Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q3 2019 (← Previous) (Next →)
Filing Date: Nov 13, 2019
Total Value: $874M (0.7% shares, 99.3% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | LIVE NATION ENTERTAINMENT IN | 23,829,000 | $28.17M | 3.2% | $1.16 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | DISH NETWORK CORP | 29,935,000 | $27.82M | 3.2% | $1.03 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| — | BIOMARIN PHARMACEUTICAL INC | 24,674,000 | $24.45M | 2.8% | $1.02 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | MERITOR INC | 23,824,000 | $23.84M | 2.7% | $0.96 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | BLACKSTONE MTG TR INC | 22,499,000 | $23.73M | 2.7% | $0.99 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | MARRIOTT VACTINS WORLDWID CO | 21,937,000 | $22.22M | 2.5% | $0.87 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| — | MICROCHIP TECHNOLOGY INC | 16,980,000 | $22.05M | 2.5% | $1.19 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | WESTERN DIGITAL CORP | 22,387,000 | $21.71M | 2.5% | $0.97 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | SPLUNK INC | 19,191,000 | $20.8M | 2.4% | $1.08 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | SPIRIT RLTY CAP INC NEW | 19,303,000 | $20.11M | 2.3% | $1.00 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | PALO ALTO NETWORKS INC | 17,573,000 | $18.66M | 2.1% | $1.06 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | AKAMAI TECHNOLOGIES INC | 15,637,000 | $18.04M | 2.1% | $1.08 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | ARES CAP CORP | 16,989,000 | $17.78M | 2.0% | $1.02 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | SILICON LABORATORIES INC | 13,409,000 | $17.59M | 2.0% | $1.13 | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | ILLUMINA INC | 15,706,000 | $17.52M | 2.0% | $1.12 | — | NOTE 8/1 | 452327AK5 |
| — | VERINT SYS INC | 15,846,000 | $16.17M | 1.8% | $0.92 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | TESLA INC | 15,091,000 | $15.58M | 1.8% | $0.99 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | PRICELINE GRP INC | 10,226,000 | $15.37M | 1.8% | $1.50 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | ON SEMICONDUCTOR CORP | 12,154,000 | $14.32M | 1.6% | $0.95 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | CTRIP COM INTL LTD | 13,799,000 | $14.16M | 1.6% | $1.09 | — | NOTE 1.990% 7/0 | 22943FAH3 |
| — | EXACT SCIENCES CORP | 12,743,000 | $13.87M | 1.6% | $1.02 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | COLONY STARWOOD HOMES | 10,241,000 | $13.8M | 1.6% | $1.12 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | JAZZ INVESTMENTS I LTD | 13,991,000 | $13.65M | 1.6% | $0.99 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | TWO HBRS INVT CORP | 12,926,000 | $13.55M | 1.5% | $1.01 | — | NOTE 6.250% 1/1 | 90187BAA9 |
| — | WEIBO CORP | 13,493,000 | $12.81M | 1.5% | $0.95 | — | NOTE 1.250%11/1 | 948596AC5 |
| — | STARWOOD PPTY TR INC | 11,709,000 | $12.46M | 1.4% | $1.00 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | TWITTER INC | 11,610,000 | $12.39M | 1.4% | $0.98 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | GREENBRIER COS INC | 11,965,000 | $11.55M | 1.3% | $1.13 | — | NOTE 2.875% 2/0 | 393657AK7 |
| — | NEW RELIC INC | 11,976,000 | $11.45M | 1.3% | $1.07 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | DYCOM INDS INC | 11,772,000 | $11.41M | 1.3% | $1.10 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | ARES CAP CORP | 10,579,000 | $11.26M | 1.3% | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | NUANCE COMMUNICATIONS INC | 11,122,000 | $11.08M | 1.3% | $0.95 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| — | SQUARE INC | 9,653,000 | $10.83M | 1.2% | $1.20 | — | NOTE 0.500% 5/1 | 852234AD5 |
