | — | *W EXP 10/19/202 | 015658115 |
| CPRI | CAPRI HOLDINGS LIMITED | 12,500 | $566 | 0.0% | $49.50 | -3.7% | SHS | G1890L107 |
| GCMGW | GCM GROSVENOR INC | 985,000 | $473 | 0.0% | $0.66 | — | *W EXP 11/17/202 | 36831E116 |
| OMF | ONEMAIN HLDGS INC | 8,426 | $430 | 0.0% | $40.79 | +17.1% | COM | 68268W103 |
| GT | GOODYEAR TIRE & RUBR CO | 30,000 | $412 | 0.0% | $11.09 | +17.9% | COM | 382550101 |
| OI | O-I GLASS INC | 20,000 | $332 | 0.0% | $9.82 | +61.0% | COM | 67098H104 |
| ALUR/WS | ALLURION TECHNOLOGIES INC | 122,500 | $31 | 0.0% | $0.91 | — | *W EXP 08/01/203 | 02008G110 |
| BFLYW | BUTTERFLY NETWORK INC | 49,393 | $2 | 0.0% | $6.45 | — | *W EXP 02/12/202 | 124155110 |