CIK: 0001728201 · Show all filings
Period: Q2 2024 (← Previous) (Next →)
Filing Date: Aug 12, 2024
Total Value ($000): $2,748,719 (44.5% shares, 55.5% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| OXY/WS | OCCIDENTAL PETE CORP | 8,000,000 | $329,280 | 12.0% | $38.26 | — | *W EXP 08/03/202 | 674599162 |
| EXEEW | CHESAPEAKE ENERGY CORP | 2,753,916 | $203,397 | 7.4% | $50.55 | — | *W EXP 02/09/202 | 165167164 |
| EXEEZ | CHESAPEAKE ENERGY CORP | 2,295,261 | $158,544 | 5.8% | $51.74 | — | *W EXP 02/09/202 | 165167172 |
| — | SOUTHERN CO | 90,000,000 | $92,043 | 3.3% | $1.00 | — | NOTE 3.875%12/1 | 842587DP9 |
| — | ZILLOW GROUP INC | 80,000,000 | $86,934 | 3.2% | $1.52 | — | NOTE 0.750% 9/0 | 98954MAE1 |
| — | ALNYLAM PHARMACEUTICALS INC | 80,000,000 | $86,400 | 3.1% | $1.02 | — | NOTE 1.000% 9/1 | 02043QAB3 |
| EXEEL | CHESAPEAKE ENERGY CORP | 1,294,187 | $84,076 | 3.1% | $48.95 | — | *W EXP 02/09/202 | 165167180 |
| — | DUKE ENERGY CORP NEW | 80,000,000 | $80,165 | 2.9% | $1.00 | — | NOTE 4.125% 4/1 | 26441CBY0 |
| — | ALLIANT ENERGY CORP | 75,000,000 | $74,213 | 2.7% | $0.99 | — | NOTE 3.875% 3/1 | 018802AC2 |
| CNX | CNX RES CORP | 2,807,827 | $68,230 | 2.5% | $13.32 | +83.3% | COM | 12653C108 |
| — | ETSY INC | 65,000,000 | $64,513 | 2.3% | $2.07 | — | NOTE 0.125%10/0 | 29786AAJ5 |
| — | VENTAS RLTY LTD PARTNERSHIP | 59,500,000 | $62,743 | 2.3% | $1.05 | — | NOTE 3.750% 6/0 | 92277GAZ0 |
| — | FIRSTENERGY CORP | 62,500,000 | $62,125 | 2.3% | $0.99 | — | NOTE 4.000% 5/0 | 337932AR8 |
| — | CMS ENERGY CORP | 60,000,000 | $59,010 | 2.1% | $0.98 | — | NOTE 3.375% 5/0 | 125896BX7 |
| CCL | CARNIVAL CORP | 2,934,900 | $54,941 | 2.0% | $12.52 | +23.5% | UNIT 99/99/9999 | 143658300 |
| — | RBC BEARINGS INC | 435,000 | $53,196 | 1.9% | $110.11 | — | 5% CNV PFD SR A | 75524B203 |
| — | DATADOG INC | 36,550,000 | $53,089 | 1.9% | $1.47 | — | NOTE 0.125% 6/1 | 23804LAB9 |
| — | UNITY SOFTWARE INC | 55,250,000 | $47,874 | 1.7% | $0.76 | — | NOTE 11/1 | 91332UAB7 |
| — | SHOPIFY INC | 50,000,000 | $46,800 | 1.7% | $0.90 | — | NOTE 0.125%11/0 | 82509LAA5 |
| — | GUARDANT HEALTH INC | 60,000,000 | $46,549 | 1.7% | $0.95 | — | NOTE 11/1 | 40131MAB5 |
| — | CHART INDS INC | 815,000 | $46,325 | 1.7% | $52.95 | — | 6.75DP CNV PFD B | 16115Q407 |
| — | ALBEMARLE CORP | 1,000,000 | $45,752 | 1.7% | $56.11 | — | 7.25% DEP SHS A | 012653200 |
| — | FORD MTR CO DEL | 45,000,000 | $45,608 | 1.7% | $1.01 | — | NOTE 3/1 | 345370CZ1 |