| — | FIREEYE INC | 11,264,000 | $10.7M | 1.2% | $0.98 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | WORKDAY INC | 7,656,000 | $10.13M | 1.2% | $1.23 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | NXP SEMICONDUCTORS N V | 9,073,000 | $10.03M | 1.1% | $1.02 | — | NOTE 1.000%12/0 | 62952QAB6 |
| — | NUVASIVE INC | 8,120,000 | $9.686M | 1.1% | $1.26 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | PURE STORAGE INC | 8,643,000 | $8.595M | 1.0% | $0.97 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | FTI CONSULTING INC | 6,950,000 | $8.547M | 1.0% | $1.23 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | WIX COM LTD | 7,610,000 | $8.512M | 1.0% | $1.12 | — | NOTE 7/0 | 92940WAB5 |
| — | RH | 7,757,000 | $8.453M | 1.0% | $1.09 | — | NOTE 6/1 | 74967XAA1 |
| — | LIBERTY MEDIA CORP DELAWARE | 6,681,000 | $8.434M | 1.0% | $1.05 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | SUPERNUS PHARMACEUTICALS INC | 8,910,000 | $8.375M | 1.0% | $0.97 | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | ENVESTNET INC | 7,532,000 | $8.257M | 0.9% | $1.20 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 8,150,000 | $8.185M | 0.9% | $0.85 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | LIGAND PHARMACEUTICALS INC | 9,512,000 | $8.017M | 0.9% | $0.87 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | CYPRESS SEMICONDUCTOR CORP | 6,328,000 | $7.754M | 0.9% | $0.97 | — | NOTE 2.000% 2/0 | 232806AP4 |
| — | HERBALIFE LTD | 7,898,000 | $7.43M | 0.8% | $1.04 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | TERADYNE INC | 3,862,000 | $7.411M | 0.8% | $1.41 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | TUTOR PERINI CORP | 7,198,000 | $6.968M | 0.8% | $1.06 | — | NOTE 2.875% 6/1 | 901109AD0 |
| — | ILLUMINA INC | 5,123,000 | $6.846M | 0.8% | $1.17 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | ZILLOW GROUP INC | 6,665,000 | $6.696M | 0.8% | $1.11 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | LUMENTUM HLDGS INC | 5,584,000 | $6.521M | 0.7% | $1.24 | — | NOTE 0.250% 3/1 | 55024UAB5 |
| — | TESLA INC | 6,431,000 | $6.331M | 0.7% | $0.99 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | SERVICENOW INC | 3,086,000 | $5.951M | 0.7% | $1.50 | — | NOTE 6/0 | 81762PAC6 |
| — | CHINA LODGING GROUP LTD | 5,246,000 | $5.531M | 0.6% | $0.98 | — | NOTE 0.375%11/0 | 16949NAC3 |
| — | ISIS PHARMACEUTICALS INC DEL | 4,780,000 | $5.514M | 0.6% | $1.00 | — | NOTE 1.000%11/1 | 464337AJ3 |
| — | NEUROCRINE BIOSCIENCES INC | 3,943,000 | $5.469M | 0.6% | $1.44 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | NICE SYS INC | 2,774,000 | $4.997M | 0.6% | $1.26 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | ZENDESK INC | 3,741,000 | $4.985M | 0.6% | $1.46 | — | NOTE 0.250% 3/1 | 98936JAB7 |
| — | PDC ENERGY INC | 5,235,000 | $4.894M | 0.6% | $1.02 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | RINGCENTRAL INC | 2,907,000 | $4.732M | 0.5% | $1.43 | — | NOTE 3/1 | 76680RAD9 |
| — | OIL STS INTL INC | 5,328,000 | $4.51M | 0.5% | $0.90 | — | NOTE 1.500% 2/1 | 678026AH8 |
| — | OSI SYSTEMS INC | 3,961,000 | $4.476M | 0.5% | $0.92 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | LIBERTY MEDIA CORP DELAWARE | 7,579,000 | $4.371M | 0.5% | $0.86 | — | DEB 2.250% 9/3 | 531229AE2 |
| — | TESLA INC | 4,271,000 | $4.37M | 0.5% | $1.08 | — | NOTE 2.375% 3/1 | 88160RAD3 |
