Location: New York, NY
CIK: 0001275228 · Show all filings
Period: Q4 2019 (← Previous) (Next →)
Filing Date: Feb 13, 2020
Total Value: $770M (4.3% shares, 95.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | LIVE NATION ENTERTAINMENT IN | 21,091,000 | $26.06M | 3.4% | $1.16 | — | NOTE 2.500% 3/1 | 538034AQ2 |
| — | DISH NETWORK CORP | 26,035,000 | $25.62M | 3.3% | $1.03 | — | NOTE 3.375% 8/1 | 25470MAB5 |
| BKLN | INVESCO EXCHNG TRADED FD TR | 1,023,193 | $23.35M | 3.0% | $22.82 | — | SR LN ETF | 46138G508 |
| — | BIOMARIN PHARMACEUTICAL INC | 20,916,000 | $22.3M | 2.9% | $1.02 | — | NOTE 0.599% 8/0 | 09061GAH4 |
| — | BLACKSTONE MTG TR INC | 20,139,000 | $21.97M | 2.9% | $0.99 | — | NOTE 4.750% 3/1 | 09257WAC4 |
| — | SPLUNK INC | 16,476,000 | $19.98M | 2.6% | $1.08 | — | NOTE 0.500% 9/1 | 848637AC8 |
| — | TESLA INC | 12,926,000 | $19.73M | 2.6% | $0.99 | — | NOTE 2.000% 5/1 | 88160RAG6 |
| — | MERITOR INC | 17,746,000 | $19.57M | 2.5% | $0.96 | — | NOTE 3.250%10/1 | 59001KAF7 |
| — | MARRIOTT VACTINS WORLDWID CO | 17,282,000 | $18.68M | 2.4% | $0.87 | — | NOTE 1.500% 9/1 | 57164YAB3 |
| — | PALO ALTO NETWORKS INC | 14,874,000 | $16.56M | 2.2% | $1.06 | — | NOTE 0.750% 7/0 | 697435AD7 |
| — | MICROCHIP TECHNOLOGY INC | 11,423,000 | $16.46M | 2.1% | $1.19 | — | NOTE 1.625% 2/1 | 595017AF1 |
| — | AKAMAI TECHNOLOGIES INC | 14,592,000 | $16.25M | 2.1% | $1.08 | — | NOTE 0.125% 5/0 | 00971TAJ0 |
| — | WESTERN DIGITAL CORP | 15,648,000 | $15.5M | 2.0% | $0.97 | — | NOTE 1.500% 2/0 | 958102AP0 |
| — | DEXCOM INC | 10,288,000 | $15.37M | 2.0% | $1.49 | — | NOTE 0.750%12/0 | 252131AH0 |
| — | ARES CAP CORP | 14,482,000 | $15.34M | 2.0% | $1.02 | — | NOTE 3.750% 2/0 | 04010LAT0 |
| — | SILICON LABORATORIES INC | 11,378,000 | $15.28M | 2.0% | $1.13 | — | NOTE 1.375% 3/0 | 826919AB8 |
| — | VERINT SYS INC | 13,511,000 | $14.62M | 1.9% | $0.92 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| — | ON SEMICONDUCTOR CORP | 10,676,000 | $14.61M | 1.9% | $0.95 | — | NOTE 1.000%12/0 | 682189AK1 |
| — | TWITTER INC | 14,604,000 | $14.15M | 1.8% | $0.98 | — | NOTE 0.250% 6/1 | 90184LAF9 |
| — | NEW RELIC INC | 13,747,000 | $13.46M | 1.7% | $1.06 | — | NOTE 0.500% 5/0 | 64829BAB6 |
| — | ILLUMINA INC | 12,096,000 | $13.45M | 1.7% | $1.12 | — | NOTE 8/1 | 452327AK5 |
| — | JAZZ INVESTMENTS I LTD | 12,659,000 | $12.97M | 1.7% | $0.99 | — | NOTE 1.500% 8/1 | 472145AD3 |
| — | EXACT SCIENCES CORP | 10,875,000 | $12.41M | 1.6% | $1.02 | — | NOTE 0.375% 3/1 | 30063PAB1 |
| — | DOCUSIGN INC | 9,508,000 | $11.92M | 1.5% | $1.25 | — | NOTE 0.500% 9/1 | 256163AB2 |
| — | CTRIP COM INTL LTD | 11,059,000 | $11.86M | 1.5% | $1.09 | — | NOTE 1.990% 7/0 | 22943FAH3 |
| — | PRICELINE GRP INC | 7,574,000 | $11.81M | 1.5% | $1.50 | — | NOTE 0.350% 6/1 | 741503AS5 |
| — | NUANCE COMMUNICATIONS INC | 9,914,000 | $11.15M | 1.4% | $0.95 | — | NOTE 1.250% 4/0 | 67020YAN0 |
