Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q2 2019 (← Previous) (Next →)
Filing Date: Aug 12, 2019
Total Value: $882M (0.9% shares, 99.1% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | AKAMAI TECHNOLOGIES INC | 31,219,000 | $33.6M | 3.8% | $1.08 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | LIVE NATION ENTERTAINMENT IN | 24,025,000 | $28.63M | 3.2% | $1.16 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | MERITOR INC | 25,894,000 | $27.16M | 3.1% | $0.96 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | BIOMARIN PHARMACEUTICAL INC | 25,929,000 | $27.08M | 3.1% | $1.02 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | DISH NETWORK CORP | 25,462,000 | $24.94M | 2.8% | $1.05 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | BLACKSTONE MTG TR INC | 22,975,000 | $24.12M | 2.7% | $0.99 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | MARRIOTT VACTINS WORLDWID CO | 23,875,000 | $23.26M | 2.6% | $0.87 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| — | MICROCHIP TECHNOLOGY INC | 18,161,000 | $21.53M | 2.4% | $1.19 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | SPIRIT RLTY CAP INC NEW | 19,077,000 | $19.5M | 2.2% | $1.00 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | SILICON LABORATORIES INC | 14,138,000 | $17.69M | 2.0% | $1.13 | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | EXACT SCIENCES CORP | 13,459,000 | $17.1M | 1.9% | $1.02 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | ARES CAP CORP | 16,683,000 | $16.93M | 1.9% | $1.02 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | ON SEMICONDUCTOR CORP | 12,831,000 | $15.85M | 1.8% | $0.95 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | VERINT SYS INC | 14,381,000 | $15.54M | 1.8% | $0.91 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | CTRIP COM INTL LTD | 14,025,000 | $15.5M | 1.8% | $1.09 | — | NOTE 1.990% 7/0 | 22943FAH3 |
| — | TUTOR PERINI CORP | 16,007,000 | $15.27M | 1.7% | $1.06 | — | NOTE 2.875% 6/1 | 901109AD0 |
| — | PRICELINE GRP INC | 10,405,000 | $15.04M | 1.7% | $1.50 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | COLONY STARWOOD HOMES | 12,137,000 | $14.89M | 1.7% | $1.12 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | TESLA INC | 14,936,000 | $14.78M | 1.7% | $0.99 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | WORKDAY INC | 9,698,000 | $14.62M | 1.7% | $1.23 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | WEIBO CORP | 14,181,000 | $13.53M | 1.5% | $0.95 | — | NOTE 1.250%11/1 | 948596AC5 |
| — | ENVESTNET INC | 11,028,000 | $13.23M | 1.5% | $1.20 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | TWO HBRS INVT CORP | 12,976,000 | $13.16M | 1.5% | $1.01 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | INSULET CORP | 9,056,000 | $12.96M | 1.5% | $1.43 | — | NOTE 1.375%11/1 | 45784PAH4 |
| — | JAZZ INVESTMENTS I LTD | 12,867,000 | $12.81M | 1.5% | $0.99 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 12,598,000 | $12.7M | 1.4% | $0.85 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | STARWOOD PPTY TR INC | 12,298,000 | $12.57M | 1.4% | $1.00 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | NUVASIVE INC | 10,781,000 | $12.32M | 1.4% | $1.26 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | DYCOM INDS INC | 12,382,000 | $12.19M | 1.4% | $1.10 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | ZILLOW GROUP INC | 12,251,000 | $12.13M | 1.4% | $0.92 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| — | SQUARE INC | 10,056,000 | $12.09M | 1.4% | $1.20 | — | NOTE 0.500% 5/1 | 852234AD5 |
| — | NEW RELIC INC | 11,114,000 | $11.96M | 1.4% | $1.08 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | FIREEYE INC | 12,046,000 | $11.85M | 1.3% | $0.98 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | GREENBRIER COS INC | 12,075,000 | $11.74M | 1.3% | $1.13 | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | TWITTER INC | 11,922,000 | $11.72M | 1.3% | $0.98 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | NUANCE COMMUNICATIONS INC | 11,559,000 | $11.43M | 1.3% | $0.95 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| — | LUMENTUM HLDGS INC | 8,963,000 | $10.61M | 1.2% | $1.24 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | ARES CAP CORP | 10,023,000 | $10.38M | 1.2% | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | ZENDESK INC | 6,695,000 | $10.33M | 1.2% | $1.46 | — | NOTE 0.250% 3/1 | 98936JAB7 |
| — | NXP SEMICONDUCTORS N V | 9,448,000 | $10.07M | 1.1% | $1.02 | — | NOTE 1.000%12/0 | 62952QAB6 |
| — | LIGAND PHARMACEUTICALS INC | 10,300,000 | $8.952M | 1.0% | $0.87 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | PURE STORAGE INC | 9,112,000 | $8.809M | 1.0% | $0.97 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | HERBALIFE LTD | 8,737,000 | $8.527M | 1.0% | $1.04 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | LIBERTY MEDIA CORP DELAWARE | 7,118,000 | $8.428M | 1.0% | $1.05 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | RINGCENTRAL INC | 5,377,000 | $8.128M | 0.9% | $1.43 | — | NOTE 3/1 | 76680RAD9 |