| — | NEXTERA ENERGY INC | 900,000 | $44,541 | 1.6% | $49.49 | — | UNIT 06/01/2027 | 65339F663 |
| — | AFFIRM HLDGS INC | 41,300,000 | $34,486 | 1.3% | $0.60 | — | NOTE 11/1 | 00827BAB2 |
| — | ALARM COM HLDGS INC | 37,500,000 | $34,406 | 1.3% | $0.85 | — | NOTE 1/1 | 011642AB1 |
| — | PROGRESS SOFTWARE CORP | 30,000,000 | $31,578 | 1.1% | $0.98 | — | NOTE 1.000% 4/1 | 743312AB6 |
| FLR | FLUOR CORP NEW | 700,960 | $30,527 | 1.1% | $35.31 | +17.8% | COM | 343412102 |
| — | AKAMAI TECHNOLOGIES INC | 27,500,000 | $28,956 | 1.1% | $1.27 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | BLACKLINE INC | 31,000,000 | $28,458 | 1.0% | $0.84 | — | NOTE 3/1 | 09239BAD1 |
| — | GUIDEWIRE SOFTWARE INC | 22,150,000 | $27,798 | 1.0% | $1.03 | — | NOTE 1.250% 3/1 | 40171VAA8 |
| — | INTEGER HLDGS CORP | 17,380,000 | $24,897 | 0.9% | $1.44 | — | NOTE 2.125% 2/1 | 45826HAB5 |
| — | CYTOKINETICS INC | 17,500,000 | $22,872 | 0.8% | $1.27 | — | NOTE 3.500% 7/0 | 23282WAC4 |
| — | TELADOC HEALTH INC | 27,500,000 | $22,858 | 0.8% | $0.78 | — | NOTE 1.250% 6/0 | 87918AAF2 |
| — | ENPHASE ENERGY INC | 16,500,000 | $22,467 | 0.8% | $2.46 | — | NOTE 0.250% 3/0 | 29355AAF4 |
| — | FRESHPET INC | 10,000,000 | $19,836 | 0.7% | $1.80 | — | NOTE 3.000% 4/0 | 358039AB1 |
| — | EXACT SCIENCES CORP | 22,000,000 | $19,175 | 0.7% | $0.93 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | CONFLUENT INC | 22,000,000 | $19,052 | 0.7% | $0.78 | — | NOTE 1/1 | 20717MAB9 |
| — | ON SEMICONDUCTOR CORP | 13,000,000 | $18,203 | 0.7% | $1.68 | — | NOTE 5/0 | 682189AS4 |
| — | JAMF HLDG CORP | 20,500,000 | $18,176 | 0.7% | $0.82 | — | NOTE 0.125% 9/0 | 47074LAB1 |
| CNK | CINEMARK HLDGS INC | 808,251 | $17,474 | 0.6% | $12.92 | +38.7% | COM | 17243V102 |
| — | CABLE ONE INC | 18,500,000 | $16,280 | 0.6% | $0.84 | — | NOTE 3/1 | 12685JAE5 |
| — | AIRBNB INC | 17,000,000 | $15,554 | 0.6% | $0.91 | — | NOTE 3/1 | 009066AB7 |
| COIN | COINBASE GLOBAL INC | 68,800 | $15,289 | 0.6% | $209.86 | +9.6% | COM CL A | 19260Q107 |
| — | UBER TECHNOLOGIES INC | 13,625,000 | $14,640 | 0.5% | $1.13 | — | NOTE 12/1 | 90353TAJ9 |
| — | PPL CAP FDG INC | 15,000,000 | $14,404 | 0.5% | $0.96 | — | NOTE 2.875% 3/1 | 69352PAS2 |
| — | BIGCOMMERCE HLDGS INC | 15,000,000 | $13,151 | 0.5% | $0.74 | — | NOTE 0.250%10/0 | 08975PAB4 |
| — | MANNKIND CORP | 10,000,000 | $12,065 | 0.4% | $1.13 | — | NOTE 2.500% 3/0 | 56400PAQ5 |