| — | SPIRIT RLTY CAP INC NEW | 10,558,000 | $11.1M | 1.4% | $1.00 | — | NOTE 3.750% 5/1 | 84860WAB8 |
| — | STARWOOD PPTY TR INC | 10,422,000 | $11.04M | 1.4% | $1.00 | — | NOTE 4.375% 4/0 | 85571BAH8 |
| — | COLONY STARWOOD HOMES | 7,735,000 | $10.64M | 1.4% | $1.12 | — | NOTE 3.500% 1/1 | 19625XAB8 |
| — | DYCOM INDS INC | 10,121,000 | $9.933M | 1.3% | $1.10 | — | NOTE 0.750% 9/1 | 267475AB7 |
| — | PURE STORAGE INC | 9,477,000 | $9.508M | 1.2% | $0.97 | — | NOTE 0.125% 4/1 | 74624MAB8 |
| — | GREENBRIER COS INC | 9,331,000 | $9.24M | 1.2% | $1.13 | — | NOTE 2.875% 2/0 | 393657AK7 |
| HYG | ISHARES TR | 103,558 | $9.107M | 1.2% | $87.94 | — | IBOXX HI YD ETF | 464288513 |
| — | SQUARE INC | 7,992,000 | $8.996M | 1.2% | $1.20 | — | NOTE 0.500% 5/1 | 852234AD5 |
| — | WEIBO CORP | 9,511,000 | $8.961M | 1.2% | $0.95 | — | NOTE 1.250%11/1 | 948596AC5 |
| — | ARES CAP CORP | 8,220,000 | $8.919M | 1.2% | $1.00 | — | NOTE 4.625% 3/0 | 04010LAW3 |
| — | FIREEYE INC | 8,694,000 | $8.832M | 1.1% | $0.98 | — | NOTE 0.875% 6/0 | 31816QAF8 |
| — | WIX COM LTD | 7,597,000 | $8.68M | 1.1% | $1.12 | — | NOTE 7/0 | 92940WAB5 |
| — | RH | 6,418,000 | $8.2M | 1.1% | $1.09 | — | NOTE 6/1 | 74967XAA1 |
| — | NUVASIVE INC | 5,961,000 | $8.046M | 1.0% | $1.26 | — | NOTE 2.250% 3/1 | 670704AG0 |
| — | LIBERTY MEDIA CORP DELAWARE | 5,774,000 | $7.756M | 1.0% | $1.05 | — | NOTE 1.000% 1/3 | 531229AF9 |
| — | ENVESTNET INC | 6,298,000 | $7.62M | 1.0% | $1.20 | — | NOTE 1.750% 6/0 | 29404KAB2 |
| — | WORKDAY INC | 5,676,000 | $7.283M | 0.9% | $1.23 | — | NOTE 0.250%10/0 | 98138HAF8 |
| — | TERADYNE INC | 3,294,000 | $7.28M | 0.9% | $1.41 | — | NOTE 1.250%12/1 | 880770AG7 |
| — | FTI CONSULTING INC | 5,734,000 | $7.279M | 0.9% | $1.23 | — | NOTE 2.000% 8/1 | 302941AP4 |
| — | HERBALIFE LTD | 6,824,000 | $7.183M | 0.9% | $1.04 | — | NOTE 2.625% 3/1 | 42703MAD5 |
| — | CYPRESS SEMICONDUCTOR CORP | 5,611,000 | $6.914M | 0.9% | $0.97 | — | NOTE 2.000% 2/0 | 232806AP4 |
| — | SUPERNUS PHARMACEUTICALS INC | 7,486,000 | $6.87M | 0.9% | $0.97 | — | NOTE 0.625% 4/0 | 868459AD0 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 6,488,000 | $6.535M | 0.8% | $0.85 | — | NOTE 1.250% 7/0 | 01988PAD0 |
| — | ZILLOW GROUP INC | 5,427,000 | $6.094M | 0.8% | $1.11 | — | NOTE 2.000%12/0 | 98954MAB7 |
| — | ZENDESK INC | 4,359,000 | $5.965M | 0.8% | $1.45 | — | NOTE 0.250% 3/1 | 98936JAB7 |
| — | ADVANCED MICRO DEVICES INC | 873,000 | $5.099M | 0.7% | $2.82 | — | NOTE 2.125% 9/0 | 007903BD8 |
| — | NEUROCRINE BIOSCIENCES INC | 3,226,000 | $4.993M | 0.6% | $1.44 | — | NOTE 2.250% 5/1 | 64125CAD1 |
| — | ON SEMICONDUCTOR CORP | 3,470,000 | $4.837M | 0.6% | $1.39 | — | NOTE 1.625%10/1 | 682189AP0 |
| — | ILLUMINA INC | 3,395,000 | $4.763M | 0.6% | $1.17 | — | NOTE 0.500% 6/1 | 452327AH2 |
| — | TUTOR PERINI CORP | 4,838,000 | $4.66M | 0.6% | $1.06 | — | NOTE 2.875% 6/1 | 901109AD0 |
| — | NICE SYS INC | 2,303,000 | $4.44M | 0.6% | $1.26 | — | NOTE 1.250% 1/1 | 65366HAB9 |