| — | ALTAIR ENGR INC | 4,044,000 | $4.118M | 0.5% | $1.09 | — | NOTE 0.250% 6/0 | 021369AA1 |
| — | JAZZ INVESTMENTS I LTD | 3,952,000 | $4.019M | 0.5% | $1.02 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | ADVANCED MICRO DEVICES INC | 1,059,000 | $3.972M | 0.5% | $2.82 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | LIBERTY MEDIA CORP DELAWARE | 3,165,000 | $3.829M | 0.4% | $1.07 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | MERCADOLIBRE INC | 2,521,000 | $3.75M | 0.4% | $1.49 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| — | SM ENERGY CO | 4,078,000 | $3.732M | 0.4% | $1.06 | — | NOTE 1.500% 7/0 | 78454LAM2 |
| — | NUTANIX INC | 3,962,000 | $3.725M | 0.4% | $1.06 | — | NOTE 1/1 | 67059NAB4 |
| — | FIVE9 INC | 2,440,000 | $3.537M | 0.4% | $1.40 | — | NOTE 0.125% 5/0 | 338307AB7 |
| — | TRANSOCEAN INC | 4,263,000 | $3.525M | 0.4% | $1.43 | — | DEB 0.500% 1/3 | 893830BJ7 |
| — | CARBONITE INC | 3,610,000 | $3.512M | 0.4% | $0.97 | — | NOTE 2.500% 4/0 | 141337AB1 |
| — | EXACT SCIENCES CORP | 2,380,000 | $3.39M | 0.4% | $0.92 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | ANTHEM INC | 970,000 | $3.262M | 0.4% | $2.43 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | NUANCE COMMUNICATIONS INC | 3,206,000 | $3.074M | 0.4% | $0.91 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | ENVESTNET INC | 2,991,000 | $3.059M | 0.3% | $1.02 | — | NOTE 1.750%12/1 | 29404KAA4 |
| — | RAPID7 INC | 2,154,000 | $2.807M | 0.3% | $1.30 | — | NOTE 1.250% 8/0 | 753422AB0 |
| — | REPLIGEN CORP | 2,668,000 | $2.668M | 0.3% | $1.00 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | MACQUARIE INFRASTRUCTURE COR | 2,853,000 | $2.65M | 0.3% | $0.94 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | ALZA CORP | 1,455,000 | $2.595M | 0.3% | $1.54 | — | SDCV 7/2 | 02261WAB5 |
| — | TWILIO INC | 1,469,000 | $2.468M | 0.3% | $2.01 | — | NOTE 0.250% 6/0 | 90138FAB8 |
| — | VERSO CORP | 186,764 | $2.312M | 0.3% | $23.83 | — | CL A | 92531L207 |
| — | NABORS INDS INC NEW | 3,493,000 | $2.255M | 0.3% | $0.79 | — | NOTE 0.750% 1/1 | 62957HAB1 |
| — | CAESARS ENTMT CORP | 1,250,000 | $2.176M | 0.2% | $1.91 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | PRICELINE GRP INC | 1,800,000 | $2.092M | 0.2% | $1.16 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | INSULET CORP | 945,000 | $1.746M | 0.2% | $1.43 | — | NOTE 1.375%11/1 | 45784PAH4 |
| — | SPLUNK INC | 1,286,000 | $1.421M | 0.2% | $1.10 | — | NOTE 1.125% 9/1 | 848637AD6 |
| — | AVAYA HLDGS CORP | 136,947 | $1.401M | 0.2% | $22.14 | — | COM | 05351X101 |
| — | ZILLOW GROUP INC | 1,555,000 | $1.379M | 0.2% | $0.92 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| AMPY | AMPLIFY ENERGY CORP NEW | 187,125 | $1.155M | 0.1% | $4.74 | 0.0% | COM | 03212B103 |
| — | NATIONAL HEALTH INVS INC | 824,000 | $1.013M | 0.1% | $1.04 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| CMLS | CUMULUS MEDIA INC | 64,801 | $942K | 0.1% | $17.50 | -14.1% | COM CLASS A | 231082801 |
| — | CHESAPEAKE ENERGY CORP | 600,000 | $366K | 0.0% | $0.87 | — | NOTE 5.500% 9/1 | 165167CY1 |
| — | OASIS PETE INC NEW | 346,000 | $259K | 0.0% | $1.07 | — | NOTE 2.625% 9/1 | 674215AJ7 |
| — | OKTA INC | 74,000 | $156K | 0.0% | $1.81 | — | NOTE 0.250% 2/1 | 679295AB1 |
| — | ENSCO JERSEY FIN LTD | 168,000 | $117K | 0.0% | $0.89 | — | NOTE 3.000% 1/3 | 29359WAB1 |
| — | RTI INTL METALS INC | 48,000 | $48,000 | 0.0% | $1.02 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | SANDISK CORP | 30,000 | $27,000 | 0.0% | $0.87 | — | NOTE 0.500%10/1 | 80004CAF8 |