| — | SMART GLOBAL HLDGS INC | 9,500,000 | $12,051 | 0.4% | $1.51 | — | NOTE 2.250% 2/1 | 83205YAB0 |
| — | LUMENTUM HLDGS INC | 15,000,000 | $11,877 | 0.4% | $0.75 | — | NOTE 0.500% 6/1 | 55024UAF6 |
| — | MARCUS CORP DEL | 10,000,000 | $11,775 | 0.4% | $1.36 | — | NOTE 5.000% 9/1 | 566330AB2 |
| — | RAPID7 INC | 11,925,000 | $11,744 | 0.4% | $1.53 | — | NOTE 2.250% 5/0 | 753422AD6 |
| WDC | WESTERN DIGITAL CORP. | 153,200 | $11,608 | 0.4% | $43.62 | +26.7% | COM | 958102105 |
| STX | SEAGATE TECHNOLOGY HLDNGS PL | 90,100 | $9,305 | 0.3% | $78.43 | +14.5% | ORD SHS | G7997R103 |
| — | BENTLEY SYS INC | 10,000,000 | $8,980 | 0.3% | $0.77 | — | NOTE 0.375% 7/0 | 08265TAD1 |
| — | DISCOVER FINL SVCS | 67,500 | $8,830 | 0.3% | $131.09 | — | COM | 254709108 |
| — | ENVESTNET INC | 9,000,000 | $8,726 | 0.3% | $0.87 | — | NOTE 0.750% 8/1 | 29404KAE6 |
| — | EPR PPTYS | 440,000 | $8,496 | 0.3% | $18.70 | — | PFD C CV 5.75% | 26884U208 |
| — | SNAP INC | 10,000,000 | $8,332 | 0.3% | $0.83 | — | NOTE 5/0 | 83304AAF3 |
| — | VARONIS SYS INC | 5,000,000 | $8,135 | 0.3% | $1.95 | — | NOTE 1.250% 8/1 | 922280AB8 |
| — | INTERDIGITAL INC | 5,000,000 | $7,755 | 0.3% | $1.55 | — | NOTE 3.500% 6/0 | 45867GAD3 |
| — | MACOM TECH SOLUTIONS HLDGS I | 5,000,000 | $7,069 | 0.3% | $1.27 | — | NOTE 0.250% 3/1 | 55405YAB6 |
| — | CUTERA INC | 20,355,000 | $6,900 | 0.3% | $0.98 | — | NOTE 2.250% 3/1 | 232109AB4 |
| — | LIBERTY MEDIA CORP DEL | 6,000,000 | $6,270 | 0.2% | $1.04 | — | NOTE 3.750% 3/1 | 531229AP7 |
| — | BRIDGEBIO PHARMA INC | 7,500,000 | $5,976 | 0.2% | $0.47 | — | NOTE 2.250% 2/0 | 10806XAD4 |
| — | DISH NETWORK CORPORATION | 7,500,000 | $5,560 | 0.2% | $0.83 | — | NOTE 12/1 | 25470MAF6 |
| — | LIBERTY MEDIA CORP DEL | 236,700 | $5,243 | 0.2% | $29.70 | — | COM LBTY SRM S A | 531229813 |
| — | ETSY INC | 6,500,000 | $5,128 | 0.2% | $0.79 | — | NOTE 0.250% 6/1 | 29786AAN6 |
| — | BRIGHTSPRING HEALTH SVCS INC | 100,000 | $4,707 | 0.2% | $45.08 | — | UNIT 02/01/2027 | 10950A205 |
| — | LIVEPERSON INC | 9,400,000 | $4,465 | 0.2% | $0.65 | — | NOTE 12/1 | 538146AD3 |
| — | RWT HLDGS INC | 4,250,000 | $4,144 | 0.2% | $0.94 | — | NOTE 5.750%10/0 | 749772AD1 |
| — | EXACT SCIENCES CORP | 4,000,000 | $3,909 | 0.1% | $1.84 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| ZD | ZIFF DAVIS INC | 70,100 | $3,859 | 0.1% | $90.13 | -39.0% | COM | 48123V102 |
| — | WOLFSPEED INC | 163,800 | $3,728 | 0.1% | $41.71 | — | COM | 977852102 |