| — | PDC ENERGY INC | 4,432,000 | $4.237M | 0.6% | $1.02 | — | NOTE 1.125% 9/1 | 69327RAD3 |
| — | OIL STS INTL INC | 4,316,000 | $3.942M | 0.5% | $0.90 | — | NOTE 1.500% 2/1 | 678026AH8 |
| — | LIBERTY MEDIA CORP DELAWARE | 6,557,000 | $3.842M | 0.5% | $0.86 | — | DEB 2.250% 9/3 | 531229AE2 |
| — | RINGCENTRAL INC | 1,808,000 | $3.829M | 0.5% | $1.43 | — | NOTE 3/1 | 76680RAD9 |
| — | TRANSOCEAN INC | 3,785,000 | $3.817M | 0.5% | $1.43 | — | DEB 0.500% 1/3 | 893830BJ7 |
| — | JAZZ INVESTMENTS I LTD | 3,594,000 | $3.772M | 0.5% | $1.02 | — | NOTE 1.875% 8/1 | 472145AB7 |
| — | FIVE9 INC | 2,200,000 | $3.742M | 0.5% | $1.40 | — | NOTE 0.125% 5/0 | 338307AB7 |
| — | SERVICENOW INC | 1,711,000 | $3.642M | 0.5% | $1.50 | — | NOTE 6/0 | 81762PAC6 |
| — | LIGAND PHARMACEUTICALS INC | 4,160,000 | $3.622M | 0.5% | $0.87 | — | NOTE 0.750% 5/1 | 53220KAF5 |
| — | OSI SYSTEMS INC | 3,216,000 | $3.556M | 0.5% | $0.92 | — | NOTE 1.250% 9/0 | 671044AD7 |
| — | SM ENERGY CO | 3,548,000 | $3.438M | 0.4% | $1.06 | — | NOTE 1.500% 7/0 | 78454LAM2 |
| — | LIBERTY MEDIA CORP DELAWARE | 2,525,000 | $3.432M | 0.4% | $1.07 | — | NOTE 1.375%10/1 | 531229AB8 |
| — | PRICELINE GRP INC | 2,800,000 | $3.241M | 0.4% | $1.16 | — | NOTE 0.900% 9/1 | 741503AX4 |
| — | MERCADOLIBRE INC | 2,117,000 | $3.209M | 0.4% | $1.49 | — | NOTE 2.000% 8/1 | 58733RAD4 |
| — | WAYFAIR INC | 3,072,000 | $3.197M | 0.4% | $1.04 | — | NOTE 1.125%11/0 | 94419LAD3 |
| — | TWILIO INC | 2,039,000 | $3.137M | 0.4% | $1.88 | — | NOTE 0.250% 6/0 | 90138FAB8 |
| — | EXACT SCIENCES CORP | 2,063,000 | $3.013M | 0.4% | $0.92 | — | NOTE 1.000% 1/1 | 30063PAA3 |
| — | NUANCE COMMUNICATIONS INC | 2,913,000 | $2.96M | 0.4% | $0.91 | — | DBCV 1.000%12/1 | 67020YAK6 |
| — | CHINA LODGING GROUP LTD | 2,473,000 | $2.814M | 0.4% | $0.98 | — | NOTE 0.375%11/0 | 16949NAC3 |
| — | ALTAIR ENGR INC | 2,533,000 | $2.619M | 0.3% | $1.09 | — | NOTE 0.250% 6/0 | 021369AA1 |
| — | MACQUARIE INFRASTRUCTURE COR | 2,618,000 | $2.534M | 0.3% | $0.94 | — | NOTE 2.000%10/0 | 55608BAB1 |
| — | REPLIGEN CORP | 1,992,000 | $2.177M | 0.3% | $1.00 | — | NOTE 0.375% 7/1 | 759916AB5 |
| — | CAESARS ENTMT CORP | 1,067,000 | $2.088M | 0.3% | $1.91 | — | NOTE 5.000%10/0 | 127686AA1 |
| — | ANTHEM INC | 495,000 | $2.084M | 0.3% | $2.43 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | ALZA CORP | 770,000 | $1.548M | 0.2% | $1.54 | — | SDCV 7/2 | 02261WAB5 |
| — | AVAYA HLDGS CORP | 73,619 | $994K | 0.1% | $22.14 | — | COM | 05351X101 |
| — | ZILLOW GROUP INC | 793,000 | $769K | 0.1% | $0.92 | — | NOTE 1.500% 7/0 | 98954MAC5 |
| — | NATIONAL HEALTH INVS INC | 596,000 | $724K | 0.1% | $1.04 | — | NOTE 3.250% 4/0 | 63633DAE4 |
| — | INSULET CORP | 245,000 | $467K | 0.1% | $1.43 | — | NOTE 1.375%11/1 | 45784PAH4 |
| — | ISIS PHARMACEUTICALS INC DEL | 183,000 | $210K | 0.0% | $1.00 | — | NOTE 1.000%11/1 | 464337AJ3 |