| — | ZILLOW GROUP INC | 6,918,000 | $7.872M | 0.9% | $1.11 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | ILLUMINA INC | 5,064,000 | $7.86M | 0.9% | $1.16 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | SUPERNUS PHARMACEUTICALS INC | 7,637,000 | $7.524M | 0.9% | $0.97 | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | CHESAPEAKE ENERGY CORP | 8,931,000 | $7.174M | 0.8% | $0.87 | — | NOTE 5.500% 9/1 | 165167CY1 |
| — | CYPRESS SEMICONDUCTOR CORP | 5,954,000 | $7.091M | 0.8% | $0.96 | — | NOTE 2.000% 2/0 | 232806AP4 |
| — | SERVICENOW INC | 3,338,000 | $6.962M | 0.8% | $1.50 | — | NOTE 6/0 | 81762PAC6 |
| — | TERADYNE INC | 4,214,000 | $6.877M | 0.8% | $1.41 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | TESLA INC | 6,713,000 | $6.66M | 0.8% | $1.08 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | TESLA INC | 6,907,000 | $6.589M | 0.7% | $0.99 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | ALTAIR ENGR INC | 5,776,000 | $6.314M | 0.7% | $1.09 | — | NOTE 0.250% 6/0 | 021369AA1 |
| — | NICE SYS INC | 3,595,000 | $6.161M | 0.7% | $1.26 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | JAZZ INVESTMENTS I LTD | 5,827,000 | $5.987M | 0.7% | $1.02 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | CHINA LODGING GROUP LTD | 5,422,000 | $5.932M | 0.7% | $0.98 | — | NOTE 0.375%11/0 | 16949NAC3 |
| — | ISIS PHARMACEUTICALS INC DEL | 4,971,000 | $5.919M | 0.7% | $1.00 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | NABORS INDS INC NEW | 7,480,000 | $5.386M | 0.6% | $0.79 | — | NOTE 0.750% 1/1 | 62957HAB1 |
| — | NATIONAL HEALTH INVS INC | 4,593,000 | $5.323M | 0.6% | $1.04 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | OASIS PETE INC NEW | 5,664,000 | $5.217M | 0.6% | $1.07 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | NEUROCRINE BIOSCIENCES INC | 3,927,000 | $5.193M | 0.6% | $1.44 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | OSI SYSTEMS INC | 4,066,000 | $4.848M | 0.5% | $0.92 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | PDC ENERGY INC | 5,076,000 | $4.815M | 0.5% | $1.02 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | OIL STS INTL INC | 5,284,000 | $4.747M | 0.5% | $0.90 | — | NOTE 1.500% 2/1 | 678026AH8 |
| — | VERSO CORP | 248,420 | $4.732M | 0.5% | $23.83 | — | CL A | 92531L207 |
| — | TRANSOCEAN INC | 4,565,000 | $4.552M | 0.5% | $1.43 | — | DEB 0.500% 1/3 | 893830BJ7 |
| — | LIBERTY MEDIA CORP DELAWARE | 7,755,000 | $4.214M | 0.5% | $0.86 | — | DEB 2.250% 9/3 | 531229AE2 |
| — | SM ENERGY CO | 4,351,000 | $4.041M | 0.5% | $1.06 | — | NOTE 1.500% 7/0 | 78454LAM2 |
| — | EXACT SCIENCES CORP | 2,296,000 | $3.991M | 0.5% | $0.90 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | LIBERTY MEDIA CORP DELAWARE | 3,473,000 | $3.922M | 0.4% | $1.07 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | ADVANCED MICRO DEVICES INC | 1,001,000 | $3.898M | 0.4% | $2.77 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | ANTHEM INC | 970,000 | $3.79M | 0.4% | $2.43 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | NUTANIX INC | 3,882,000 | $3.649M | 0.4% | $1.07 | — | NOTE 1/1 | 67059NAB4 |
| — | NUANCE COMMUNICATIONS INC | 3,530,000 | $3.347M | 0.4% | $0.91 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | FIVE9 INC | 2,370,000 | $3.306M | 0.4% | $1.39 | — | NOTE 0.125% 5/0 | 338307AB7 |
| — | TWILIO INC | 1,428,000 | $2.88M | 0.3% | $2.02 | — | NOTE 0.250% 6/0 | 90138FAB8 |
| — | ALZA CORP | 1,455,000 | $2.793M | 0.3% | $1.54 | — | SDCV 7/2 | 02261WAB5 |
| — | OKTA INC | 1,003,000 | $2.611M | 0.3% | $1.81 | — | NOTE 0.250% 2/1 | 679295AB1 |
| — | MACQUARIE INFRASTRUCTURE COR | 2,862,000 | $2.539M | 0.3% | $0.94 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | ENSCO JERSEY FIN LTD | 3,170,000 | $2.515M | 0.3% | $0.89 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| — | CHEGG INC | 1,383,000 | $2.133M | 0.2% | $1.54 | — | NOTE 0.250% 5/1 | 163092AB5 |
| — | CAESARS ENTMT CORP | 1,185,000 | $2.047M | 0.2% | $1.92 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | AVAYA HLDGS CORP | 158,056 | $1.882M | 0.2% | $22.14 | — | COM | 05351X101 |
| CMLS | CUMULUS MEDIA INC | 67,894 | $1.137M | 0.1% | $17.50 | 0.0% | COM CLASS A | 231082801 |
| — | RTI INTL METALS INC | 1,087,000 | $1.101M | 0.1% | $1.02 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | RED HAT INC | 237,000 | $604K | 0.1% | $1.24 | — | NOTE 0.250%10/0 | 756577AD4 |
| — | SANDISK CORP | 30,000 | $26,000 | 0.0% | $0.87 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | RESTORATION HARDWARE HLDGS I | 12,000 | $14,000 | 0.0% | $1.08 | — | DBCV 7/1 | 761283AC4 |