| — | CONMED CORP | 4,000,000 | $3,582 | 0.1% | $0.90 | — | NOTE 2.250% 6/1 | 207410AH4 |
| — | CLOUDFLARE INC | 3,500,000 | $3,189 | 0.1% | $0.85 | — | NOTE 8/1 | 18915MAC1 |
| — | PACIRA BIOSCIENCES INC | 3,298,000 | $3,102 | 0.1% | $0.93 | — | NOTE 0.750% 8/0 | 695127AF7 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 25,900 | $2,764 | 0.1% | $121.17 | -9.3% | SHS USD | G50871105 |
| PD | PAGERDUTY INC | 113,600 | $2,605 | 0.1% | $20.83 | 0.0% | COM | 69553P100 |
| — | BENTLEY SYS INC | 2,500,000 | $2,486 | 0.1% | $1.01 | — | NOTE 0.125% 1/1 | 08265TAB5 |
| PSN | PARSONS CORP DEL | 29,300 | $2,397 | 0.1% | $74.27 | +5.6% | COM | 70202L102 |
| — | HAEMONETICS CORP MASS | 2,500,000 | $2,254 | 0.1% | $0.84 | — | NOTE 3/0 | 405024AB6 |
| — | CUTERA INC | 9,500,000 | $1,648 | 0.1% | $0.22 | — | NOTE 4.000% 6/0 | 232109AG3 |
| — | EPR PPTYS | 50,000 | $1,395 | 0.1% | $25.68 | — | CONV PFD 9% SR E | 26884U307 |
| — | REDWOOD TRUST INC | 1,203,000 | $1,204 | 0.0% | $0.98 | — | NOTE 5.625% 7/1 | 758075AD7 |
| CLF | CLEVELAND-CLIFFS INC NEW | 73,000 | $1,123 | 0.0% | $20.89 | -14.2% | COM | 185899101 |
| — | SPIRIT AIRLS INC | 2,000,000 | $992 | 0.0% | $0.84 | — | NOTE 1.000% 5/1 | 848577AB8 |
| BAX | BAXTER INTL INC | 25,000 | $836 | 0.0% | $40.15 | -11.5% | COM | 071813109 |
| RPAY | REPAY HLDGS CORP | 78,100 | $825 | 0.0% | $21.90 | -53.3% | COM CL A | 76029L100 |
| EEFT | EURONET WORLDWIDE INC | 6,600 | $683 | 0.0% | $128.57 | -15.0% | COM | 298736109 |
| ADNT | ADIENT PLC | 26,500 | $655 | 0.0% | $25.89 | +9.7% | ORD SHS | G0084W101 |
| — | IMMATICS N.V | 252,741 | $655 | 0.0% | $3.58 | — | *W EXP 07/01/202 | N44445117 |
| GCMGW | GCM GROSVENOR INC | 1,085,000 | $532 | 0.0% | $0.65 | — | *W EXP 11/17/202 | 36831E116 |
| CPRI | CAPRI HOLDINGS LIMITED | 15,000 | $496 | 0.0% | $47.28 | -23.5% | SHS | G1890L107 |
| — | CUTERA INC | 2,000,000 | $409 | 0.0% | $0.20 | — | NOTE 2.250% 6/0 | 232109AD0 |
| OMF | ONEMAIN HLDGS INC | 8,426 | $409 | 0.0% | $40.79 | +20.5% | COM | 68268W103 |
| ASTLW | ALGOMA STL GROUP INC | 414,191 | $373 | 0.0% | $1.04 | — | *W EXP 10/19/202 | 015658115 |
| GT | GOODYEAR TIRE & RUBR CO | 30,000 | $341 | 0.0% | $11.09 | +10.3% | COM | 382550101 |
| OI | O-I GLASS INC | 20,000 | $223 | 0.0% | $9.82 | +37.5% | COM | 67098H104 |
| ALUR/WS | ALLURION TECHNOLOGIES INC | 122,500 | $20 | 0.0% | $0.91 | — | *W EXP 08/01/203 | 02008G110 |
| BFLYW | BUTTERFLY NETWORK INC | 49,393 | $1 | 0.0% | $6.45 | — | *W EXP 02/12/202 | 124155110 |